ECBOT 30 Year Treasury Bond Future September 2007

Trading Metrics calculated at close of trading on 14-May-2007

Day Change Summary
	Previous	Current
	11-May-2007	14-May-2007	Change	Change %	Previous Week
Open	111-21	111-09	-0-12	-0.3%	111-27
High	112-02	111-11	-0-23	-0.6%	112-11
Low	111-08	111-03	-0-05	-0.1%	111-07
Close	111-11	111-05	-0-06	-0.2%	111-11
Range	0-26	0-08	-0-18	-69.2%	1-04
ATR	0-18	0-18	-0-01	-4.0%	0-00
Volume	27,093	3,424	-23,669	-87.4%	33,678

Daily Pivots for day following 14-May-2007
	Classic	Woodie	Camarilla	DeMark
R4	111-30	111-26	111-09
R3	111-22	111-18	111-07
R2	111-14	111-14	111-06
R1	111-10	111-10	111-06	111-08
PP	111-06	111-06	111-06	111-06
S1	111-02	111-02	111-04	111-00
S2	110-30	110-30	111-04
S3	110-22	110-26	111-03
S4	110-14	110-18	111-01

Weekly Pivots for week ending 11-May-2007
	Classic	Woodie	Camarilla	DeMark
R4	115-00	114-10	111-31
R3	113-28	113-06	111-21
R2	112-24	112-24	111-18
R1	112-02	112-02	111-14	111-27
PP	111-20	111-20	111-20	111-17
S1	110-30	110-30	111-08	110-23
S2	110-16	110-16	111-04
S3	109-12	109-26	111-01
S4	108-08	108-22	110-23

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	112-11	111-03	1-08	1.1%	0-16	0.5%	5%	False	True	7,161
10	112-11	110-04	2-07	2.0%	0-20	0.6%	46%	False	False	4,022
20	112-11	110-04	2-07	2.0%	0-18	0.5%	46%	False	False	3,131
40	113-01	110-03	2-30	2.6%	0-15	0.4%	36%	False	False	1,812
60	113-26	110-03	3-23	3.3%	0-12	0.3%	29%	False	False	1,218
80	113-26	109-10	4-16	4.0%	0-09	0.2%	41%	False	False	914
100	113-27	109-10	4-17	4.1%	0-08	0.2%	41%	False	False	731
120	114-18	109-10	5-08	4.7%	0-08	0.2%	35%	False	False	610

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0-07
Narrowest range in 22 trading days

Fibonacci Retracements and Extensions
4.250	112-13
2.618	112-00
1.618	111-24
1.000	111-19
0.618	111-16
HIGH	111-11
0.618	111-08
0.500	111-07
0.382	111-06
LOW	111-03
0.618	110-30
1.000	110-27
1.618	110-22
2.618	110-14
4.250	110-01

Fisher Pivots for day following 14-May-2007
Pivot	1 day	3 day
R1	111-07	111-18
PP	111-06	111-14
S1	111-06	111-10

Download as Excel Spreadsheet

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

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