ECBOT 30 Year Treasury Bond Future September 2007


Trading Metrics calculated at close of trading on 10-May-2007
Day Change Summary
Previous Current
09-May-2007 10-May-2007 Change Change % Previous Week
Open 111-25 111-12 -0-13 -0.4% 111-00
High 111-28 111-21 -0-07 -0.2% 112-01
Low 111-11 111-07 -0-04 -0.1% 110-04
Close 111-12 111-19 0-07 0.2% 111-28
Range 0-17 0-14 -0-03 -17.6% 1-29
ATR 0-18 0-18 0-00 -1.6% 0-00
Volume 1,384 1,604 220 15.9% 4,769
Daily Pivots for day following 10-May-2007
Classic Woodie Camarilla DeMark
R4 112-26 112-20 111-27
R3 112-12 112-06 111-23
R2 111-30 111-30 111-22
R1 111-24 111-24 111-20 111-27
PP 111-16 111-16 111-16 111-17
S1 111-10 111-10 111-18 111-13
S2 111-02 111-02 111-16
S3 110-20 110-28 111-15
S4 110-06 110-14 111-11
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% 0-23 0.6% 66% False False 1,555
10 112-11 110-04 2-07 2.0% 0-21 0.6% 66% False False 1,504
20 112-11 110-03 2-08 2.0% 0-18 0.5% 67% False False 1,679
40 113-01 110-03 2-30 2.6% 0-14 0.4% 51% False False 1,054
60 113-26 110-03 3-23 3.3% 0-11 0.3% 40% False False 710
80 113-26 109-10 4-16 4.0% 0-08 0.2% 51% False False 532
100 113-27 109-10 4-17 4.1% 0-08 0.2% 50% False False 426
120 114-18 109-10 5-08 4.7% 0-07 0.2% 43% False False 356
Crabel Price Patterns
NR True
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 0-06
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 113-16
2.618 112-26
1.618 112-12
1.000 112-03
0.618 111-30
HIGH 111-21
0.618 111-16
0.500 111-14
0.382 111-12
LOW 111-07
0.618 110-30
1.000 110-25
1.618 110-16
2.618 110-02
4.250 109-12
Fisher Pivots for day following 10-May-2007
Pivot 1 day 3 day
R1 111-17 111-25
PP 111-16 111-23
S1 111-14 111-21

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

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