ECBOT 30 Year Treasury Bond Future March 2007


Trading Metrics calculated at close of trading on 07-Mar-2007
Day Change Summary
Previous Current
06-Mar-2007 07-Mar-2007 Change Change % Previous Week
Open 113-13 113-04 -0-09 -0.2% 111-20
High 113-15 113-20 0-05 0.1% 114-04
Low 113-00 113-03 0-03 0.1% 111-19
Close 113-07 113-16 0-09 0.2% 113-08
Range 0-15 0-17 0-02 13.3% 2-17
ATR 0-24 0-23 0-00 -2.0% 0-00
Volume 71,719 14,631 -57,088 -79.6% 2,333,643
Daily Pivots for day following 07-Mar-2007
Classic Woodie Camarilla DeMark
R4 115-00 114-25 113-25
R3 114-15 114-08 113-21
R2 113-30 113-30 113-19
R1 113-23 113-23 113-18 113-26
PP 113-13 113-13 113-13 113-15
S1 113-06 113-06 113-14 113-10
S2 112-28 112-28 113-13
S3 112-11 112-21 113-11
S4 111-26 112-04 113-07
Weekly Pivots for week ending 02-Mar-2007
Classic Woodie Camarilla DeMark
R4 120-19 119-14 114-21
R3 118-02 116-29 113-30
R2 115-17 115-17 113-23
R1 114-12 114-12 113-15 114-30
PP 113-00 113-00 113-00 113-09
S1 111-27 111-27 113-01 112-14
S2 110-15 110-15 112-25
S3 107-30 109-10 112-18
S4 105-13 106-25 111-27
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 114-00 112-22 1-10 1.2% 0-21 0.6% 62% False False 116,757
10 114-04 110-28 3-08 2.9% 0-27 0.7% 81% False False 337,819
20 114-04 110-02 4-02 3.6% 0-23 0.6% 85% False False 343,654
40 114-04 109-06 4-30 4.4% 0-22 0.6% 87% False False 326,739
60 114-06 109-06 5-00 4.4% 0-23 0.6% 86% False False 302,958
80 114-30 109-06 5-24 5.1% 0-23 0.6% 75% False False 266,611
100 114-30 109-06 5-24 5.1% 0-21 0.6% 75% False False 213,450
120 114-30 109-06 5-24 5.1% 0-20 0.6% 75% False False 177,923
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 0-03
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 115-28
2.618 115-01
1.618 114-16
1.000 114-05
0.618 113-31
HIGH 113-20
0.618 113-14
0.500 113-12
0.382 113-09
LOW 113-03
0.618 112-24
1.000 112-18
1.618 112-07
2.618 111-22
4.250 110-27
Fisher Pivots for day following 07-Mar-2007
Pivot 1 day 3 day
R1 113-14 113-16
PP 113-13 113-16
S1 113-12 113-16

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

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