ECBOT 30 Year Treasury Bond Future June 2008


Trading Metrics calculated at close of trading on 16-Nov-2007
Day Change Summary
Previous Current
15-Nov-2007 16-Nov-2007 Change Change % Previous Week
Open 114-15 114-29 0-14 0.4% 114-00
High 114-24 114-29 0-05 0.1% 114-29
Low 114-15 114-29 0-14 0.4% 113-13
Close 114-24 114-29 0-05 0.1% 114-29
Range 0-09 0-00 -0-09 -100.0% 1-16
ATR
Volume 431,633 396,392 -35,241 -8.2% 1,497,786
Daily Pivots for day following 16-Nov-2007
Classic Woodie Camarilla DeMark
R4 114-29 114-29 114-29
R3 114-29 114-29 114-29
R2 114-29 114-29 114-29
R1 114-29 114-29 114-29 114-29
PP 114-29 114-29 114-29 114-29
S1 114-29 114-29 114-29 114-29
S2 114-29 114-29 114-29
S3 114-29 114-29 114-29
S4 114-29 114-29 114-29
Weekly Pivots for week ending 16-Nov-2007
Classic Woodie Camarilla DeMark
R4 118-29 118-13 115-23
R3 117-13 116-29 115-10
R2 115-29 115-29 115-06
R1 115-13 115-13 115-01 115-21
PP 114-13 114-13 114-13 114-17
S1 113-29 113-29 114-25 114-05
S2 112-29 112-29 114-20
S3 111-13 112-13 114-16
S4 109-29 110-29 114-03
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 114-29 113-13 1-16 1.3% 0-05 0.1% 100% True False 366,415
10 114-29 113-09 1-20 1.4% 0-06 0.2% 100% True False 407,342
Crabel Price Patterns
NR True
NR4 True
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 0-01
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 114-29
2.618 114-29
1.618 114-29
1.000 114-29
0.618 114-29
HIGH 114-29
0.618 114-29
0.500 114-29
0.382 114-29
LOW 114-29
0.618 114-29
1.000 114-29
1.618 114-29
2.618 114-29
4.250 114-29
Fisher Pivots for day following 16-Nov-2007
Pivot 1 day 3 day
R1 114-29 114-21
PP 114-29 114-13
S1 114-29 114-05

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.