ECBOT 30 Year Treasury Bond Future March 2007


Trading Metrics calculated at close of trading on 27-Feb-2007
Day Change Summary
Previous Current
26-Feb-2007 27-Feb-2007 Change Change % Previous Week
Open 111-20 112-07 0-19 0.5% 111-15
High 112-10 114-04 1-26 1.6% 111-27
Low 111-19 112-05 0-18 0.5% 110-28
Close 112-06 113-13 1-07 1.1% 111-20
Range 0-23 1-31 1-08 173.9% 0-31
ATR 0-21 0-24 0-03 14.2% 0-00
Volume 534,455 507,581 -26,874 -5.0% 1,431,123
Daily Pivots for day following 27-Feb-2007
Classic Woodie Camarilla DeMark
R4 119-04 118-08 114-16
R3 117-05 116-09 113-30
R2 115-06 115-06 113-25
R1 114-10 114-10 113-19 114-24
PP 113-07 113-07 113-07 113-14
S1 112-11 112-11 113-07 112-25
S2 111-08 111-08 113-01
S3 109-09 110-12 112-28
S4 107-10 108-13 112-10
Weekly Pivots for week ending 23-Feb-2007
Classic Woodie Camarilla DeMark
R4 114-11 113-31 112-05
R3 113-12 113-00 111-29
R2 112-13 112-13 111-26
R1 112-01 112-01 111-23 112-07
PP 111-14 111-14 111-14 111-18
S1 111-02 111-02 111-17 111-08
S2 110-15 110-15 111-14
S3 109-16 110-03 111-11
S4 108-17 109-04 111-03
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 114-04 110-28 3-08 2.9% 0-31 0.9% 78% True False 434,498
10 114-04 110-02 4-02 3.6% 0-26 0.7% 82% True False 403,598
20 114-04 109-07 4-29 4.3% 0-23 0.6% 85% True False 382,559
40 114-04 109-06 4-30 4.4% 0-22 0.6% 85% True False 327,382
60 114-30 109-06 5-24 5.1% 0-23 0.6% 73% False False 317,409
80 114-30 109-06 5-24 5.1% 0-23 0.6% 73% False False 248,681
100 114-30 109-06 5-24 5.1% 0-21 0.6% 73% False False 199,065
120 114-30 109-06 5-24 5.1% 0-19 0.5% 73% False False 165,914
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-03
Widest range in 284 trading days
Fibonacci Retracements and Extensions
4.250 122-16
2.618 119-09
1.618 117-10
1.000 116-03
0.618 115-11
HIGH 114-04
0.618 113-12
0.500 113-04
0.382 112-29
LOW 112-05
0.618 110-30
1.000 110-06
1.618 108-31
2.618 107-00
4.250 103-25
Fisher Pivots for day following 27-Feb-2007
Pivot 1 day 3 day
R1 113-10 113-04
PP 113-07 112-26
S1 113-04 112-17

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

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