ECBOT 30 Year Treasury Bond Future June 2007


Trading Metrics calculated at close of trading on 30-Jan-2007
Day Change Summary
Previous Current
29-Jan-2007 30-Jan-2007 Change Change % Previous Week
Open 109-18 109-09 -0-09 -0.3% 109-27
High 109-21 109-15 -0-06 -0.2% 110-30
Low 109-06 109-09 0-03 0.1% 109-06
Close 109-10 109-13 0-03 0.1% 109-14
Range 0-15 0-06 -0-09 -60.0% 1-24
ATR 0-17 0-16 -0-01 -4.6% 0-00
Volume 891 1,021 130 14.6% 3,885
Daily Pivots for day following 30-Jan-2007
Classic Woodie Camarilla DeMark
R4 109-30 109-28 109-16
R3 109-24 109-22 109-15
R2 109-18 109-18 109-14
R1 109-16 109-16 109-14 109-17
PP 109-12 109-12 109-12 109-13
S1 109-10 109-10 109-12 109-11
S2 109-06 109-06 109-12
S3 109-00 109-04 109-11
S4 108-26 108-30 109-10
Weekly Pivots for week ending 26-Jan-2007
Classic Woodie Camarilla DeMark
R4 115-03 114-01 110-13
R3 113-11 112-09 109-29
R2 111-19 111-19 109-24
R1 110-17 110-17 109-19 110-06
PP 109-27 109-27 109-27 109-22
S1 108-25 108-25 109-09 108-14
S2 108-03 108-03 109-04
S3 106-11 107-01 108-31
S4 104-19 105-09 108-15
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 110-16 109-06 1-10 1.2% 0-16 0.5% 17% False False 1,013
10 111-00 109-06 1-26 1.7% 0-17 0.5% 12% False False 824
20 112-23 109-06 3-17 3.2% 0-15 0.4% 6% False False 531
40 114-22 109-06 5-16 5.0% 0-13 0.4% 4% False False 287
60 114-22 109-06 5-16 5.0% 0-10 0.3% 4% False False 193
80 114-22 109-06 5-16 5.0% 0-08 0.2% 4% False False 145
100 114-22 109-06 5-16 5.0% 0-08 0.2% 4% False False 116
120 114-22 108-01 6-21 6.1% 0-07 0.2% 21% False False 97
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-02
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 110-08
2.618 109-31
1.618 109-25
1.000 109-21
0.618 109-19
HIGH 109-15
0.618 109-13
0.500 109-12
0.382 109-11
LOW 109-09
0.618 109-05
1.000 109-03
1.618 108-31
2.618 108-25
4.250 108-16
Fisher Pivots for day following 30-Jan-2007
Pivot 1 day 3 day
R1 109-13 109-18
PP 109-12 109-16
S1 109-12 109-15

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

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