ECBOT 30 Year Treasury Bond Future December 2007


Trading Metrics calculated at close of trading on 21-Aug-2007
Day Change Summary
Previous Current
20-Aug-2007 21-Aug-2007 Change Change % Previous Week
Open 109-12 109-31 0-19 0.5% 109-00
High 110-09 110-13 0-04 0.1% 110-22
Low 109-12 109-28 0-16 0.5% 108-23
Close 109-31 110-09 0-10 0.3% 109-18
Range 0-29 0-17 -0-12 -41.4% 1-31
ATR 0-28 0-27 -0-01 -2.8% 0-00
Volume 1,397 3,056 1,659 118.8% 10,533
Daily Pivots for day following 21-Aug-2007
Classic Woodie Camarilla DeMark
R4 111-25 111-18 110-18
R3 111-08 111-01 110-14
R2 110-23 110-23 110-12
R1 110-16 110-16 110-11 110-20
PP 110-06 110-06 110-06 110-08
S1 109-31 109-31 110-07 110-02
S2 109-21 109-21 110-06
S3 109-04 109-14 110-04
S4 108-19 108-29 110-00
Weekly Pivots for week ending 17-Aug-2007
Classic Woodie Camarilla DeMark
R4 115-18 114-17 110-21
R3 113-19 112-18 110-03
R2 111-20 111-20 109-30
R1 110-19 110-19 109-24 111-04
PP 109-21 109-21 109-21 109-29
S1 108-20 108-20 109-12 109-04
S2 107-22 107-22 109-06
S3 105-23 106-21 109-01
S4 103-24 104-22 108-15
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 110-22 108-30 1-24 1.6% 1-00 0.9% 77% False False 2,551
10 110-22 108-21 2-01 1.8% 0-29 0.8% 80% False False 2,072
20 110-23 108-04 2-19 2.4% 0-28 0.8% 83% False False 1,611
40 110-23 105-30 4-25 4.3% 0-24 0.7% 91% False False 1,013
60 110-23 104-18 6-05 5.6% 0-23 0.7% 93% False False 716
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 False
Stretch 0-04
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 112-21
2.618 111-26
1.618 111-09
1.000 110-30
0.618 110-24
HIGH 110-13
0.618 110-07
0.500 110-04
0.382 110-02
LOW 109-28
0.618 109-17
1.000 109-11
1.618 109-00
2.618 108-15
4.250 107-20
Fisher Pivots for day following 21-Aug-2007
Pivot 1 day 3 day
R1 110-08 110-02
PP 110-06 109-28
S1 110-04 109-22

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

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