ECBOT 30 Year Treasury Bond Future December 2007


Trading Metrics calculated at close of trading on 28-Nov-2007
Day Change Summary
Previous Current
27-Nov-2007 28-Nov-2007 Change Change % Previous Week
Open 118-23 117-17 -1-06 -1.0% 115-08
High 118-28 117-24 -1-04 -0.9% 116-31
Low 116-29 116-22 -0-07 -0.2% 115-06
Close 117-20 116-30 -0-22 -0.6% 116-28
Range 1-31 1-02 -0-29 -46.0% 1-25
ATR 1-04 1-03 0-00 -0.3% 0-00
Volume 555,283 745,500 190,217 34.3% 1,393,563
Daily Pivots for day following 28-Nov-2007
Classic Woodie Camarilla DeMark
R4 120-10 119-22 117-17
R3 119-08 118-20 117-07
R2 118-06 118-06 117-04
R1 117-18 117-18 117-01 117-11
PP 117-04 117-04 117-04 117-00
S1 116-16 116-16 116-27 116-09
S2 116-02 116-02 116-24
S3 115-00 115-14 116-21
S4 113-30 114-12 116-11
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
5 119-12 115-30 3-14 2.9% 1-16 1.3% 29% False False 403,241
10 119-12 113-26 5-18 4.8% 1-07 1.0% 56% False False 387,505
20 119-12 112-07 7-05 6.1% 1-04 1.0% 66% False False 358,857
40 119-12 110-02 9-10 8.0% 1-00 0.9% 74% False False 330,008
60 119-12 109-29 9-15 8.1% 1-00 0.9% 74% False False 326,775
80 119-12 108-21 10-23 9.2% 0-30 0.8% 77% False False 260,824
100 119-12 106-11 13-01 11.1% 0-30 0.8% 81% False False 208,792
120 119-12 104-18 14-26 12.7% 0-28 0.7% 84% False False 174,047
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 0-06
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 122-08
2.618 120-17
1.618 119-15
1.000 118-26
0.618 118-13
HIGH 117-24
0.618 117-11
0.500 117-07
0.382 117-03
LOW 116-22
0.618 116-01
1.000 115-20
1.618 114-31
2.618 113-29
4.250 112-06
Fisher Pivots for day following 28-Nov-2007
Pivot 1 day 3 day
R1 117-07 117-30
PP 117-04 117-20
S1 117-01 117-09

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

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