ECBOT 30 Year Treasury Bond Future September 2007


Trading Metrics calculated at close of trading on 14-Jun-2007
Day Change Summary
Previous Current
13-Jun-2007 14-Jun-2007 Change Change % Previous Week
Open 104-28 105-30 1-02 1.0% 108-17
High 106-04 106-11 0-07 0.2% 108-30
Low 104-16 105-13 0-29 0.9% 105-10
Close 106-01 105-27 -0-06 -0.2% 106-21
Range 1-20 0-30 -0-22 -42.3% 3-20
ATR 0-27 0-28 0-00 0.7% 0-00
Volume 594,940 789,102 194,162 32.6% 2,662,937
Daily Pivots for day following 14-Jun-2007
Classic Woodie Camarilla DeMark
R4 108-22 108-06 106-12
R3 107-24 107-08 106-03
R2 106-26 106-26 106-00
R1 106-10 106-10 105-30 106-03
PP 105-28 105-28 105-28 105-24
S1 105-12 105-12 105-24 105-05
S2 104-30 104-30 105-22
S3 104-00 104-14 105-19
S4 103-02 103-16 105-10
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
5 106-27 104-16 2-11 2.2% 1-09 1.2% 57% False False 675,435
10 109-10 104-16 4-26 4.5% 1-02 1.0% 28% False False 578,204
20 111-00 104-16 6-16 6.1% 0-26 0.8% 21% False False 340,307
40 112-11 104-16 7-27 7.4% 0-22 0.7% 17% False False 172,462
60 112-14 104-16 7-30 7.5% 0-19 0.5% 17% False False 115,165
80 113-26 104-16 9-10 8.8% 0-16 0.5% 14% False False 86,382
100 113-26 104-16 9-10 8.8% 0-12 0.4% 14% False False 69,106
120 113-26 104-16 9-10 8.8% 0-11 0.3% 14% False False 57,589
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 0-06
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 110-10
2.618 108-26
1.618 107-28
1.000 107-09
0.618 106-30
HIGH 106-11
0.618 106-00
0.500 105-28
0.382 105-24
LOW 105-13
0.618 104-26
1.000 104-15
1.618 103-28
2.618 102-30
4.250 101-14
Fisher Pivots for day following 14-Jun-2007
Pivot 1 day 3 day
R1 105-28 105-23
PP 105-28 105-19
S1 105-27 105-14

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

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