ECBOT 30 Year Treasury Bond Future September 2007


Trading Metrics calculated at close of trading on 21-May-2007
Day Change Summary
Previous Current
18-May-2007 21-May-2007 Change Change % Previous Week
Open 110-17 109-29 -0-20 -0.6% 111-09
High 110-19 110-05 -0-14 -0.4% 111-11
Low 109-26 109-24 -0-02 -0.1% 109-26
Close 109-30 110-03 0-05 0.1% 109-30
Range 0-25 0-13 -0-12 -48.0% 1-17
ATR 0-18 0-18 0-00 -2.0% 0-00
Volume 16,052 5,454 -10,598 -66.0% 68,265
Daily Pivots for day following 21-May-2007
Classic Woodie Camarilla DeMark
R4 111-07 111-02 110-10
R3 110-26 110-21 110-07
R2 110-13 110-13 110-05
R1 110-08 110-08 110-04 110-10
PP 110-00 110-00 110-00 110-01
S1 109-27 109-27 110-02 109-30
S2 109-19 109-19 110-01
S3 109-06 109-14 109-31
S4 108-25 109-01 109-28
Weekly Pivots for week ending 18-May-2007
Classic Woodie Camarilla DeMark
R4 114-31 113-31 110-25
R3 113-14 112-14 110-11
R2 111-29 111-29 110-07
R1 110-29 110-29 110-02 110-20
PP 110-12 110-12 110-12 110-07
S1 109-12 109-12 109-26 109-04
S2 108-27 108-27 109-21
S3 107-10 107-27 109-17
S4 105-25 106-10 109-03
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 111-09 109-24 1-17 1.4% 0-18 0.5% 22% False True 14,059
10 112-11 109-24 2-19 2.4% 0-17 0.5% 13% False True 10,610
20 112-11 109-24 2-19 2.4% 0-19 0.5% 13% False True 6,397
40 112-11 109-24 2-19 2.4% 0-15 0.4% 13% False True 3,555
60 113-26 109-24 4-02 3.7% 0-13 0.4% 8% False True 2,389
80 113-26 109-10 4-16 4.1% 0-10 0.3% 17% False False 1,792
100 113-26 109-10 4-16 4.1% 0-08 0.2% 17% False False 1,434
120 114-18 109-10 5-08 4.8% 0-08 0.2% 15% False False 1,196
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 0-05
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 111-28
2.618 111-07
1.618 110-26
1.000 110-18
0.618 110-13
HIGH 110-05
0.618 110-00
0.500 109-30
0.382 109-29
LOW 109-24
0.618 109-16
1.000 109-11
1.618 109-03
2.618 108-22
4.250 108-01
Fisher Pivots for day following 21-May-2007
Pivot 1 day 3 day
R1 110-02 110-12
PP 110-00 110-09
S1 109-30 110-06

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

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