ECBOT 30 Year Treasury Bond Future June 2007


Trading Metrics calculated at close of trading on 28-Mar-2007
Day Change Summary
Previous Current
27-Mar-2007 28-Mar-2007 Change Change % Previous Week
Open 111-28 111-27 -0-01 0.0% 112-26
High 112-00 112-08 0-08 0.2% 113-03
Low 111-19 111-14 -0-05 -0.1% 111-24
Close 111-24 111-19 -0-05 -0.1% 111-27
Range 0-13 0-26 0-13 100.0% 1-11
ATR 0-22 0-23 0-00 1.1% 0-00
Volume 301,943 365,708 63,765 21.1% 1,840,261
Daily Pivots for day following 28-Mar-2007
Classic Woodie Camarilla DeMark
R4 114-06 113-23 112-01
R3 113-12 112-29 111-26
R2 112-18 112-18 111-24
R1 112-03 112-03 111-21 111-30
PP 111-24 111-24 111-24 111-22
S1 111-09 111-09 111-17 111-04
S2 110-30 110-30 111-14
S3 110-04 110-15 111-12
S4 109-10 109-21 111-05
Weekly Pivots for week ending 23-Mar-2007
Classic Woodie Camarilla DeMark
R4 116-08 115-13 112-19
R3 114-29 114-02 112-07
R2 113-18 113-18 112-03
R1 112-23 112-23 111-31 112-15
PP 112-07 112-07 112-07 112-04
S1 111-12 111-12 111-23 111-04
S2 110-28 110-28 111-19
S3 109-17 110-01 111-15
S4 108-06 108-22 111-03
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 112-25 111-14 1-11 1.2% 0-22 0.6% 12% False True 399,851
10 113-03 111-14 1-21 1.5% 0-21 0.6% 9% False True 382,259
20 113-30 111-14 2-16 2.2% 0-23 0.6% 6% False True 428,081
40 114-02 109-06 4-28 4.4% 0-22 0.6% 49% False False 252,828
60 114-02 109-06 4-28 4.4% 0-20 0.6% 49% False False 168,729
80 114-22 109-06 5-16 4.9% 0-18 0.5% 44% False False 126,558
100 114-22 109-06 5-16 4.9% 0-15 0.4% 44% False False 101,247
120 114-22 109-06 5-16 4.9% 0-13 0.4% 44% False False 84,373
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0-07
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 115-22
2.618 114-12
1.618 113-18
1.000 113-02
0.618 112-24
HIGH 112-08
0.618 111-30
0.500 111-27
0.382 111-24
LOW 111-14
0.618 110-30
1.000 110-20
1.618 110-04
2.618 109-10
4.250 108-00
Fisher Pivots for day following 28-Mar-2007
Pivot 1 day 3 day
R1 111-27 111-28
PP 111-24 111-25
S1 111-22 111-22

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

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