ECBOT 30 Year Treasury Bond Future December 2007


Trading Metrics calculated at close of trading on 17-Jul-2007
Day Change Summary
Previous Current
16-Jul-2007 17-Jul-2007 Change Change % Previous Week
Open 106-18 107-08 0-22 0.6% 105-30
High 107-19 107-13 -0-06 -0.2% 108-20
Low 106-18 106-30 0-12 0.4% 105-30
Close 107-17 107-04 -0-13 -0.4% 106-25
Range 1-01 0-15 -0-18 -54.5% 2-22
ATR 0-24 0-24 0-00 -1.5% 0-00
Volume 303 200 -103 -34.0% 1,337
Daily Pivots for day following 17-Jul-2007
Classic Woodie Camarilla DeMark
R4 108-18 108-10 107-12
R3 108-03 107-27 107-08
R2 107-20 107-20 107-07
R1 107-12 107-12 107-05 107-08
PP 107-05 107-05 107-05 107-03
S1 106-29 106-29 107-03 106-26
S2 106-22 106-22 107-01
S3 106-07 106-14 107-00
S4 105-24 105-31 106-28
Weekly Pivots for week ending 13-Jul-2007
Classic Woodie Camarilla DeMark
R4 115-06 113-21 108-08
R3 112-16 110-31 107-17
R2 109-26 109-26 107-09
R1 108-09 108-09 107-01 109-02
PP 107-04 107-04 107-04 107-16
S1 105-19 105-19 106-17 106-12
S2 104-14 104-14 106-09
S3 101-24 102-29 106-01
S4 99-02 100-07 105-10
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 108-20 106-11 2-09 2.1% 0-28 0.8% 34% False False 332
10 108-20 105-30 2-22 2.5% 0-21 0.6% 44% False False 464
20 108-20 105-17 3-03 2.9% 0-20 0.6% 52% False False 404
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-03
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 109-13
2.618 108-20
1.618 108-05
1.000 107-28
0.618 107-22
HIGH 107-13
0.618 107-07
0.500 107-06
0.382 107-04
LOW 106-30
0.618 106-21
1.000 106-15
1.618 106-06
2.618 105-23
4.250 104-30
Fisher Pivots for day following 17-Jul-2007
Pivot 1 day 3 day
R1 107-06 107-04
PP 107-05 107-03
S1 107-04 107-02

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

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