ECBOT 30 Year Treasury Bond Future December 2007


Trading Metrics calculated at close of trading on 23-Nov-2007
Day Change Summary
Previous Current
21-Nov-2007 23-Nov-2007 Change Change % Previous Week
Open 115-31 116-17 0-18 0.5% 115-08
High 116-30 116-31 0-01 0.0% 116-31
Low 115-30 116-11 0-13 0.4% 115-06
Close 116-16 116-28 0-12 0.3% 116-28
Range 1-00 0-20 -0-12 -37.5% 1-25
ATR 0-30 0-29 -0-01 -2.3% 0-00
Volume 364,930 253,656 -111,274 -30.5% 1,393,563
Daily Pivots for day following 23-Nov-2007
Classic Woodie Camarilla DeMark
R4 118-19 118-12 117-07
R3 117-31 117-24 117-02
R2 117-11 117-11 117-00
R1 117-04 117-04 116-30 117-08
PP 116-23 116-23 116-23 116-25
S1 116-16 116-16 116-26 116-20
S2 116-03 116-03 116-24
S3 115-15 115-28 116-22
S4 114-27 115-08 116-17
Weekly Pivots for week ending 23-Nov-2007
Classic Woodie Camarilla DeMark
R4 121-22 121-02 117-27
R3 119-29 119-09 117-12
R2 118-04 118-04 117-06
R1 117-16 117-16 117-01 117-26
PP 116-11 116-11 116-11 116-16
S1 115-23 115-23 116-23 116-01
S2 114-18 114-18 116-18
S3 112-25 113-30 116-12
S4 111-00 112-05 115-29
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 116-31 115-04 1-27 1.6% 0-27 0.7% 95% True False 363,075
10 116-31 113-23 3-08 2.8% 0-29 0.8% 97% True False 296,966
20 116-31 112-07 4-24 4.1% 0-30 0.8% 98% True False 329,823
40 116-31 110-02 6-29 5.9% 0-29 0.8% 99% True False 318,097
60 116-31 109-29 7-02 6.0% 0-30 0.8% 99% True False 317,041
80 116-31 108-21 8-10 7.1% 0-29 0.8% 99% True False 243,397
100 116-31 105-30 11-01 9.4% 0-28 0.8% 99% True False 194,830
120 116-31 104-18 12-13 10.6% 0-27 0.7% 99% True False 162,406
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
4.250 119-20
2.618 118-19
1.618 117-31
1.000 117-19
0.618 117-11
HIGH 116-31
0.618 116-23
0.500 116-21
0.382 116-19
LOW 116-11
0.618 115-31
1.000 115-23
1.618 115-11
2.618 114-23
4.250 113-22
Fisher Pivots for day following 23-Nov-2007
Pivot 1 day 3 day
R1 116-26 116-23
PP 116-23 116-18
S1 116-21 116-12

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

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