ECBOT 30 Year Treasury Bond Future September 2007


Trading Metrics calculated at close of trading on 11-Jun-2007
Day Change Summary
Previous Current
08-Jun-2007 11-Jun-2007 Change Change % Previous Week
Open 106-19 106-18 -0-01 0.0% 108-17
High 106-27 106-25 -0-02 -0.1% 108-30
Low 105-10 106-06 0-28 0.8% 105-10
Close 106-21 106-18 -0-03 -0.1% 106-21
Range 1-17 0-19 -0-30 -61.2% 3-20
ATR 0-23 0-23 0-00 -1.3% 0-00
Volume 794,897 797,412 2,515 0.3% 2,662,937
Daily Pivots for day following 11-Jun-2007
Classic Woodie Camarilla DeMark
R4 108-09 108-01 106-28
R3 107-22 107-14 106-23
R2 107-03 107-03 106-21
R1 106-27 106-27 106-20 106-28
PP 106-16 106-16 106-16 106-17
S1 106-08 106-08 106-16 106-08
S2 105-29 105-29 106-15
S3 105-10 105-21 106-13
S4 104-23 105-02 106-08
Weekly Pivots for week ending 08-Jun-2007
Classic Woodie Camarilla DeMark
R4 117-27 115-28 108-21
R3 114-07 112-08 107-21
R2 110-19 110-19 107-10
R1 108-20 108-20 107-00 107-26
PP 106-31 106-31 106-31 106-18
S1 105-00 105-00 106-10 104-06
S2 103-11 103-11 106-00
S3 99-23 101-12 105-21
S4 96-03 97-24 104-21
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 108-29 105-10 3-19 3.4% 1-00 0.9% 35% False False 578,626
10 109-16 105-10 4-06 3.9% 0-25 0.7% 30% False False 465,723
20 111-11 105-10 6-01 5.7% 0-22 0.6% 21% False False 252,804
40 112-11 105-10 7-01 6.6% 0-20 0.6% 18% False False 127,897
60 113-01 105-10 7-23 7.2% 0-17 0.5% 16% False False 85,422
80 113-26 105-10 8-16 8.0% 0-14 0.4% 15% False False 64,072
100 113-26 105-10 8-16 8.0% 0-11 0.3% 15% False False 51,258
120 113-27 105-10 8-17 8.0% 0-10 0.3% 15% False False 42,715
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-04
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 109-10
2.618 108-11
1.618 107-24
1.000 107-12
0.618 107-05
HIGH 106-25
0.618 106-18
0.500 106-16
0.382 106-13
LOW 106-06
0.618 105-26
1.000 105-19
1.618 105-07
2.618 104-20
4.250 103-21
Fisher Pivots for day following 11-Jun-2007
Pivot 1 day 3 day
R1 106-17 106-26
PP 106-16 106-24
S1 106-16 106-21

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

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