ECBOT 30 Year Treasury Bond Future September 2007


Trading Metrics calculated at close of trading on 11-Jul-2007
Day Change Summary
Previous Current
10-Jul-2007 11-Jul-2007 Change Change % Previous Week
Open 106-19 107-26 1-07 1.1% 107-21
High 107-29 108-07 0-10 0.3% 108-06
Low 106-15 106-31 0-16 0.5% 105-31
Close 107-21 107-06 -0-15 -0.4% 106-03
Range 1-14 1-08 -0-06 -13.0% 2-07
ATR 0-27 0-28 0-01 3.3% 0-00
Volume 213,450 545,503 332,053 155.6% 1,311,229
Daily Pivots for day following 11-Jul-2007
Classic Woodie Camarilla DeMark
R4 111-07 110-14 107-28
R3 109-31 109-06 107-17
R2 108-23 108-23 107-13
R1 107-30 107-30 107-10 107-22
PP 107-15 107-15 107-15 107-11
S1 106-22 106-22 107-02 106-14
S2 106-07 106-07 106-31
S3 104-31 105-14 106-27
S4 103-23 104-06 106-16
Weekly Pivots for week ending 06-Jul-2007
Classic Woodie Camarilla DeMark
R4 113-13 111-31 107-10
R3 111-06 109-24 106-23
R2 108-31 108-31 106-16
R1 107-17 107-17 106-10 107-04
PP 106-24 106-24 106-24 106-18
S1 105-10 105-10 105-28 104-30
S2 104-17 104-17 105-22
S3 102-10 103-03 105-15
S4 100-03 100-28 104-28
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 108-07 105-31 2-08 2.1% 1-00 0.9% 54% True False 338,668
10 108-07 105-31 2-08 2.1% 0-28 0.8% 54% True False 367,466
20 108-07 104-16 3-23 3.5% 0-28 0.8% 72% True False 420,352
40 111-09 104-16 6-25 6.3% 0-26 0.8% 40% False False 346,513
60 112-11 104-16 7-27 7.3% 0-24 0.7% 34% False False 232,052
80 113-01 104-16 8-17 8.0% 0-20 0.6% 32% False False 174,163
100 113-26 104-16 9-10 8.7% 0-17 0.5% 29% False False 139,336
120 113-26 104-16 9-10 8.7% 0-14 0.4% 29% False False 116,113
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 0-05
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 113-17
2.618 111-16
1.618 110-08
1.000 109-15
0.618 109-00
HIGH 108-07
0.618 107-24
0.500 107-19
0.382 107-14
LOW 106-31
0.618 106-06
1.000 105-23
1.618 104-30
2.618 103-22
4.250 101-21
Fisher Pivots for day following 11-Jul-2007
Pivot 1 day 3 day
R1 107-19 107-05
PP 107-15 107-05
S1 107-10 107-04

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

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