ECBOT 30 Year Treasury Bond Future September 2007


Trading Metrics calculated at close of trading on 10-Aug-2007
Day Change Summary
Previous Current
09-Aug-2007 10-Aug-2007 Change Change % Previous Week
Open 108-23 109-10 0-19 0.5% 110-24
High 109-27 109-22 -0-05 -0.1% 110-28
Low 108-21 108-31 0-10 0.3% 108-20
Close 109-04 109-10 0-06 0.2% 109-10
Range 1-06 0-23 -0-15 -39.5% 2-08
ATR 0-30 0-29 0-00 -1.6% 0-00
Volume 417,131 604,977 187,846 45.0% 2,145,355
Daily Pivots for day following 10-Aug-2007
Classic Woodie Camarilla DeMark
R4 111-15 111-04 109-23
R3 110-24 110-13 109-16
R2 110-01 110-01 109-14
R1 109-22 109-22 109-12 109-22
PP 109-10 109-10 109-10 109-10
S1 108-31 108-31 109-08 108-30
S2 108-19 108-19 109-06
S3 107-28 108-08 109-04
S4 107-05 107-17 108-29
Weekly Pivots for week ending 10-Aug-2007
Classic Woodie Camarilla DeMark
R4 116-11 115-03 110-18
R3 114-03 112-27 109-30
R2 111-27 111-27 109-23
R1 110-19 110-19 109-17 110-03
PP 109-19 109-19 109-19 109-12
S1 108-11 108-11 109-03 107-27
S2 107-11 107-11 108-29
S3 105-03 106-03 108-22
S4 102-27 103-27 108-02
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 110-28 108-20 2-08 2.1% 0-31 0.9% 31% False False 429,071
10 110-28 108-20 2-08 2.1% 0-29 0.8% 31% False False 472,882
20 110-28 107-01 3-27 3.5% 0-27 0.8% 59% False False 452,257
40 110-28 105-17 5-11 4.9% 0-27 0.8% 71% False False 428,071
60 111-00 104-16 6-16 5.9% 0-27 0.8% 74% False False 398,816
80 112-11 104-16 7-27 7.2% 0-25 0.7% 61% False False 300,267
100 112-14 104-16 7-30 7.3% 0-22 0.6% 61% False False 240,327
120 113-26 104-16 9-10 8.5% 0-19 0.6% 52% False False 200,279
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-07
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 112-24
2.618 111-18
1.618 110-27
1.000 110-13
0.618 110-04
HIGH 109-22
0.618 109-13
0.500 109-10
0.382 109-08
LOW 108-31
0.618 108-17
1.000 108-08
1.618 107-26
2.618 107-03
4.250 105-29
Fisher Pivots for day following 10-Aug-2007
Pivot 1 day 3 day
R1 109-10 109-09
PP 109-10 109-08
S1 109-10 109-08

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

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