ECBOT 30 Year Treasury Bond Future March 2007


Trading Metrics calculated at close of trading on 23-Jan-2007
Day Change Summary
Previous Current
22-Jan-2007 23-Jan-2007 Change Change % Previous Week
Open 110-23 110-28 0-05 0.1% 110-24
High 111-02 111-00 -0-02 -0.1% 111-07
Low 110-19 110-09 -0-10 -0.3% 110-08
Close 110-30 110-13 -0-17 -0.5% 110-25
Range 0-15 0-23 0-08 53.3% 0-31
ATR 0-22 0-22 0-00 0.5% 0-00
Volume 190,828 421,973 231,145 121.1% 1,342,296
Daily Pivots for day following 23-Jan-2007
Classic Woodie Camarilla DeMark
R4 112-23 112-09 110-26
R3 112-00 111-18 110-19
R2 111-09 111-09 110-17
R1 110-27 110-27 110-15 110-22
PP 110-18 110-18 110-18 110-16
S1 110-04 110-04 110-11 110-00
S2 109-27 109-27 110-09
S3 109-04 109-13 110-07
S4 108-13 108-22 110-00
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
5 111-07 110-08 0-31 0.9% 0-21 0.6% 16% False False 343,589
10 112-10 110-08 2-02 1.9% 0-20 0.6% 8% False False 261,556
20 113-03 110-08 2-27 2.6% 0-22 0.6% 5% False False 232,229
40 114-30 110-08 4-22 4.2% 0-23 0.6% 3% False False 267,730
60 114-30 110-08 4-22 4.2% 0-23 0.6% 3% False False 181,441
80 114-30 109-25 5-05 4.7% 0-20 0.6% 12% False False 136,186
100 114-30 109-25 5-05 4.7% 0-18 0.5% 12% False False 108,970
120 114-30 108-03 6-27 6.2% 0-15 0.4% 34% False False 90,809
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 False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-04
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 114-02
2.618 112-28
1.618 112-05
1.000 111-23
0.618 111-14
HIGH 111-00
0.618 110-23
0.500 110-20
0.382 110-18
LOW 110-09
0.618 109-27
1.000 109-18
1.618 109-04
2.618 108-13
4.250 107-07
Fisher Pivots for day following 23-Jan-2007
Pivot 1 day 3 day
R1 110-20 110-22
PP 110-18 110-19
S1 110-16 110-16

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

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