ECBOT 30 Year Treasury Bond Future March 2008


Trading Metrics calculated at close of trading on 05-Oct-2007
Day Change Summary
Previous Current
04-Oct-2007 05-Oct-2007 Change Change % Previous Week
Open 111-25 111-11 -0-14 -0.4% 111-07
High 111-25 111-11 -0-14 -0.4% 112-07
Low 111-25 110-18 -1-07 -1.1% 110-18
Close 112-01 110-23 -1-10 -1.2% 110-23
Range 0-00 0-25 0-25 1-21
ATR 0-18 0-20 0-02 11.9% 0-00
Volume 67 863 796 1,188.1% 1,152
Daily Pivots for day following 05-Oct-2007
Classic Woodie Camarilla DeMark
R4 113-07 112-24 111-05
R3 112-14 111-31 110-30
R2 111-21 111-21 110-28
R1 111-06 111-06 110-25 111-01
PP 110-28 110-28 110-28 110-26
S1 110-13 110-13 110-21 110-08
S2 110-03 110-03 110-18
S3 109-10 109-20 110-16
S4 108-17 108-27 110-09
Weekly Pivots for week ending 05-Oct-2007
Classic Woodie Camarilla DeMark
R4 116-04 115-03 111-20
R3 114-15 113-14 111-06
R2 112-26 112-26 111-01
R1 111-25 111-25 110-28 111-15
PP 111-05 111-05 111-05 111-00
S1 110-04 110-04 110-18 109-26
S2 109-16 109-16 110-13
S3 107-27 108-15 110-08
S4 106-06 106-26 109-26
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 112-07 110-18 1-21 1.5% 0-09 0.2% 9% False True 230
10 112-07 110-09 1-30 1.7% 0-09 0.3% 23% False False 152
20 114-11 109-24 4-19 4.1% 0-17 0.5% 21% False False 93
40 114-11 109-01 5-10 4.8% 0-11 0.3% 32% False False 55
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-00
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 114-21
2.618 113-12
1.618 112-19
1.000 112-04
0.618 111-26
HIGH 111-11
0.618 111-01
0.500 110-30
0.382 110-28
LOW 110-18
0.618 110-03
1.000 109-25
1.618 109-10
2.618 108-17
4.250 107-08
Fisher Pivots for day following 05-Oct-2007
Pivot 1 day 3 day
R1 110-30 111-08
PP 110-28 111-02
S1 110-26 110-29

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

View Archives - Comment on this page... - Back to Index of Symbols