ECBOT 30 Year Treasury Bond Future December 2007


Trading Metrics calculated at close of trading on 18-Sep-2007
Day Change Summary
Previous Current
17-Sep-2007 18-Sep-2007 Change Change % Previous Week
Open 112-25 112-31 0-06 0.2% 113-10
High 113-06 113-03 -0-03 -0.1% 114-08
Low 112-15 111-27 -0-20 -0.6% 112-14
Close 112-28 112-18 -0-10 -0.3% 112-27
Range 0-23 1-08 0-17 73.9% 1-26
ATR 0-28 0-29 0-01 3.2% 0-00
Volume 355,875 198,162 -157,713 -44.3% 1,608,533
Daily Pivots for day following 18-Sep-2007
Classic Woodie Camarilla DeMark
R4 116-08 115-21 113-08
R3 115-00 114-13 112-29
R2 113-24 113-24 112-25
R1 113-05 113-05 112-22 112-26
PP 112-16 112-16 112-16 112-11
S1 111-29 111-29 112-14 111-18
S2 111-08 111-08 112-11
S3 110-00 110-21 112-07
S4 108-24 109-13 111-28
Weekly Pivots for week ending 14-Sep-2007
Classic Woodie Camarilla DeMark
R4 118-20 117-17 113-27
R3 116-26 115-23 113-11
R2 115-00 115-00 113-06
R1 113-29 113-29 113-00 113-18
PP 113-06 113-06 113-06 113-00
S1 112-03 112-03 112-22 111-24
S2 111-12 111-12 112-16
S3 109-18 110-09 112-11
S4 107-24 108-15 111-27
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 114-02 111-27 2-07 2.0% 1-00 0.9% 32% False True 287,239
10 114-08 111-05 3-03 2.7% 1-00 0.9% 45% False False 309,253
20 114-08 109-16 4-24 4.2% 0-27 0.7% 64% False False 216,633
40 114-08 108-04 6-04 5.4% 0-27 0.8% 72% False False 109,065
60 114-08 105-30 8-10 7.4% 0-25 0.7% 80% False False 72,839
80 114-08 104-18 9-22 8.6% 0-24 0.7% 83% False False 54,657
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-07
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 118-13
2.618 116-12
1.618 115-04
1.000 114-11
0.618 113-28
HIGH 113-03
0.618 112-20
0.500 112-15
0.382 112-10
LOW 111-27
0.618 111-02
1.000 110-19
1.618 109-26
2.618 108-18
4.250 106-17
Fisher Pivots for day following 18-Sep-2007
Pivot 1 day 3 day
R1 112-17 112-22
PP 112-16 112-20
S1 112-15 112-19

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

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