ECBOT 30 Year Treasury Bond Future March 2007


Trading Metrics calculated at close of trading on 08-Feb-2007
Day Change Summary
Previous Current
07-Feb-2007 08-Feb-2007 Change Change % Previous Week
Open 110-25 110-31 0-06 0.2% 109-18
High 111-03 111-09 0-06 0.2% 110-27
Low 110-19 110-25 0-06 0.2% 109-07
Close 110-31 111-03 0-04 0.1% 110-03
Range 0-16 0-16 0-00 0.0% 1-20
ATR 0-21 0-21 0-00 -1.7% 0-00
Volume 395,766 374,831 -20,935 -5.3% 1,971,423
Daily Pivots for day following 08-Feb-2007
Classic Woodie Camarilla DeMark
R4 112-18 112-10 111-12
R3 112-02 111-26 111-07
R2 111-18 111-18 111-06
R1 111-10 111-10 111-04 111-14
PP 111-02 111-02 111-02 111-04
S1 110-26 110-26 111-02 110-30
S2 110-18 110-18 111-00
S3 110-02 110-10 110-31
S4 109-18 109-26 110-26
Weekly Pivots for week ending 02-Feb-2007
Classic Woodie Camarilla DeMark
R4 114-30 114-04 111-00
R3 113-10 112-16 110-17
R2 111-22 111-22 110-13
R1 110-28 110-28 110-08 111-09
PP 110-02 110-02 110-02 110-08
S1 109-08 109-08 109-30 109-21
S2 108-14 108-14 109-25
S3 106-26 107-20 109-21
S4 105-06 106-00 109-06
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 111-09 109-28 1-13 1.3% 0-18 0.5% 87% True False 335,496
10 111-09 109-06 2-03 1.9% 0-20 0.6% 91% True False 364,517
20 111-26 109-06 2-20 2.4% 0-20 0.6% 73% False False 317,560
40 114-06 109-06 5-00 4.5% 0-22 0.6% 38% False False 283,447
60 114-30 109-06 5-24 5.2% 0-22 0.6% 33% False False 253,698
80 114-30 109-06 5-24 5.2% 0-21 0.6% 33% False False 190,519
100 114-30 109-06 5-24 5.2% 0-20 0.6% 33% False False 152,482
120 114-30 109-06 5-24 5.2% 0-17 0.5% 33% False False 127,071
Crabel Price Patterns
NR False
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 0-07
Fibonacci Retracements and Extensions
4.250 113-13
2.618 112-19
1.618 112-03
1.000 111-25
0.618 111-19
HIGH 111-09
0.618 111-03
0.500 111-01
0.382 110-31
LOW 110-25
0.618 110-15
1.000 110-09
1.618 109-31
2.618 109-15
4.250 108-21
Fisher Pivots for day following 08-Feb-2007
Pivot 1 day 3 day
R1 111-02 110-30
PP 111-02 110-26
S1 111-01 110-22

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

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