ECBOT 30 Year Treasury Bond Future December 2007

Trading Metrics calculated at close of trading on 23-Jul-2007

Day Change Summary
	Previous	Current
	20-Jul-2007	23-Jul-2007	Change	Change %	Previous Week
Open	107-11	108-09	0-30	0.9%	106-18
High	108-18	108-16	-0-02	-0.1%	108-18
Low	107-11	108-03	0-24	0.7%	106-18
Close	108-09	108-08	-0-01	0.0%	108-09
Range	1-07	0-13	-0-26	-66.7%	2-00
ATR	0-25	0-24	-0-01	-3.4%	0-00
Volume	94	667	573	609.6%	698

Daily Pivots for day following 23-Jul-2007
	Classic	Woodie	Camarilla	DeMark
R4	109-16	109-09	108-15
R3	109-03	108-28	108-12
R2	108-22	108-22	108-10
R1	108-15	108-15	108-09	108-12
PP	108-09	108-09	108-09	108-08
S1	108-02	108-02	108-07	107-31
S2	107-28	107-28	108-06
S3	107-15	107-21	108-04
S4	107-02	107-08	108-01

Weekly Pivots for week ending 20-Jul-2007
	Classic	Woodie	Camarilla	DeMark
R4	113-26	113-01	109-12
R3	111-26	111-01	108-27
R2	109-26	109-26	108-21
R1	109-01	109-01	108-15	109-14
PP	107-26	107-26	107-26	108-00
S1	107-01	107-01	108-03	107-14
S2	105-26	105-26	107-29
S3	103-26	105-01	107-23
S4	101-26	103-01	107-06

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	108-18	106-30	1-20	1.5%	0-22	0.6%	81%	False	False	212
10	108-20	106-11	2-09	2.1%	0-27	0.8%	84%	False	False	266
20	108-20	105-30	2-22	2.5%	0-22	0.6%	86%	False	False	389
40	109-16	104-18	4-30	4.6%	0-20	0.6%	75%	False	False	249

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-04
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	110-07
2.618	109-18
1.618	109-05
1.000	108-29
0.618	108-24
HIGH	108-16
0.618	108-11
0.500	108-10
0.382	108-08
LOW	108-03
0.618	107-27
1.000	107-22
1.618	107-14
2.618	107-01
4.250	106-12

Fisher Pivots for day following 23-Jul-2007
Pivot	1 day	3 day
R1	108-10	108-04
PP	108-09	108-00
S1	108-08	107-28

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols