ECBOT 30 Year Treasury Bond Future December 2007


Trading Metrics calculated at close of trading on 13-Sep-2007
Day Change Summary
Previous Current
12-Sep-2007 13-Sep-2007 Change Change % Previous Week
Open 113-22 113-11 -0-11 -0.3% 111-17
High 114-02 113-17 -0-17 -0.5% 113-15
Low 113-07 112-14 -0-25 -0.7% 111-05
Close 113-11 112-21 -0-22 -0.6% 113-10
Range 0-27 1-03 0-08 29.6% 2-10
ATR 0-27 0-28 0-01 2.1% 0-00
Volume 250,139 300,117 49,978 20.0% 1,223,782
Daily Pivots for day following 13-Sep-2007
Classic Woodie Camarilla DeMark
R4 116-05 115-16 113-08
R3 115-02 114-13 112-31
R2 113-31 113-31 112-27
R1 113-10 113-10 112-24 113-03
PP 112-28 112-28 112-28 112-24
S1 112-07 112-07 112-18 112-00
S2 111-25 111-25 112-15
S3 110-22 111-04 112-11
S4 109-19 110-01 112-02
Weekly Pivots for week ending 07-Sep-2007
Classic Woodie Camarilla DeMark
R4 119-19 118-24 114-19
R3 117-09 116-14 113-30
R2 114-31 114-31 113-24
R1 114-04 114-04 113-17 114-18
PP 112-21 112-21 112-21 112-27
S1 111-26 111-26 113-03 112-08
S2 110-11 110-11 112-28
S3 108-01 109-16 112-22
S4 105-23 107-06 112-01
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 114-08 111-28 2-12 2.1% 1-01 0.9% 33% False False 315,217
10 114-08 111-05 3-03 2.7% 0-29 0.8% 48% False False 302,019
20 114-08 108-30 5-10 4.7% 0-28 0.8% 70% False False 172,702
40 114-08 107-06 7-02 6.3% 0-27 0.7% 77% False False 86,937
60 114-08 105-17 8-23 7.7% 0-24 0.7% 82% False False 58,087
80 114-08 104-18 9-22 8.6% 0-23 0.6% 84% False False 43,584
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 118-06
2.618 116-13
1.618 115-10
1.000 114-20
0.618 114-07
HIGH 113-17
0.618 113-04
0.500 113-00
0.382 112-27
LOW 112-14
0.618 111-24
1.000 111-11
1.618 110-21
2.618 109-18
4.250 107-25
Fisher Pivots for day following 13-Sep-2007
Pivot 1 day 3 day
R1 113-00 113-10
PP 112-28 113-03
S1 112-24 112-28

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

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