ECBOT 30 Year Treasury Bond Future March 2007


Trading Metrics calculated at close of trading on 14-Mar-2007
Day Change Summary
Previous Current
13-Mar-2007 14-Mar-2007 Change Change % Previous Week
Open 112-25 113-17 0-24 0.7% 113-13
High 113-15 113-18 0-03 0.1% 114-00
Low 112-22 112-28 0-06 0.2% 112-10
Close 113-10 113-00 -0-10 -0.3% 112-16
Range 0-25 0-22 -0-03 -12.0% 1-22
ATR 0-24 0-23 0-00 -0.5% 0-00
Volume 1,962 31,229 29,267 1,491.7% 173,800
Daily Pivots for day following 14-Mar-2007
Classic Woodie Camarilla DeMark
R4 115-07 114-25 113-12
R3 114-17 114-03 113-06
R2 113-27 113-27 113-04
R1 113-13 113-13 113-02 113-09
PP 113-05 113-05 113-05 113-02
S1 112-23 112-23 112-30 112-19
S2 112-15 112-15 112-28
S3 111-25 112-01 112-26
S4 111-03 111-11 112-20
Weekly Pivots for week ending 09-Mar-2007
Classic Woodie Camarilla DeMark
R4 118-00 116-30 113-14
R3 116-10 115-08 112-31
R2 114-20 114-20 112-26
R1 113-18 113-18 112-21 113-08
PP 112-30 112-30 112-30 112-25
S1 111-28 111-28 112-11 111-18
S2 111-08 111-08 112-06
S3 109-18 110-06 112-01
S4 107-28 108-16 111-18
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 113-19 112-10 1-09 1.1% 0-23 0.6% 54% False False 15,137
10 114-00 112-10 1-22 1.5% 0-22 0.6% 41% False False 65,947
20 114-04 110-05 3-31 3.5% 0-25 0.7% 72% False False 263,481
40 114-04 109-06 4-30 4.4% 0-22 0.6% 77% False False 306,190
60 114-04 109-06 4-30 4.4% 0-22 0.6% 77% False False 273,722
80 114-30 109-06 5-24 5.1% 0-22 0.6% 66% False False 267,325
100 114-30 109-06 5-24 5.1% 0-22 0.6% 66% False False 214,186
120 114-30 109-06 5-24 5.1% 0-21 0.6% 66% False False 178,552
Crabel Price Patterns
NR True
NR4 True
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 True
Stretch 0-03
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 116-16
2.618 115-12
1.618 114-22
1.000 114-08
0.618 114-00
HIGH 113-18
0.618 113-10
0.500 113-07
0.382 113-04
LOW 112-28
0.618 112-14
1.000 112-06
1.618 111-24
2.618 111-02
4.250 109-30
Fisher Pivots for day following 14-Mar-2007
Pivot 1 day 3 day
R1 113-07 112-31
PP 113-05 112-31
S1 113-02 112-30

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

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