ECBOT 30 Year Treasury Bond Future September 2007


Trading Metrics calculated at close of trading on 09-May-2007
Day Change Summary
Previous Current
08-May-2007 09-May-2007 Change Change % Previous Week
Open 112-01 111-25 -0-08 -0.2% 111-00
High 112-11 111-28 -0-15 -0.4% 112-01
Low 111-26 111-11 -0-15 -0.4% 110-04
Close 111-28 111-12 -0-16 -0.4% 111-28
Range 0-17 0-17 0-00 0.0% 1-29
ATR 0-18 0-18 0-00 -0.4% 0-00
Volume 2,303 1,384 -919 -39.9% 4,769
Daily Pivots for day following 09-May-2007
Classic Woodie Camarilla DeMark
R4 113-04 112-25 111-21
R3 112-19 112-08 111-17
R2 112-02 112-02 111-15
R1 111-23 111-23 111-14 111-20
PP 111-17 111-17 111-17 111-16
S1 111-06 111-06 111-10 111-03
S2 111-00 111-00 111-09
S3 110-15 110-21 111-07
S4 109-30 110-04 111-03
Weekly Pivots for week ending 04-May-2007
Classic Woodie Camarilla DeMark
R4 117-02 116-12 112-30
R3 115-05 114-15 112-13
R2 113-08 113-08 112-07
R1 112-18 112-18 112-02 112-29
PP 111-11 111-11 111-11 111-16
S1 110-21 110-21 111-22 111-00
S2 109-14 109-14 111-17
S3 107-17 108-24 111-11
S4 105-20 106-27 110-26
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 112-11 110-04 2-07 2.0% 0-25 0.7% 56% False False 1,300
10 112-11 110-04 2-07 2.0% 0-21 0.6% 56% False False 1,695
20 112-11 110-03 2-08 2.0% 0-18 0.5% 57% False False 1,599
40 113-01 110-03 2-30 2.6% 0-14 0.4% 44% False False 1,015
60 113-26 110-03 3-23 3.3% 0-11 0.3% 34% False False 683
80 113-26 109-10 4-16 4.0% 0-08 0.2% 46% False False 512
100 113-27 109-10 4-17 4.1% 0-08 0.2% 46% False False 410
120 114-18 109-10 5-08 4.7% 0-07 0.2% 39% False False 342
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-05
Fibonacci Retracements and Extensions
4.250 114-04
2.618 113-09
1.618 112-24
1.000 112-13
0.618 112-07
HIGH 111-28
0.618 111-22
0.500 111-20
0.382 111-17
LOW 111-11
0.618 111-00
1.000 110-26
1.618 110-15
2.618 109-30
4.250 109-03
Fisher Pivots for day following 09-May-2007
Pivot 1 day 3 day
R1 111-20 111-27
PP 111-17 111-22
S1 111-14 111-17

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

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