ECBOT 30 Year Treasury Bond Future September 2007


Trading Metrics calculated at close of trading on 20-Jun-2007
Day Change Summary
Previous Current
19-Jun-2007 20-Jun-2007 Change Change % Previous Week
Open 106-14 107-00 0-18 0.5% 106-18
High 107-07 107-11 0-04 0.1% 106-25
Low 106-09 106-10 0-01 0.0% 104-16
Close 107-01 106-19 -0-14 -0.4% 106-08
Range 0-30 1-01 0-03 10.0% 2-09
ATR 0-27 0-28 0-00 1.4% 0-00
Volume 338,255 351,620 13,365 4.0% 3,120,899
Daily Pivots for day following 20-Jun-2007
Classic Woodie Camarilla DeMark
R4 109-27 109-08 107-05
R3 108-26 108-07 106-28
R2 107-25 107-25 106-25
R1 107-06 107-06 106-22 106-31
PP 106-24 106-24 106-24 106-20
S1 106-05 106-05 106-16 105-30
S2 105-23 105-23 106-13
S3 104-22 105-04 106-10
S4 103-21 104-03 106-01
Weekly Pivots for week ending 15-Jun-2007
Classic Woodie Camarilla DeMark
R4 112-22 111-24 107-16
R3 110-13 109-15 106-28
R2 108-04 108-04 106-21
R1 107-06 107-06 106-15 106-16
PP 105-27 105-27 105-27 105-16
S1 104-29 104-29 106-01 104-08
S2 103-18 103-18 105-27
S3 101-09 102-20 105-20
S4 99-00 100-11 105-00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 107-11 105-13 1-30 1.8% 0-29 0.9% 61% True False 498,240
10 108-11 104-16 3-27 3.6% 1-06 1.1% 54% False False 554,961
20 109-23 104-16 5-07 4.9% 0-28 0.8% 40% False False 422,807
40 112-11 104-16 7-27 7.4% 0-24 0.7% 27% False False 214,925
60 112-11 104-16 7-27 7.4% 0-19 0.6% 27% False False 143,522
80 113-25 104-16 9-09 8.7% 0-17 0.5% 23% False False 107,658
100 113-26 104-16 9-10 8.7% 0-14 0.4% 22% False False 86,127
120 113-26 104-16 9-10 8.7% 0-11 0.3% 22% False False 71,773
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-08
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 111-23
2.618 110-01
1.618 109-00
1.000 108-12
0.618 107-31
HIGH 107-11
0.618 106-30
0.500 106-26
0.382 106-23
LOW 106-10
0.618 105-22
1.000 105-09
1.618 104-21
2.618 103-20
4.250 101-30
Fisher Pivots for day following 20-Jun-2007
Pivot 1 day 3 day
R1 106-26 106-20
PP 106-24 106-20
S1 106-22 106-20

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

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