ECBOT 30 Year Treasury Bond Future September 2007


Trading Metrics calculated at close of trading on 03-Jul-2007
Day Change Summary
Previous Current
02-Jul-2007 03-Jul-2007 Change Change % Previous Week
Open 107-21 108-02 0-13 0.4% 106-15
High 108-06 108-05 -0-01 0.0% 107-28
Low 107-18 107-14 -0-04 -0.1% 106-12
Close 108-01 107-16 -0-17 -0.5% 107-24
Range 0-20 0-23 0-03 15.0% 1-16
ATR 0-26 0-26 0-00 -0.8% 0-00
Volume 511,516 261,974 -249,542 -48.8% 1,981,032
Daily Pivots for day following 03-Jul-2007
Classic Woodie Camarilla DeMark
R4 109-27 109-13 107-29
R3 109-04 108-22 107-22
R2 108-13 108-13 107-20
R1 107-31 107-31 107-18 107-26
PP 107-22 107-22 107-22 107-20
S1 107-08 107-08 107-14 107-04
S2 106-31 106-31 107-12
S3 106-08 106-17 107-10
S4 105-17 105-26 107-03
Weekly Pivots for week ending 29-Jun-2007
Classic Woodie Camarilla DeMark
R4 111-27 111-09 108-18
R3 110-11 109-25 108-05
R2 108-27 108-27 108-01
R1 108-09 108-09 107-28 108-18
PP 107-11 107-11 107-11 107-15
S1 106-25 106-25 107-20 107-02
S2 105-27 105-27 107-15
S3 104-11 105-09 107-11
S4 102-27 103-25 106-30
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 108-06 106-23 1-15 1.4% 0-23 0.7% 53% False False 396,264
10 108-06 105-21 2-17 2.4% 0-24 0.7% 73% False False 397,918
20 108-15 104-16 3-31 3.7% 0-30 0.9% 76% False False 481,411
40 112-11 104-16 7-27 7.3% 0-24 0.7% 38% False False 305,075
60 112-11 104-16 7-27 7.3% 0-22 0.6% 38% False False 203,882
80 113-10 104-16 8-26 8.2% 0-19 0.5% 34% False False 152,999
100 113-26 104-16 9-10 8.7% 0-16 0.5% 32% False False 122,403
120 113-26 104-16 9-10 8.7% 0-13 0.4% 32% False False 102,002
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-05
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 111-07
2.618 110-01
1.618 109-10
1.000 108-28
0.618 108-19
HIGH 108-05
0.618 107-28
0.500 107-26
0.382 107-23
LOW 107-14
0.618 107-00
1.000 106-23
1.618 106-09
2.618 105-18
4.250 104-12
Fisher Pivots for day following 03-Jul-2007
Pivot 1 day 3 day
R1 107-26 107-16
PP 107-22 107-16
S1 107-19 107-16

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

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