ECBOT 30 Year Treasury Bond Future September 2007


Trading Metrics calculated at close of trading on 18-Apr-2007
Day Change Summary
Previous Current
17-Apr-2007 18-Apr-2007 Change Change % Previous Week
Open 110-16 111-07 0-23 0.7% 110-10
High 111-06 111-18 0-12 0.3% 110-23
Low 110-15 111-07 0-24 0.7% 110-03
Close 111-04 111-15 0-11 0.3% 110-07
Range 0-23 0-11 -0-12 -52.2% 0-20
ATR 0-13 0-13 0-00 0.5% 0-00
Volume 972 693 -279 -28.7% 4,173
Daily Pivots for day following 18-Apr-2007
Classic Woodie Camarilla DeMark
R4 112-14 112-10 111-21
R3 112-03 111-31 111-18
R2 111-24 111-24 111-17
R1 111-20 111-20 111-16 111-22
PP 111-13 111-13 111-13 111-14
S1 111-09 111-09 111-14 111-11
S2 111-02 111-02 111-13
S3 110-23 110-30 111-12
S4 110-12 110-19 111-09
Weekly Pivots for week ending 13-Apr-2007
Classic Woodie Camarilla DeMark
R4 112-07 111-27 110-18
R3 111-19 111-07 110-12
R2 110-31 110-31 110-11
R1 110-19 110-19 110-09 110-15
PP 110-11 110-11 110-11 110-09
S1 109-31 109-31 110-05 109-27
S2 109-23 109-23 110-03
S3 109-03 109-11 110-02
S4 108-15 108-23 109-28
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 111-18 110-03 1-15 1.3% 0-12 0.3% 94% True False 631
10 111-18 110-03 1-15 1.3% 0-10 0.3% 94% True False 766
20 112-14 110-03 2-11 2.1% 0-11 0.3% 59% False False 571
40 113-26 110-03 3-23 3.3% 0-09 0.2% 37% False False 303
60 113-26 109-10 4-16 4.0% 0-06 0.2% 48% False False 202
80 113-26 109-10 4-16 4.0% 0-05 0.1% 48% False False 152
100 114-18 109-10 5-08 4.7% 0-06 0.2% 41% False False 122
120 114-18 109-10 5-08 4.7% 0-05 0.1% 41% False False 102
Crabel Price Patterns
NR True
NR4 True
NR5 False
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 0-00
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 113-01
2.618 112-15
1.618 112-04
1.000 111-29
0.618 111-25
HIGH 111-18
0.618 111-14
0.500 111-12
0.382 111-11
LOW 111-07
0.618 111-00
1.000 110-28
1.618 110-21
2.618 110-10
4.250 109-24
Fisher Pivots for day following 18-Apr-2007
Pivot 1 day 3 day
R1 111-14 111-08
PP 111-13 111-01
S1 111-12 110-26

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

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