ECBOT 30 Year Treasury Bond Future March 2007


Trading Metrics calculated at close of trading on 21-Mar-2007
Day Change Summary
Previous Current
20-Mar-2007 21-Mar-2007 Change Change % Previous Week
Open 112-17 112-22 0-05 0.1% 113-00
High 112-30 112-24 -0-06 -0.2% 113-18
Low 112-17 112-10 -0-07 -0.2% 112-10
Close 112-25 112-13 -0-12 -0.3% 112-28
Range 0-13 0-14 0-01 7.7% 1-08
ATR 0-21 0-20 0-00 -2.0% 0-00
Volume 1,524 9,345 7,821 513.2% 66,620
Daily Pivots for day following 21-Mar-2007
Classic Woodie Camarilla DeMark
R4 113-26 113-17 112-21
R3 113-12 113-03 112-17
R2 112-30 112-30 112-16
R1 112-21 112-21 112-14 112-18
PP 112-16 112-16 112-16 112-14
S1 112-07 112-07 112-12 112-04
S2 112-02 112-02 112-10
S3 111-20 111-25 112-09
S4 111-06 111-11 112-05
Weekly Pivots for week ending 16-Mar-2007
Classic Woodie Camarilla DeMark
R4 116-21 116-01 113-18
R3 115-13 114-25 113-07
R2 114-05 114-05 113-03
R1 113-17 113-17 113-00 113-07
PP 112-29 112-29 112-29 112-24
S1 112-09 112-09 112-24 111-31
S2 111-21 111-21 112-21
S3 110-13 111-01 112-17
S4 109-05 109-25 112-06
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 113-01 112-10 0-23 0.6% 0-13 0.4% 13% False True 5,978
10 113-19 112-10 1-09 1.1% 0-18 0.5% 7% False True 10,557
20 114-04 110-28 3-08 2.9% 0-23 0.6% 47% False False 174,188
40 114-04 109-06 4-30 4.4% 0-21 0.6% 65% False False 263,989
60 114-04 109-06 4-30 4.4% 0-22 0.6% 65% False False 253,402
80 114-30 109-06 5-24 5.1% 0-22 0.6% 56% False False 265,860
100 114-30 109-06 5-24 5.1% 0-22 0.6% 56% False False 214,460
120 114-30 109-06 5-24 5.1% 0-21 0.6% 56% False False 178,787
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 0-01
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 114-20
2.618 113-29
1.618 113-15
1.000 113-06
0.618 113-01
HIGH 112-24
0.618 112-19
0.500 112-17
0.382 112-15
LOW 112-10
0.618 112-01
1.000 111-28
1.618 111-19
2.618 111-05
4.250 110-14
Fisher Pivots for day following 21-Mar-2007
Pivot 1 day 3 day
R1 112-17 112-20
PP 112-16 112-18
S1 112-14 112-15

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

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