ECBOT 30 Year Treasury Bond Future December 2007

Trading Metrics calculated at close of trading on 07-Aug-2007

Day Change Summary
	Previous	Current
	06-Aug-2007	07-Aug-2007	Change	Change %	Previous Week
Open	110-18	110-04	-0-14	-0.4%	109-22
High	110-18	110-13	-0-05	-0.1%	110-23
Low	110-00	109-20	-0-12	-0.3%	109-06
Close	110-04	110-04	0-00	0.0%	110-18
Range	0-18	0-25	0-07	38.9%	1-17
ATR	0-25	0-25	0-00	0.1%	0-00
Volume	1,023	1,623	600	58.7%	5,267

Daily Pivots for day following 07-Aug-2007
	Classic	Woodie	Camarilla	DeMark
R4	112-13	112-01	110-18
R3	111-20	111-08	110-11
R2	110-27	110-27	110-09
R1	110-15	110-15	110-06	110-16
PP	110-02	110-02	110-02	110-02
S1	109-22	109-22	110-02	109-24
S2	109-09	109-09	109-31
S3	108-16	108-29	109-29
S4	107-23	108-04	109-22

Weekly Pivots for week ending 03-Aug-2007
	Classic	Woodie	Camarilla	DeMark
R4	114-24	114-06	111-13
R3	113-07	112-21	110-31
R2	111-22	111-22	110-27
R1	111-04	111-04	110-22	111-13
PP	110-05	110-05	110-05	110-10
S1	109-19	109-19	110-14	109-28
S2	108-20	108-20	110-09
S3	107-03	108-02	110-05
S4	105-18	106-17	109-23

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	110-23	109-19	1-04	1.0%	0-23	0.6%	47%	False	False	1,221
10	110-23	108-04	2-19	2.4%	0-26	0.7%	77%	False	False	1,150
20	110-23	106-11	4-12	4.0%	0-26	0.7%	86%	False	False	739
40	110-23	104-18	6-05	5.6%	0-22	0.6%	90%	False	False	533

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	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-06
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	113-23
2.618	112-14
1.618	111-21
1.000	111-06
0.618	110-28
HIGH	110-13
0.618	110-03
0.500	110-00
0.382	109-30
LOW	109-20
0.618	109-05
1.000	108-27
1.618	108-12
2.618	107-19
4.250	106-10

Fisher Pivots for day following 07-Aug-2007
Pivot	1 day	3 day
R1	110-03	110-06
PP	110-02	110-05
S1	110-00	110-04

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