ECBOT 30 Year Treasury Bond Future September 2007


Trading Metrics calculated at close of trading on 30-Apr-2007
Day Change Summary
Previous Current
27-Apr-2007 30-Apr-2007 Change Change % Previous Week
Open 111-00 111-00 0-00 0.0% 111-09
High 111-18 111-26 0-08 0.2% 111-28
Low 110-28 111-00 0-04 0.1% 110-28
Close 110-30 111-25 0-27 0.8% 110-30
Range 0-22 0-26 0-04 18.2% 1-00
ATR 0-15 0-16 0-01 6.6% 0-00
Volume 3,691 1,649 -2,042 -55.3% 17,513
Daily Pivots for day following 30-Apr-2007
Classic Woodie Camarilla DeMark
R4 113-31 113-22 112-07
R3 113-05 112-28 112-00
R2 112-11 112-11 111-30
R1 112-02 112-02 111-27 112-06
PP 111-17 111-17 111-17 111-19
S1 111-08 111-08 111-23 111-12
S2 110-23 110-23 111-20
S3 109-29 110-14 111-18
S4 109-03 109-20 111-11
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% 0-17 0.5% 91% False False 3,487
10 111-31 110-15 1-16 1.3% 0-17 0.5% 88% False False 2,240
20 111-31 110-03 1-28 1.7% 0-12 0.3% 90% False False 1,430
40 113-10 110-03 3-07 2.9% 0-11 0.3% 52% False False 817
60 113-26 110-03 3-23 3.3% 0-08 0.2% 45% False False 548
80 113-26 109-10 4-16 4.0% 0-06 0.2% 55% False False 411
100 114-06 109-10 4-28 4.4% 0-07 0.2% 51% False False 330
120 114-18 109-10 5-08 4.7% 0-06 0.2% 47% False False 275
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-03
Widest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 115-08
2.618 113-30
1.618 113-04
1.000 112-20
0.618 112-10
HIGH 111-26
0.618 111-16
0.500 111-13
0.382 111-10
LOW 111-00
0.618 110-16
1.000 110-06
1.618 109-22
2.618 108-28
4.250 107-18
Fisher Pivots for day following 30-Apr-2007
Pivot 1 day 3 day
R1 111-21 111-20
PP 111-17 111-16
S1 111-13 111-11

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

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