ECBOT 30 Year Treasury Bond Future September 2007


Trading Metrics calculated at close of trading on 07-Aug-2007
Day Change Summary
Previous Current
06-Aug-2007 07-Aug-2007 Change Change % Previous Week
Open 110-24 110-05 -0-19 -0.5% 109-30
High 110-28 110-18 -0-10 -0.3% 110-27
Low 109-31 109-22 -0-09 -0.3% 109-06
Close 110-06 110-06 0-00 0.0% 110-20
Range 0-29 0-28 -0-01 -3.4% 1-21
ATR 0-27 0-27 0-00 0.2% 0-00
Volume 416,467 349,523 -66,944 -16.1% 2,583,465
Daily Pivots for day following 07-Aug-2007
Classic Woodie Camarilla DeMark
R4 112-25 112-11 110-21
R3 111-29 111-15 110-14
R2 111-01 111-01 110-11
R1 110-19 110-19 110-09 110-26
PP 110-05 110-05 110-05 110-08
S1 109-23 109-23 110-03 109-30
S2 109-09 109-09 110-01
S3 108-13 108-27 109-30
S4 107-17 107-31 109-23
Weekly Pivots for week ending 03-Aug-2007
Classic Woodie Camarilla DeMark
R4 115-06 114-18 111-17
R3 113-17 112-29 111-03
R2 111-28 111-28 110-30
R1 111-08 111-08 110-25 111-18
PP 110-07 110-07 110-07 110-12
S1 109-19 109-19 110-15 109-29
S2 108-18 108-18 110-10
S3 106-29 107-30 110-05
S4 105-08 106-09 109-23
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 110-28 109-22 1-06 1.1% 0-27 0.8% 42% False True 466,933
10 110-28 108-12 2-16 2.3% 0-29 0.8% 73% False False 501,262
20 110-28 106-16 4-12 4.0% 0-27 0.8% 84% False False 463,299
40 110-28 104-16 6-12 5.8% 0-28 0.8% 89% False False 438,209
60 111-11 104-16 6-27 6.2% 0-26 0.7% 83% False False 376,407
80 112-11 104-16 7-27 7.1% 0-24 0.7% 73% False False 283,053
100 113-01 104-16 8-17 7.7% 0-21 0.6% 67% False False 226,537
120 113-26 104-16 9-10 8.5% 0-19 0.5% 61% False False 188,784
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 True
Bear Hook False
Bull Hook False
Stretch 0-08
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 114-09
2.618 112-27
1.618 111-31
1.000 111-14
0.618 111-03
HIGH 110-18
0.618 110-07
0.500 110-04
0.382 110-01
LOW 109-22
0.618 109-05
1.000 108-26
1.618 108-09
2.618 107-13
4.250 105-31
Fisher Pivots for day following 07-Aug-2007
Pivot 1 day 3 day
R1 110-05 110-09
PP 110-05 110-08
S1 110-04 110-07

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

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