ECBOT 30 Year Treasury Bond Future September 2007


Trading Metrics calculated at close of trading on 05-Sep-2007
Day Change Summary
Previous Current
04-Sep-2007 05-Sep-2007 Change Change % Previous Week
Open 111-26 111-20 -0-06 -0.2% 110-28
High 112-03 112-19 0-16 0.4% 112-04
Low 111-13 111-13 0-00 0.0% 110-20
Close 111-21 112-16 0-27 0.8% 111-25
Range 0-22 1-06 0-16 72.7% 1-16
ATR 0-27 0-27 0-01 3.1% 0-00
Volume 128,737 57,037 -71,700 -55.7% 2,194,436
Daily Pivots for day following 05-Sep-2007
Classic Woodie Camarilla DeMark
R4 115-23 115-10 113-05
R3 114-17 114-04 112-26
R2 113-11 113-11 112-23
R1 112-30 112-30 112-19 113-04
PP 112-05 112-05 112-05 112-09
S1 111-24 111-24 112-13 111-30
S2 110-31 110-31 112-09
S3 109-25 110-18 112-06
S4 108-19 109-12 111-27
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
5 112-19 111-10 1-09 1.1% 0-26 0.7% 93% True False 340,161
10 112-19 109-23 2-28 2.6% 0-25 0.7% 97% True False 327,165
20 112-19 108-20 3-31 3.5% 0-28 0.8% 98% True False 363,917
40 112-19 106-16 6-03 5.4% 0-28 0.8% 98% True False 413,608
60 112-19 104-16 8-03 7.2% 0-28 0.8% 99% True False 413,445
80 112-19 104-16 8-03 7.2% 0-26 0.7% 99% True False 373,285
100 112-19 104-16 8-03 7.2% 0-25 0.7% 99% True False 299,226
120 113-01 104-16 8-17 7.6% 0-22 0.6% 94% False False 249,434
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-05
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 117-20
2.618 115-22
1.618 114-16
1.000 113-25
0.618 113-10
HIGH 112-19
0.618 112-04
0.500 112-00
0.382 111-28
LOW 111-13
0.618 110-22
1.000 110-07
1.618 109-16
2.618 108-10
4.250 106-12
Fisher Pivots for day following 05-Sep-2007
Pivot 1 day 3 day
R1 112-11 112-11
PP 112-05 112-05
S1 112-00 112-00

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

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