ECBOT 30 Year Treasury Bond Future September 2007


Trading Metrics calculated at close of trading on 23-Jul-2007
Day Change Summary
Previous Current
20-Jul-2007 23-Jul-2007 Change Change % Previous Week
Open 107-27 108-16 0-21 0.6% 107-03
High 108-22 108-22 0-00 0.0% 108-22
Low 107-23 108-05 0-14 0.4% 107-01
Close 108-13 108-12 -0-01 0.0% 108-13
Range 0-31 0-17 -0-14 -45.2% 1-21
ATR 0-27 0-27 -0-01 -2.7% 0-00
Volume 323,128 423,488 100,360 31.1% 2,000,901
Daily Pivots for day following 23-Jul-2007
Classic Woodie Camarilla DeMark
R4 110-00 109-23 108-21
R3 109-15 109-06 108-17
R2 108-30 108-30 108-15
R1 108-21 108-21 108-14 108-17
PP 108-13 108-13 108-13 108-11
S1 108-04 108-04 108-10 108-00
S2 107-28 107-28 108-09
S3 107-11 107-19 108-07
S4 106-26 107-02 108-03
Weekly Pivots for week ending 20-Jul-2007
Classic Woodie Camarilla DeMark
R4 113-00 112-12 109-10
R3 111-11 110-23 108-28
R2 109-22 109-22 108-23
R1 109-02 109-02 108-18 109-12
PP 108-01 108-01 108-01 108-06
S1 107-13 107-13 108-08 107-23
S2 106-12 106-12 108-03
S3 104-23 105-24 107-30
S4 103-02 104-03 107-16
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 108-22 107-02 1-20 1.5% 0-23 0.7% 81% True False 408,779
10 108-22 106-15 2-07 2.0% 0-28 0.8% 86% True False 423,806
20 108-22 105-31 2-23 2.5% 0-26 0.7% 89% True False 396,348
40 109-19 104-16 5-03 4.7% 0-27 0.8% 76% False False 425,839
60 112-11 104-16 7-27 7.2% 0-25 0.7% 49% False False 289,753
80 112-11 104-16 7-27 7.2% 0-22 0.6% 49% False False 217,632
100 113-25 104-16 9-09 8.6% 0-19 0.5% 42% False False 174,126
120 113-26 104-16 9-10 8.6% 0-16 0.5% 42% False False 145,106
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-07
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 110-30
2.618 110-03
1.618 109-18
1.000 109-07
0.618 109-01
HIGH 108-22
0.618 108-16
0.500 108-14
0.382 108-11
LOW 108-05
0.618 107-26
1.000 107-20
1.618 107-09
2.618 106-24
4.250 105-29
Fisher Pivots for day following 23-Jul-2007
Pivot 1 day 3 day
R1 108-14 108-08
PP 108-13 108-04
S1 108-12 108-00

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

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