ECBOT 30 Year Treasury Bond Future September 2007


Trading Metrics calculated at close of trading on 30-May-2007
Day Change Summary
Previous Current
29-May-2007 30-May-2007 Change Change % Previous Week
Open 109-09 109-01 -0-08 -0.2% 109-29
High 109-12 109-16 0-04 0.1% 110-05
Low 109-01 109-00 -0-01 0.0% 108-25
Close 109-03 109-04 0-01 0.0% 109-08
Range 0-11 0-16 0-05 45.5% 1-12
ATR 0-18 0-18 0-00 -0.7% 0-00
Volume 99,146 281,466 182,320 183.9% 330,593
Daily Pivots for day following 30-May-2007
Classic Woodie Camarilla DeMark
R4 110-23 110-13 109-13
R3 110-07 109-29 109-08
R2 109-23 109-23 109-07
R1 109-13 109-13 109-05 109-18
PP 109-07 109-07 109-07 109-09
S1 108-29 108-29 109-03 109-02
S2 108-23 108-23 109-01
S3 108-07 108-13 109-00
S4 107-23 107-29 108-27
Weekly Pivots for week ending 25-May-2007
Classic Woodie Camarilla DeMark
R4 113-17 112-24 110-00
R3 112-05 111-12 109-20
R2 110-25 110-25 109-16
R1 110-00 110-00 109-12 109-22
PP 109-13 109-13 109-13 109-08
S1 108-20 108-20 109-04 108-10
S2 108-01 108-01 109-00
S3 106-21 107-08 108-28
S4 105-09 105-28 108-16
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 109-23 108-25 0-30 0.9% 0-18 0.5% 37% False False 138,512
10 111-06 108-25 2-13 2.2% 0-18 0.5% 14% False False 76,909
20 112-11 108-25 3-18 3.3% 0-19 0.5% 10% False False 40,789
40 112-11 108-25 3-18 3.3% 0-16 0.5% 10% False False 21,117
60 113-10 108-25 4-17 4.2% 0-14 0.4% 8% False False 14,147
80 113-26 108-25 5-01 4.6% 0-11 0.3% 7% False False 10,614
100 113-26 108-25 5-01 4.6% 0-09 0.3% 7% False False 8,491
120 114-06 108-25 5-13 5.0% 0-09 0.3% 6% False False 7,077
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-03
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 111-20
2.618 110-26
1.618 110-10
1.000 110-00
0.618 109-26
HIGH 109-16
0.618 109-10
0.500 109-08
0.382 109-06
LOW 109-00
0.618 108-22
1.000 108-16
1.618 108-06
2.618 107-22
4.250 106-28
Fisher Pivots for day following 30-May-2007
Pivot 1 day 3 day
R1 109-08 109-10
PP 109-07 109-08
S1 109-05 109-06

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

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