ECBOT 30 Year Treasury Bond Future December 2007


Trading Metrics calculated at close of trading on 30-Nov-2007
Day Change Summary
Previous Current
29-Nov-2007 30-Nov-2007 Change Change % Previous Week
Open 116-23 117-29 1-06 1.0% 116-25
High 118-11 118-05 -0-06 -0.2% 119-12
Low 116-13 116-19 0-06 0.2% 116-13
Close 117-25 117-06 -0-19 -0.5% 117-06
Range 1-30 1-18 -0-12 -19.4% 2-31
ATR 1-05 1-06 0-01 2.4% 0-00
Volume 615,524 675,740 60,216 9.8% 2,688,886
Daily Pivots for day following 30-Nov-2007
Classic Woodie Camarilla DeMark
R4 122-00 121-05 118-02
R3 120-14 119-19 117-20
R2 118-28 118-28 117-15
R1 118-01 118-01 117-11 117-22
PP 117-10 117-10 117-10 117-04
S1 116-15 116-15 117-01 116-04
S2 115-24 115-24 116-29
S3 114-06 114-29 116-24
S4 112-20 113-11 116-10
Weekly Pivots for week ending 30-Nov-2007
Classic Woodie Camarilla DeMark
R4 126-18 124-27 118-26
R3 123-19 121-28 118-00
R2 120-20 120-20 117-23
R1 118-29 118-29 117-15 119-24
PP 117-21 117-21 117-21 118-03
S1 115-30 115-30 116-29 116-26
S2 114-22 114-22 116-21
S3 111-23 112-31 116-12
S4 108-24 110-00 115-18
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119-12 116-13 2-31 2.5% 1-28 1.6% 26% False False 537,777
10 119-12 115-04 4-08 3.6% 1-12 1.2% 49% False False 450,426
20 119-12 113-10 6-02 5.2% 1-05 1.0% 64% False False 394,064
40 119-12 110-02 9-10 7.9% 1-02 0.9% 77% False False 347,418
60 119-12 109-29 9-15 8.1% 1-01 0.9% 77% False False 337,787
80 119-12 108-23 10-21 9.1% 0-31 0.8% 79% False False 276,915
100 119-12 106-11 13-01 11.1% 0-30 0.8% 83% False False 221,695
120 119-12 105-12 14-00 11.9% 0-28 0.7% 84% False False 184,807
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-06
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 124-26
2.618 122-08
1.618 120-22
1.000 119-23
0.618 119-04
HIGH 118-05
0.618 117-18
0.500 117-12
0.382 117-06
LOW 116-19
0.618 115-20
1.000 115-01
1.618 114-02
2.618 112-16
4.250 109-30
Fisher Pivots for day following 30-Nov-2007
Pivot 1 day 3 day
R1 117-12 117-12
PP 117-10 117-10
S1 117-08 117-08

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

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