ECBOT 30 Year Treasury Bond Future December 2007


Trading Metrics calculated at close of trading on 30-Oct-2007
Day Change Summary
Previous Current
29-Oct-2007 30-Oct-2007 Change Change % Previous Week
Open 113-12 113-21 0-09 0.2% 113-14
High 113-26 113-26 0-00 0.0% 114-05
Low 113-04 113-07 0-03 0.1% 112-28
Close 113-21 113-19 -0-02 -0.1% 113-16
Range 0-22 0-19 -0-03 -13.6% 1-09
ATR 0-28 0-27 -0-01 -2.3% 0-00
Volume 316,432 174,152 -142,280 -45.0% 1,845,218
Daily Pivots for day following 30-Oct-2007
Classic Woodie Camarilla DeMark
R4 115-10 115-02 113-29
R3 114-23 114-15 113-24
R2 114-04 114-04 113-22
R1 113-28 113-28 113-21 113-22
PP 113-17 113-17 113-17 113-15
S1 113-09 113-09 113-17 113-04
S2 112-30 112-30 113-16
S3 112-11 112-22 113-14
S4 111-24 112-03 113-09
Weekly Pivots for week ending 26-Oct-2007
Classic Woodie Camarilla DeMark
R4 117-11 116-23 114-07
R3 116-02 115-14 113-27
R2 114-25 114-25 113-24
R1 114-05 114-05 113-20 114-15
PP 113-16 113-16 113-16 113-22
S1 112-28 112-28 113-12 113-06
S2 112-07 112-07 113-08
S3 110-30 111-19 113-05
S4 109-21 110-10 112-25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 114-05 113-04 1-01 0.9% 0-23 0.6% 45% False False 315,362
10 114-05 110-13 3-24 3.3% 0-28 0.8% 85% False False 343,300
20 114-05 110-02 4-03 3.6% 0-28 0.8% 86% False False 301,159
40 114-08 109-29 4-11 3.8% 0-30 0.8% 85% False False 310,733
60 114-08 108-21 5-19 4.9% 0-29 0.8% 88% False False 228,146
80 114-08 106-11 7-29 7.0% 0-28 0.8% 92% False False 171,276
100 114-08 104-18 9-22 8.5% 0-26 0.7% 93% False False 137,085
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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-05
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 116-11
2.618 115-12
1.618 114-25
1.000 114-13
0.618 114-06
HIGH 113-26
0.618 113-19
0.500 113-16
0.382 113-14
LOW 113-07
0.618 112-27
1.000 112-20
1.618 112-08
2.618 111-21
4.250 110-22
Fisher Pivots for day following 30-Oct-2007
Pivot 1 day 3 day
R1 113-18 113-18
PP 113-17 113-17
S1 113-16 113-16

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

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