ECBOT 30 Year Treasury Bond Future September 2007


Trading Metrics calculated at close of trading on 18-Jul-2007
Day Change Summary
Previous Current
17-Jul-2007 18-Jul-2007 Change Change % Previous Week
Open 107-22 107-21 -0-01 0.0% 106-07
High 107-25 108-04 0-11 0.3% 108-07
Low 107-02 107-11 0-09 0.3% 106-01
Close 107-09 107-31 0-22 0.6% 106-31
Range 0-23 0-25 0-02 8.7% 2-06
ATR 0-28 0-28 0-00 -0.2% 0-00
Volume 298,854 470,344 171,490 57.4% 2,210,322
Daily Pivots for day following 18-Jul-2007
Classic Woodie Camarilla DeMark
R4 110-05 109-27 108-13
R3 109-12 109-02 108-06
R2 108-19 108-19 108-04
R1 108-09 108-09 108-01 108-14
PP 107-26 107-26 107-26 107-28
S1 107-16 107-16 107-29 107-21
S2 107-01 107-01 107-26
S3 106-08 106-23 107-24
S4 105-15 105-30 107-17
Weekly Pivots for week ending 13-Jul-2007
Classic Woodie Camarilla DeMark
R4 113-20 112-16 108-06
R3 111-14 110-10 107-18
R2 109-08 109-08 107-12
R1 108-04 108-04 107-05 108-22
PP 107-02 107-02 107-02 107-12
S1 105-30 105-30 106-25 106-16
S2 104-28 104-28 106-18
S3 102-22 103-24 106-12
S4 100-16 101-18 105-24
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 108-04 106-16 1-20 1.5% 0-26 0.7% 90% True False 440,881
10 108-07 105-31 2-08 2.1% 0-29 0.8% 89% False False 389,775
20 108-07 105-21 2-18 2.4% 0-27 0.8% 90% False False 393,846
40 110-05 104-16 5-21 5.2% 0-27 0.8% 61% False False 399,866
60 112-11 104-16 7-27 7.3% 0-24 0.7% 44% False False 268,710
80 112-11 104-16 7-27 7.3% 0-21 0.6% 44% False False 201,710
100 113-26 104-16 9-10 8.6% 0-18 0.5% 37% False False 161,380
120 113-26 104-16 9-10 8.6% 0-16 0.4% 37% False False 134,483
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 111-14
2.618 110-05
1.618 109-12
1.000 108-29
0.618 108-19
HIGH 108-04
0.618 107-26
0.500 107-24
0.382 107-21
LOW 107-11
0.618 106-28
1.000 106-18
1.618 106-03
2.618 105-10
4.250 104-01
Fisher Pivots for day following 18-Jul-2007
Pivot 1 day 3 day
R1 107-28 107-27
PP 107-26 107-23
S1 107-24 107-18

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

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