ECBOT 30 Year Treasury Bond Future June 2007


Trading Metrics calculated at close of trading on 23-Apr-2007
Day Change Summary
Previous Current
20-Apr-2007 23-Apr-2007 Change Change % Previous Week
Open 111-10 111-07 -0-03 -0.1% 110-06
High 111-16 111-21 0-05 0.1% 111-26
Low 111-01 111-01 0-00 0.0% 110-02
Close 111-09 111-15 0-06 0.2% 111-09
Range 0-15 0-20 0-05 33.3% 1-24
ATR 0-19 0-19 0-00 0.4% 0-00
Volume 355,757 190,793 -164,964 -46.4% 1,616,384
Daily Pivots for day following 23-Apr-2007
Classic Woodie Camarilla DeMark
R4 113-08 113-00 111-26
R3 112-20 112-12 111-20
R2 112-00 112-00 111-19
R1 111-24 111-24 111-17 111-28
PP 111-12 111-12 111-12 111-14
S1 111-04 111-04 111-13 111-08
S2 110-24 110-24 111-11
S3 110-04 110-16 111-10
S4 109-16 109-28 111-04
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
5 111-26 110-12 1-14 1.3% 0-20 0.6% 76% False False 297,532
10 111-26 110-02 1-24 1.6% 0-18 0.5% 80% False False 269,912
20 112-08 110-00 2-08 2.0% 0-17 0.5% 65% False False 299,341
40 114-02 110-00 4-02 3.6% 0-21 0.6% 36% False False 372,463
60 114-02 109-06 4-28 4.4% 0-20 0.6% 47% False False 257,237
80 114-02 109-06 4-28 4.4% 0-19 0.5% 47% False False 193,041
100 114-22 109-06 5-16 4.9% 0-17 0.5% 41% False False 154,438
120 114-22 109-06 5-16 4.9% 0-15 0.4% 41% False False 128,699
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-06
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 114-10
2.618 113-09
1.618 112-21
1.000 112-09
0.618 112-01
HIGH 111-21
0.618 111-13
0.500 111-11
0.382 111-09
LOW 111-01
0.618 110-21
1.000 110-13
1.618 110-01
2.618 109-13
4.250 108-12
Fisher Pivots for day following 23-Apr-2007
Pivot 1 day 3 day
R1 111-14 111-14
PP 111-12 111-14
S1 111-11 111-14

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

View Archives - Comment on this page... - Back to Index of Symbols