ECBOT 30 Year Treasury Bond Future September 2007

Trading Metrics calculated at close of trading on 15-May-2007

Day Change Summary
	Previous	Current
	14-May-2007	15-May-2007	Change	Change %	Previous Week
Open	111-09	111-02	-0-07	-0.2%	111-27
High	111-11	111-09	-0-02	-0.1%	112-11
Low	111-03	110-21	-0-14	-0.4%	111-07
Close	111-05	110-29	-0-08	-0.2%	111-11
Range	0-08	0-20	0-12	150.0%	1-04
ATR	0-18	0-18	0-00	1.0%	0-00
Volume	3,424	6,947	3,523	102.9%	33,678

Daily Pivots for day following 15-May-2007
	Classic	Woodie	Camarilla	DeMark
R4	112-26	112-16	111-08
R3	112-06	111-28	111-02
R2	111-18	111-18	111-01
R1	111-08	111-08	110-31	111-03
PP	110-30	110-30	110-30	110-28
S1	110-20	110-20	110-27	110-15
S2	110-10	110-10	110-25
S3	109-22	110-00	110-24
S4	109-02	109-12	110-18

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	112-02	110-21	1-13	1.3%	0-17	0.5%	18%	False	True	8,090
10	112-11	110-04	2-07	2.0%	0-20	0.6%	35%	False	False	4,669
20	112-11	110-04	2-07	2.0%	0-18	0.5%	35%	False	False	3,430
40	113-01	110-03	2-30	2.6%	0-15	0.4%	28%	False	False	1,986
60	113-26	110-03	3-23	3.4%	0-12	0.3%	22%	False	False	1,334
80	113-26	109-10	4-16	4.1%	0-09	0.3%	35%	False	False	1,000
100	113-27	109-10	4-17	4.1%	0-08	0.2%	35%	False	False	801
120	114-18	109-10	5-08	4.7%	0-08	0.2%	30%	False	False	668

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	113-30
2.618	112-29
1.618	112-09
1.000	111-29
0.618	111-21
HIGH	111-09
0.618	111-01
0.500	110-31
0.382	110-29
LOW	110-21
0.618	110-09
1.000	110-01
1.618	109-21
2.618	109-01
4.250	108-00

Fisher Pivots for day following 15-May-2007
Pivot	1 day	3 day
R1	110-31	111-12
PP	110-30	111-07
S1	110-30	111-02

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