ECBOT 30 Year Treasury Bond Future March 2007


Trading Metrics calculated at close of trading on 19-Jan-2007
Day Change Summary
Previous Current
18-Jan-2007 19-Jan-2007 Change Change % Previous Week
Open 110-21 111-00 0-11 0.3% 110-24
High 111-01 111-04 0-03 0.1% 111-07
Low 110-08 110-16 0-08 0.2% 110-08
Close 110-30 110-25 -0-05 -0.1% 110-25
Range 0-25 0-20 -0-05 -20.0% 0-31
ATR 0-22 0-22 0-00 -0.7% 0-00
Volume 441,245 313,493 -127,752 -29.0% 1,342,296
Daily Pivots for day following 19-Jan-2007
Classic Woodie Camarilla DeMark
R4 112-22 112-11 111-04
R3 112-02 111-23 110-30
R2 111-14 111-14 110-29
R1 111-03 111-03 110-27 110-30
PP 110-26 110-26 110-26 110-23
S1 110-15 110-15 110-23 110-10
S2 110-06 110-06 110-21
S3 109-18 109-27 110-20
S4 108-30 109-07 110-14
Weekly Pivots for week ending 19-Jan-2007
Classic Woodie Camarilla DeMark
R4 113-21 113-06 111-10
R3 112-22 112-07 111-02
R2 111-23 111-23 110-31
R1 111-08 111-08 110-28 111-16
PP 110-24 110-24 110-24 110-28
S1 110-09 110-09 110-22 110-16
S2 109-25 109-25 110-19
S3 108-26 109-10 110-16
S4 107-27 108-11 110-08
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 111-09 110-08 1-01 0.9% 0-20 0.6% 52% False False 273,102
10 112-28 110-08 2-20 2.4% 0-22 0.6% 20% False False 263,675
20 113-06 110-08 2-30 2.7% 0-22 0.6% 18% False False 217,244
40 114-30 110-08 4-22 4.2% 0-22 0.6% 11% False False 254,619
60 114-30 109-31 4-31 4.5% 0-23 0.6% 16% False False 171,237
80 114-30 109-25 5-05 4.7% 0-20 0.6% 19% False False 128,539
100 114-30 109-25 5-05 4.7% 0-18 0.5% 19% False False 102,843
120 114-30 108-03 6-27 6.2% 0-15 0.4% 39% False False 85,702
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 False
Bear Hook False
Bull Hook False
Stretch 0-05
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 113-25
2.618 112-24
1.618 112-04
1.000 111-24
0.618 111-16
HIGH 111-04
0.618 110-28
0.500 110-26
0.382 110-24
LOW 110-16
0.618 110-04
1.000 109-28
1.618 109-16
2.618 108-28
4.250 107-27
Fisher Pivots for day following 19-Jan-2007
Pivot 1 day 3 day
R1 110-26 110-24
PP 110-26 110-24
S1 110-25 110-24

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

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