ECBOT 30 Year Treasury Bond Future June 2007


Trading Metrics calculated at close of trading on 02-Apr-2007
Day Change Summary
Previous Current
30-Mar-2007 02-Apr-2007 Change Change % Previous Week
Open 111-13 111-09 -0-04 -0.1% 111-26
High 112-00 111-17 -0-15 -0.4% 112-11
Low 111-04 111-07 0-03 0.1% 111-04
Close 111-08 111-11 0-03 0.1% 111-08
Range 0-28 0-10 -0-18 -64.3% 1-07
ATR 0-22 0-22 -0-01 -4.0% 0-00
Volume 329,511 599,485 269,974 81.9% 1,836,345
Daily Pivots for day following 02-Apr-2007
Classic Woodie Camarilla DeMark
R4 112-10 112-04 111-16
R3 112-00 111-26 111-14
R2 111-22 111-22 111-13
R1 111-16 111-16 111-12 111-19
PP 111-12 111-12 111-12 111-13
S1 111-06 111-06 111-10 111-09
S2 111-02 111-02 111-09
S3 110-24 110-28 111-08
S4 110-14 110-18 111-06
Weekly Pivots for week ending 30-Mar-2007
Classic Woodie Camarilla DeMark
R4 115-07 114-15 111-29
R3 114-00 113-08 111-19
R2 112-25 112-25 111-15
R1 112-01 112-01 111-12 111-26
PP 111-18 111-18 111-18 111-15
S1 110-26 110-26 111-04 110-18
S2 110-11 110-11 111-01
S3 109-04 109-19 110-29
S4 107-29 108-12 110-19
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 112-08 111-04 1-04 1.0% 0-18 0.5% 19% False False 425,089
10 113-03 111-04 1-31 1.8% 0-21 0.6% 11% False False 395,345
20 113-20 111-04 2-16 2.2% 0-21 0.6% 9% False False 419,188
40 114-02 109-31 4-03 3.7% 0-22 0.6% 34% False False 289,155
60 114-02 109-06 4-28 4.4% 0-20 0.6% 44% False False 193,013
80 114-02 109-06 4-28 4.4% 0-18 0.5% 44% False False 144,779
100 114-22 109-06 5-16 4.9% 0-15 0.4% 39% False False 115,825
120 114-22 109-06 5-16 4.9% 0-13 0.4% 39% False False 96,521
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 0-07
Narrowest range in 43 trading days
Fibonacci Retracements and Extensions
4.250 112-28
2.618 112-11
1.618 112-01
1.000 111-27
0.618 111-23
HIGH 111-17
0.618 111-13
0.500 111-12
0.382 111-11
LOW 111-07
0.618 111-01
1.000 110-29
1.618 110-23
2.618 110-13
4.250 109-28
Fisher Pivots for day following 02-Apr-2007
Pivot 1 day 3 day
R1 111-12 111-18
PP 111-12 111-16
S1 111-11 111-13

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

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