ECBOT 30 Year Treasury Bond Future September 2007


Trading Metrics calculated at close of trading on 04-Sep-2007
Day Change Summary
Previous Current
31-Aug-2007 04-Sep-2007 Change Change % Previous Week
Open 112-01 111-26 -0-07 -0.2% 110-28
High 112-04 112-03 -0-01 0.0% 112-04
Low 111-16 111-13 -0-03 -0.1% 110-20
Close 111-25 111-21 -0-04 -0.1% 111-25
Range 0-20 0-22 0-02 10.0% 1-16
ATR 0-27 0-27 0-00 -1.3% 0-00
Volume 506,439 128,737 -377,702 -74.6% 2,194,436
Daily Pivots for day following 04-Sep-2007
Classic Woodie Camarilla DeMark
R4 113-25 113-13 112-01
R3 113-03 112-23 111-27
R2 112-13 112-13 111-25
R1 112-01 112-01 111-23 111-28
PP 111-23 111-23 111-23 111-20
S1 111-11 111-11 111-19 111-06
S2 111-01 111-01 111-17
S3 110-11 110-21 111-15
S4 109-21 109-31 111-09
Weekly Pivots for week ending 31-Aug-2007
Classic Woodie Camarilla DeMark
R4 116-00 115-13 112-19
R3 114-16 113-29 112-06
R2 113-00 113-00 112-02
R1 112-13 112-13 111-29 112-22
PP 111-16 111-16 111-16 111-21
S1 110-29 110-29 111-21 111-06
S2 110-00 110-00 111-16
S3 108-16 109-13 111-12
S4 107-00 107-29 110-31
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 112-04 111-09 0-27 0.8% 0-22 0.6% 44% False False 400,230
10 112-04 109-23 2-13 2.2% 0-23 0.6% 81% False False 347,607
20 112-04 108-20 3-16 3.1% 0-28 0.8% 87% False False 378,542
40 112-04 106-15 5-21 5.1% 0-28 0.8% 92% False False 417,519
60 112-04 104-16 7-20 6.8% 0-28 0.8% 94% False False 425,784
80 112-04 104-16 7-20 6.8% 0-26 0.7% 94% False False 372,910
100 112-11 104-16 7-27 7.0% 0-25 0.7% 91% False False 298,664
120 113-01 104-16 8-17 7.6% 0-22 0.6% 84% False False 248,958
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 True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-05
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 115-00
2.618 113-29
1.618 113-07
1.000 112-25
0.618 112-17
HIGH 112-03
0.618 111-27
0.500 111-24
0.382 111-21
LOW 111-13
0.618 110-31
1.000 110-23
1.618 110-09
2.618 109-19
4.250 108-16
Fisher Pivots for day following 04-Sep-2007
Pivot 1 day 3 day
R1 111-24 111-24
PP 111-23 111-23
S1 111-22 111-22

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

View Archives - Comment on this page... - Back to Index of Symbols