ECBOT 30 Year Treasury Bond Future December 2007


Trading Metrics calculated at close of trading on 29-Nov-2007
Day Change Summary
Previous Current
28-Nov-2007 29-Nov-2007 Change Change % Previous Week
Open 117-17 116-23 -0-26 -0.7% 115-08
High 117-24 118-11 0-19 0.5% 116-31
Low 116-22 116-13 -0-09 -0.2% 115-06
Close 116-30 117-25 0-27 0.7% 116-28
Range 1-02 1-30 0-28 82.4% 1-25
ATR 1-03 1-05 0-02 5.4% 0-00
Volume 745,500 615,524 -129,976 -17.4% 1,393,563
Daily Pivots for day following 29-Nov-2007
Classic Woodie Camarilla DeMark
R4 123-10 122-16 118-27
R3 121-12 120-18 118-10
R2 119-14 119-14 118-04
R1 118-20 118-20 117-31 119-01
PP 117-16 117-16 117-16 117-23
S1 116-22 116-22 117-19 117-03
S2 115-18 115-18 117-14
S3 113-20 114-24 117-08
S4 111-22 112-26 116-23
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
5 119-12 116-11 3-01 2.6% 1-22 1.4% 47% False False 453,360
10 119-12 114-08 5-04 4.4% 1-11 1.1% 69% False False 419,590
20 119-12 112-07 7-05 6.1% 1-05 1.0% 78% False False 378,282
40 119-12 110-02 9-10 7.9% 1-01 0.9% 83% False False 337,479
60 119-12 109-29 9-15 8.0% 1-00 0.9% 83% False False 332,334
80 119-12 108-21 10-23 9.1% 0-31 0.8% 85% False False 268,498
100 119-12 106-11 13-01 11.1% 0-30 0.8% 88% False False 214,946
120 119-12 104-18 14-26 12.6% 0-28 0.7% 89% False False 179,176
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-06
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 126-18
2.618 123-13
1.618 121-15
1.000 120-09
0.618 119-17
HIGH 118-11
0.618 117-19
0.500 117-12
0.382 117-05
LOW 116-13
0.618 115-07
1.000 114-15
1.618 113-09
2.618 111-11
4.250 108-06
Fisher Pivots for day following 29-Nov-2007
Pivot 1 day 3 day
R1 117-21 117-24
PP 117-16 117-22
S1 117-12 117-20

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

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