ECBOT 30 Year Treasury Bond Future December 2007


Trading Metrics calculated at close of trading on 06-Sep-2007
Day Change Summary
Previous Current
05-Sep-2007 06-Sep-2007 Change Change % Previous Week
Open 111-13 112-10 0-29 0.8% 110-25
High 112-11 112-13 0-02 0.1% 111-31
Low 111-05 111-28 0-23 0.6% 110-15
Close 112-07 112-02 -0-05 -0.1% 111-18
Range 1-06 0-17 -0-21 -55.3% 1-16
ATR 0-26 0-26 -0-01 -2.5% 0-00
Volume 281,962 348,547 66,585 23.6% 902,309
Daily Pivots for day following 06-Sep-2007
Classic Woodie Camarilla DeMark
R4 113-23 113-13 112-11
R3 113-06 112-28 112-07
R2 112-21 112-21 112-05
R1 112-11 112-11 112-04 112-08
PP 112-04 112-04 112-04 112-02
S1 111-26 111-26 112-00 111-22
S2 111-19 111-19 111-31
S3 111-02 111-09 111-29
S4 110-17 110-24 111-25
Weekly Pivots for week ending 31-Aug-2007
Classic Woodie Camarilla DeMark
R4 115-27 115-06 112-12
R3 114-11 113-22 111-31
R2 112-27 112-27 111-27
R1 112-06 112-06 111-22 112-16
PP 111-11 111-11 111-11 111-16
S1 110-22 110-22 111-14 111-00
S2 109-27 109-27 111-09
S3 108-11 109-06 111-05
S4 106-27 107-22 110-24
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 112-13 111-05 1-08 1.1% 0-25 0.7% 73% True False 288,822
10 112-13 109-16 2-29 2.6% 0-24 0.7% 88% True False 186,323
20 112-13 108-23 3-22 3.3% 0-26 0.7% 91% True False 94,299
40 112-13 106-11 6-02 5.4% 0-25 0.7% 94% True False 47,556
60 112-13 105-12 7-01 6.3% 0-23 0.6% 95% True False 31,827
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 0-06
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 114-21
2.618 113-26
1.618 113-09
1.000 112-30
0.618 112-24
HIGH 112-13
0.618 112-07
0.500 112-04
0.382 112-02
LOW 111-28
0.618 111-17
1.000 111-11
1.618 111-00
2.618 110-15
4.250 109-20
Fisher Pivots for day following 06-Sep-2007
Pivot 1 day 3 day
R1 112-04 111-31
PP 112-04 111-28
S1 112-03 111-25

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

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