ECBOT 30 Year Treasury Bond Future December 2007


Trading Metrics calculated at close of trading on 22-Oct-2007
Day Change Summary
Previous Current
19-Oct-2007 22-Oct-2007 Change Change % Previous Week
Open 112-06 113-14 1-08 1.1% 110-10
High 113-17 113-25 0-08 0.2% 113-17
Low 112-06 112-29 0-23 0.6% 110-02
Close 113-07 113-13 0-06 0.2% 113-07
Range 1-11 0-28 -0-15 -34.9% 3-15
ATR 0-31 0-30 0-00 -0.6% 0-00
Volume 300,630 379,463 78,833 26.2% 1,647,461
Daily Pivots for day following 22-Oct-2007
Classic Woodie Camarilla DeMark
R4 116-00 115-18 113-28
R3 115-04 114-22 113-21
R2 114-08 114-08 113-18
R1 113-26 113-26 113-16 113-19
PP 113-12 113-12 113-12 113-08
S1 112-30 112-30 113-10 112-23
S2 112-16 112-16 113-08
S3 111-20 112-02 113-05
S4 110-24 111-06 112-30
Weekly Pivots for week ending 19-Oct-2007
Classic Woodie Camarilla DeMark
R4 122-22 121-13 115-04
R3 119-07 117-30 114-06
R2 115-24 115-24 113-27
R1 114-15 114-15 113-17 115-04
PP 112-09 112-09 112-09 112-19
S1 111-00 111-00 112-29 111-20
S2 108-26 108-26 112-19
S3 105-11 107-17 112-08
S4 101-28 104-02 111-10
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 113-25 110-08 3-17 3.1% 1-01 0.9% 89% True False 336,226
10 113-25 110-02 3-23 3.3% 0-27 0.7% 90% True False 327,706
20 113-25 110-02 3-23 3.3% 0-30 0.8% 90% True False 290,042
40 114-08 109-29 4-11 3.8% 0-30 0.8% 81% False False 291,728
60 114-08 108-21 5-19 4.9% 0-29 0.8% 85% False False 195,645
80 114-08 105-30 8-10 7.3% 0-27 0.8% 90% False False 146,865
100 114-08 104-18 9-22 8.5% 0-26 0.7% 91% False False 117,529
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-05
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 117-16
2.618 116-02
1.618 115-06
1.000 114-21
0.618 114-10
HIGH 113-25
0.618 113-14
0.500 113-11
0.382 113-08
LOW 112-29
0.618 112-12
1.000 112-01
1.618 111-16
2.618 110-20
4.250 109-06
Fisher Pivots for day following 22-Oct-2007
Pivot 1 day 3 day
R1 113-12 113-04
PP 113-12 112-28
S1 113-11 112-19

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

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