ECBOT 30 Year Treasury Bond Future March 2007


Trading Metrics calculated at close of trading on 06-Mar-2007
Day Change Summary
Previous Current
05-Mar-2007 06-Mar-2007 Change Change % Previous Week
Open 113-13 113-13 0-00 0.0% 111-20
High 114-00 113-15 -0-17 -0.5% 114-04
Low 113-05 113-00 -0-05 -0.1% 111-19
Close 113-08 113-07 -0-01 0.0% 113-08
Range 0-27 0-15 -0-12 -44.4% 2-17
ATR 0-24 0-24 -0-01 -2.7% 0-00
Volume 63,234 71,719 8,485 13.4% 2,333,643
Daily Pivots for day following 06-Mar-2007
Classic Woodie Camarilla DeMark
R4 114-20 114-13 113-15
R3 114-05 113-30 113-11
R2 113-22 113-22 113-10
R1 113-15 113-15 113-08 113-11
PP 113-07 113-07 113-07 113-06
S1 113-00 113-00 113-06 112-28
S2 112-24 112-24 113-04
S3 112-09 112-17 113-03
S4 111-26 112-02 112-31
Weekly Pivots for week ending 02-Mar-2007
Classic Woodie Camarilla DeMark
R4 120-19 119-14 114-21
R3 118-02 116-29 113-30
R2 115-17 115-17 113-23
R1 114-12 114-12 113-15 114-30
PP 113-00 113-00 113-00 113-09
S1 111-27 111-27 113-01 112-14
S2 110-15 110-15 112-25
S3 107-30 109-10 112-18
S4 105-13 106-25 111-27
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 114-00 112-21 1-11 1.2% 0-23 0.6% 42% False False 285,312
10 114-04 110-28 3-08 2.9% 0-27 0.7% 72% False False 359,905
20 114-04 110-02 4-02 3.6% 0-23 0.6% 78% False False 362,184
40 114-04 109-06 4-30 4.4% 0-22 0.6% 82% False False 331,916
60 114-11 109-06 5-05 4.6% 0-23 0.6% 78% False False 308,254
80 114-30 109-06 5-24 5.1% 0-23 0.6% 70% False False 266,433
100 114-30 109-06 5-24 5.1% 0-21 0.6% 70% False False 213,304
120 114-30 109-06 5-24 5.1% 0-20 0.5% 70% False False 177,801
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 0-03
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 115-15
2.618 114-22
1.618 114-07
1.000 113-30
0.618 113-24
HIGH 113-15
0.618 113-09
0.500 113-08
0.382 113-06
LOW 113-00
0.618 112-23
1.000 112-17
1.618 112-08
2.618 111-25
4.250 111-00
Fisher Pivots for day following 06-Mar-2007
Pivot 1 day 3 day
R1 113-08 113-12
PP 113-07 113-10
S1 113-07 113-09

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

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