ECBOT 30 Year Treasury Bond Future September 2007


Trading Metrics calculated at close of trading on 27-Apr-2007
Day Change Summary
Previous Current
26-Apr-2007 27-Apr-2007 Change Change % Previous Week
Open 111-10 111-00 -0-10 -0.3% 111-09
High 111-10 111-18 0-08 0.2% 111-28
Low 110-31 110-28 -0-03 -0.1% 110-28
Close 111-02 110-30 -0-04 -0.1% 110-30
Range 0-11 0-22 0-11 100.0% 1-00
ATR 0-14 0-15 0-01 4.1% 0-00
Volume 3,509 3,691 182 5.2% 17,513
Daily Pivots for day following 27-Apr-2007
Classic Woodie Camarilla DeMark
R4 113-06 112-24 111-10
R3 112-16 112-02 111-04
R2 111-26 111-26 111-02
R1 111-12 111-12 111-00 111-08
PP 111-04 111-04 111-04 111-02
S1 110-22 110-22 110-28 110-18
S2 110-14 110-14 110-26
S3 109-24 110-00 110-24
S4 109-02 109-10 110-18
Weekly Pivots for week ending 27-Apr-2007
Classic Woodie Camarilla DeMark
R4 114-07 113-19 111-16
R3 113-07 112-19 111-07
R2 112-07 112-07 111-04
R1 111-19 111-19 111-01 111-13
PP 111-07 111-07 111-07 111-04
S1 110-19 110-19 110-27 110-13
S2 110-07 110-07 110-24
S3 109-07 109-19 110-21
S4 108-07 108-19 110-12
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 111-28 110-28 1-00 0.9% 0-15 0.4% 6% False True 3,502
10 111-31 110-03 1-28 1.7% 0-16 0.4% 45% False False 2,134
20 111-31 110-03 1-28 1.7% 0-11 0.3% 45% False False 1,450
40 113-25 110-03 3-22 3.3% 0-10 0.3% 23% False False 776
60 113-26 110-00 3-26 3.4% 0-08 0.2% 25% False False 520
80 113-26 109-10 4-16 4.1% 0-06 0.2% 36% False False 391
100 114-14 109-10 5-04 4.6% 0-07 0.2% 32% False False 313
120 114-18 109-10 5-08 4.7% 0-06 0.2% 31% False False 261
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-03
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 114-16
2.618 113-12
1.618 112-22
1.000 112-08
0.618 112-00
HIGH 111-18
0.618 111-10
0.500 111-07
0.382 111-04
LOW 110-28
0.618 110-14
1.000 110-06
1.618 109-24
2.618 109-02
4.250 107-30
Fisher Pivots for day following 27-Apr-2007
Pivot 1 day 3 day
R1 111-07 111-10
PP 111-04 111-06
S1 111-01 111-02

These figures are updated between 7pm and 10pm EST after a trading day.

View Archives - Comment on this page... - Back to Index of Symbols