ECBOT 30 Year Treasury Bond Future June 2007


Trading Metrics calculated at close of trading on 20-Apr-2007
Day Change Summary
Previous Current
19-Apr-2007 20-Apr-2007 Change Change % Previous Week
Open 111-16 111-10 -0-06 -0.2% 110-06
High 111-26 111-16 -0-10 -0.3% 111-26
Low 111-05 111-01 -0-04 -0.1% 110-02
Close 111-11 111-09 -0-02 -0.1% 111-09
Range 0-21 0-15 -0-06 -28.6% 1-24
ATR 0-19 0-19 0-00 -1.6% 0-00
Volume 259,762 355,757 95,995 37.0% 1,616,384
Daily Pivots for day following 20-Apr-2007
Classic Woodie Camarilla DeMark
R4 112-22 112-14 111-17
R3 112-07 111-31 111-13
R2 111-24 111-24 111-12
R1 111-16 111-16 111-10 111-12
PP 111-09 111-09 111-09 111-07
S1 111-01 111-01 111-08 110-30
S2 110-26 110-26 111-06
S3 110-11 110-18 111-05
S4 109-28 110-03 111-01
Weekly Pivots for week ending 20-Apr-2007
Classic Woodie Camarilla DeMark
R4 116-10 115-17 112-08
R3 114-18 113-25 111-24
R2 112-26 112-26 111-19
R1 112-01 112-01 111-14 112-14
PP 111-02 111-02 111-02 111-08
S1 110-09 110-09 111-04 110-22
S2 109-10 109-10 110-31
S3 107-18 108-17 110-26
S4 105-26 106-25 110-10
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 111-26 110-02 1-24 1.6% 0-20 0.6% 70% False False 323,276
10 111-26 110-02 1-24 1.6% 0-17 0.5% 70% False False 267,752
20 112-11 110-00 2-11 2.1% 0-18 0.5% 55% False False 305,320
40 114-02 110-00 4-02 3.7% 0-21 0.6% 32% False False 372,627
60 114-02 109-06 4-28 4.4% 0-20 0.6% 43% False False 254,082
80 114-02 109-06 4-28 4.4% 0-19 0.5% 43% False False 190,656
100 114-22 109-06 5-16 4.9% 0-17 0.5% 38% False False 152,531
120 114-22 109-06 5-16 4.9% 0-15 0.4% 38% False False 127,109
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0-05
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 113-16
2.618 112-23
1.618 112-08
1.000 111-31
0.618 111-25
HIGH 111-16
0.618 111-10
0.500 111-08
0.382 111-07
LOW 111-01
0.618 110-24
1.000 110-18
1.618 110-09
2.618 109-26
4.250 109-01
Fisher Pivots for day following 20-Apr-2007
Pivot 1 day 3 day
R1 111-09 111-14
PP 111-09 111-12
S1 111-08 111-10

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

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