ECBOT 30 Year Treasury Bond Future December 2007


Trading Metrics calculated at close of trading on 09-Oct-2007
Day Change Summary
Previous Current
08-Oct-2007 09-Oct-2007 Change Change % Previous Week
Open 112-05 110-22 -1-15 -1.3% 111-07
High 112-07 111-05 -1-02 -0.9% 112-10
Low 110-15 110-18 0-03 0.1% 110-15
Close 110-25 110-25 0-00 0.0% 110-25
Range 1-24 0-19 -1-05 -66.1% 1-27
ATR 1-01 1-00 -0-01 -3.0% 0-00
Volume 0 381,890 381,890 1,416,485
Daily Pivots for day following 09-Oct-2007
Classic Woodie Camarilla DeMark
R4 112-20 112-09 111-03
R3 112-01 111-22 110-30
R2 111-14 111-14 110-28
R1 111-03 111-03 110-27 111-08
PP 110-27 110-27 110-27 110-29
S1 110-16 110-16 110-23 110-22
S2 110-08 110-08 110-22
S3 109-21 109-29 110-20
S4 109-02 109-10 110-15
Weekly Pivots for week ending 05-Oct-2007
Classic Woodie Camarilla DeMark
R4 116-23 115-19 111-25
R3 114-28 113-24 111-09
R2 113-01 113-01 111-04
R1 111-29 111-29 110-30 111-18
PP 111-06 111-06 111-06 111-00
S1 110-02 110-02 110-20 109-22
S2 109-11 109-11 110-14
S3 107-16 108-07 110-09
S4 105-21 106-12 109-25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 112-10 110-15 1-27 1.7% 1-04 1.0% 17% False False 234,336
10 112-10 110-06 2-04 1.9% 1-00 0.9% 28% False False 268,763
20 114-02 109-29 4-05 3.8% 1-01 0.9% 21% False False 296,075
40 114-08 108-30 5-10 4.8% 0-30 0.8% 35% False False 220,722
60 114-08 106-30 7-10 6.6% 0-28 0.8% 53% False False 147,482
80 114-08 105-17 8-23 7.9% 0-26 0.7% 60% False False 110,711
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-07
Narrowest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 113-22
2.618 112-23
1.618 112-04
1.000 111-24
0.618 111-17
HIGH 111-05
0.618 110-30
0.500 110-28
0.382 110-25
LOW 110-18
0.618 110-06
1.000 109-31
1.618 109-19
2.618 109-00
4.250 108-01
Fisher Pivots for day following 09-Oct-2007
Pivot 1 day 3 day
R1 110-28 111-11
PP 110-27 111-05
S1 110-26 110-31

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

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