ECBOT 30 Year Treasury Bond Future December 2007


Trading Metrics calculated at close of trading on 04-Oct-2007
Day Change Summary
Previous Current
03-Oct-2007 04-Oct-2007 Change Change % Previous Week
Open 112-02 111-20 -0-14 -0.4% 110-23
High 112-10 112-07 -0-03 -0.1% 111-29
Low 111-16 111-15 -0-01 0.0% 110-06
Close 111-27 112-03 0-08 0.2% 111-11
Range 0-26 0-24 -0-02 -7.7% 1-23
ATR 0-29 0-29 0-00 -1.3% 0-00
Volume 316,706 278,158 -38,548 -12.2% 1,481,938
Daily Pivots for day following 04-Oct-2007
Classic Woodie Camarilla DeMark
R4 114-06 113-28 112-16
R3 113-14 113-04 112-10
R2 112-22 112-22 112-07
R1 112-12 112-12 112-05 112-17
PP 111-30 111-30 111-30 112-00
S1 111-20 111-20 112-01 111-25
S2 111-06 111-06 111-31
S3 110-14 110-28 111-28
S4 109-22 110-04 111-22
Weekly Pivots for week ending 28-Sep-2007
Classic Woodie Camarilla DeMark
R4 116-10 115-17 112-09
R3 114-19 113-26 111-26
R2 112-28 112-28 111-21
R1 112-03 112-03 111-16 112-16
PP 111-05 111-05 111-05 111-11
S1 110-12 110-12 111-06 110-24
S2 109-14 109-14 111-01
S3 107-23 108-21 110-28
S4 106-00 106-30 110-13
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 112-10 110-26 1-16 1.3% 0-27 0.8% 85% False False 303,204
10 112-10 109-29 2-13 2.1% 0-27 0.8% 91% False False 315,988
20 114-08 109-29 4-11 3.9% 0-31 0.9% 50% False False 318,525
40 114-08 108-23 5-17 4.9% 0-29 0.8% 61% False False 206,412
60 114-08 106-11 7-29 7.1% 0-27 0.8% 73% False False 137,879
80 114-08 105-12 8-28 7.9% 0-25 0.7% 76% False False 103,502
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-08
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 115-13
2.618 114-06
1.618 113-14
1.000 112-31
0.618 112-22
HIGH 112-07
0.618 111-30
0.500 111-27
0.382 111-24
LOW 111-15
0.618 111-00
1.000 110-23
1.618 110-08
2.618 109-16
4.250 108-09
Fisher Pivots for day following 04-Oct-2007
Pivot 1 day 3 day
R1 112-00 112-01
PP 111-30 111-30
S1 111-27 111-28

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

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