ECBOT 30 Year Treasury Bond Future September 2007


Trading Metrics calculated at close of trading on 25-Jul-2007
Day Change Summary
Previous Current
24-Jul-2007 25-Jul-2007 Change Change % Previous Week
Open 108-15 108-25 0-10 0.3% 107-03
High 108-26 109-00 0-06 0.2% 108-22
Low 108-08 108-12 0-04 0.1% 107-01
Close 108-15 108-28 0-13 0.4% 108-13
Range 0-18 0-20 0-02 11.1% 1-21
ATR 0-26 0-26 0-00 -1.7% 0-00
Volume 228,762 474,206 245,444 107.3% 2,000,901
Daily Pivots for day following 25-Jul-2007
Classic Woodie Camarilla DeMark
R4 110-20 110-12 109-07
R3 110-00 109-24 109-02
R2 109-12 109-12 109-00
R1 109-04 109-04 108-30 109-08
PP 108-24 108-24 108-24 108-26
S1 108-16 108-16 108-26 108-20
S2 108-04 108-04 108-24
S3 107-16 107-28 108-22
S4 106-28 107-08 108-17
Weekly Pivots for week ending 20-Jul-2007
Classic Woodie Camarilla DeMark
R4 113-00 112-12 109-10
R3 111-11 110-23 108-28
R2 109-22 109-22 108-23
R1 109-02 109-02 108-18 109-12
PP 108-01 108-01 108-01 108-06
S1 107-13 107-13 108-08 107-23
S2 106-12 106-12 108-03
S3 104-23 105-24 107-30
S4 103-02 104-03 107-16
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 109-00 107-10 1-22 1.5% 0-21 0.6% 93% True False 395,533
10 109-00 106-16 2-16 2.3% 0-23 0.7% 95% True False 418,207
20 109-00 105-31 3-01 2.8% 0-26 0.7% 96% True False 392,837
40 109-16 104-16 5-00 4.6% 0-27 0.8% 88% False False 438,700
60 112-11 104-16 7-27 7.2% 0-25 0.7% 56% False False 301,380
80 112-11 104-16 7-27 7.2% 0-21 0.6% 56% False False 226,393
100 113-10 104-16 8-26 8.1% 0-19 0.5% 50% False False 181,155
120 113-26 104-16 9-10 8.6% 0-16 0.5% 47% False False 150,964
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 False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-06
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 111-21
2.618 110-20
1.618 110-00
1.000 109-20
0.618 109-12
HIGH 109-00
0.618 108-24
0.500 108-22
0.382 108-20
LOW 108-12
0.618 108-00
1.000 107-24
1.618 107-12
2.618 106-24
4.250 105-23
Fisher Pivots for day following 25-Jul-2007
Pivot 1 day 3 day
R1 108-26 108-25
PP 108-24 108-22
S1 108-22 108-18

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

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