ECBOT 30 Year Treasury Bond Future September 2007


Trading Metrics calculated at close of trading on 12-Sep-2007
Day Change Summary
Previous Current
11-Sep-2007 12-Sep-2007 Change Change % Previous Week
Open 114-23 114-04 -0-19 -0.5% 111-26
High 114-23 114-08 -0-15 -0.4% 113-28
Low 113-27 113-15 -0-12 -0.3% 111-13
Close 114-00 113-17 -0-15 -0.4% 113-17
Range 0-28 0-25 -0-03 -10.7% 2-15
ATR 0-29 0-29 0-00 -1.0% 0-00
Volume 10,492 11,261 769 7.3% 290,815
Daily Pivots for day following 12-Sep-2007
Classic Woodie Camarilla DeMark
R4 116-03 115-19 113-31
R3 115-10 114-26 113-24
R2 114-17 114-17 113-22
R1 114-01 114-01 113-19 113-28
PP 113-24 113-24 113-24 113-22
S1 113-08 113-08 113-15 113-04
S2 112-31 112-31 113-12
S3 112-06 112-15 113-10
S4 111-13 111-22 113-03
Weekly Pivots for week ending 07-Sep-2007
Classic Woodie Camarilla DeMark
R4 120-11 119-13 114-28
R3 117-28 116-30 114-07
R2 115-13 115-13 113-31
R1 114-15 114-15 113-24 114-30
PP 112-30 112-30 112-30 113-06
S1 112-00 112-00 113-10 112-15
S2 110-15 110-15 113-03
S3 108-00 109-17 112-27
S4 105-17 107-02 112-06
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 114-23 112-04 2-19 2.3% 0-31 0.9% 54% False False 29,519
10 114-23 111-10 3-13 3.0% 0-28 0.8% 65% False False 184,840
20 114-23 109-08 5-15 4.8% 0-28 0.8% 78% False False 269,295
40 114-23 107-10 7-13 6.5% 0-28 0.8% 84% False False 360,309
60 114-23 105-21 9-02 8.0% 0-28 0.8% 87% False False 369,287
80 114-23 104-16 10-07 9.0% 0-27 0.8% 88% False False 374,276
100 114-23 104-16 10-07 9.0% 0-26 0.7% 88% False False 300,663
120 114-23 104-16 10-07 9.0% 0-23 0.6% 88% False False 250,658
Crabel Price Patterns
NR True
NR4 True
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 False
Bear Hook False
Bull Hook False
Stretch 0-04
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 117-18
2.618 116-09
1.618 115-16
1.000 115-01
0.618 114-23
HIGH 114-08
0.618 113-30
0.500 113-28
0.382 113-25
LOW 113-15
0.618 113-00
1.000 112-22
1.618 112-07
2.618 111-14
4.250 110-05
Fisher Pivots for day following 12-Sep-2007
Pivot 1 day 3 day
R1 113-28 114-02
PP 113-24 113-29
S1 113-20 113-23

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

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