ECBOT 30 Year Treasury Bond Future March 2007


Trading Metrics calculated at close of trading on 09-Feb-2007
Day Change Summary
Previous Current
08-Feb-2007 09-Feb-2007 Change Change % Previous Week
Open 110-31 111-01 0-02 0.1% 110-04
High 111-09 111-02 -0-07 -0.2% 111-09
Low 110-25 110-12 -0-13 -0.4% 110-02
Close 111-03 110-16 -0-19 -0.5% 110-16
Range 0-16 0-22 0-06 37.5% 1-07
ATR 0-21 0-21 0-00 0.8% 0-00
Volume 374,831 390,382 15,551 4.1% 1,662,191
Daily Pivots for day following 09-Feb-2007
Classic Woodie Camarilla DeMark
R4 112-23 112-09 110-28
R3 112-01 111-19 110-22
R2 111-11 111-11 110-20
R1 110-29 110-29 110-18 110-25
PP 110-21 110-21 110-21 110-18
S1 110-07 110-07 110-14 110-03
S2 109-31 109-31 110-12
S3 109-09 109-17 110-10
S4 108-19 108-27 110-04
Weekly Pivots for week ending 09-Feb-2007
Classic Woodie Camarilla DeMark
R4 114-09 113-19 111-05
R3 113-02 112-12 110-27
R2 111-27 111-27 110-23
R1 111-05 111-05 110-20 111-16
PP 110-20 110-20 110-20 110-25
S1 109-30 109-30 110-12 110-09
S2 109-13 109-13 110-09
S3 108-06 108-23 110-05
S4 106-31 107-16 109-27
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 111-09 110-02 1-07 1.1% 0-18 0.5% 36% False False 332,438
10 111-09 109-07 2-02 1.9% 0-20 0.6% 62% False False 363,361
20 111-09 109-06 2-03 1.9% 0-20 0.6% 63% False False 336,010
40 114-06 109-06 5-00 4.5% 0-22 0.6% 26% False False 286,142
60 114-30 109-06 5-24 5.2% 0-22 0.6% 23% False False 260,119
80 114-30 109-06 5-24 5.2% 0-21 0.6% 23% False False 195,393
100 114-30 109-06 5-24 5.2% 0-20 0.6% 23% False False 156,386
120 114-30 109-06 5-24 5.2% 0-17 0.5% 23% False False 130,325
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-06
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 114-00
2.618 112-28
1.618 112-06
1.000 111-24
0.618 111-16
HIGH 111-02
0.618 110-26
0.500 110-23
0.382 110-20
LOW 110-12
0.618 109-30
1.000 109-22
1.618 109-08
2.618 108-18
4.250 107-14
Fisher Pivots for day following 09-Feb-2007
Pivot 1 day 3 day
R1 110-23 110-26
PP 110-21 110-23
S1 110-18 110-20

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

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