ECBOT 30 Year Treasury Bond Future June 2008


Trading Metrics calculated at close of trading on 10-Dec-2007
Day Change Summary
Previous Current
07-Dec-2007 10-Dec-2007 Change Change % Previous Week
Open 115-16 115-00 -0-16 -0.4% 116-07
High 115-16 115-00 -0-16 -0.4% 117-25
Low 114-00 113-14 -0-18 -0.5% 114-00
Close 114-17 114-03 -0-14 -0.4% 114-17
Range 1-16 1-18 0-02 4.2% 3-25
ATR 0-29 0-31 0-01 5.1% 0-00
Volume 448,027 315,781 -132,246 -29.5% 2,065,768
Daily Pivots for day following 10-Dec-2007
Classic Woodie Camarilla DeMark
R4 118-28 118-01 114-30
R3 117-10 116-15 114-17
R2 115-24 115-24 114-12
R1 114-29 114-29 114-08 114-18
PP 114-06 114-06 114-06 114-00
S1 113-11 113-11 113-30 113-00
S2 112-20 112-20 113-26
S3 111-02 111-25 113-21
S4 109-16 110-07 113-08
Weekly Pivots for week ending 07-Dec-2007
Classic Woodie Camarilla DeMark
R4 126-25 124-14 116-20
R3 123-00 120-21 115-18
R2 119-07 119-07 115-07
R1 116-28 116-28 114-28 116-05
PP 115-14 115-14 115-14 115-02
S1 113-03 113-03 114-06 112-12
S2 111-21 111-21 113-27
S3 107-28 109-10 113-16
S4 104-03 105-17 112-14
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117-25 113-14 4-11 3.8% 0-28 0.8% 15% False True 392,444
10 118-05 113-14 4-23 4.1% 1-01 0.9% 14% False True 598,251
20 118-06 113-13 4-25 4.2% 0-21 0.6% 14% False False 484,425
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-04
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 121-20
2.618 119-03
1.618 117-17
1.000 116-18
0.618 115-31
HIGH 115-00
0.618 114-13
0.500 114-07
0.382 114-01
LOW 113-14
0.618 112-15
1.000 111-28
1.618 110-29
2.618 109-11
4.250 106-26
Fisher Pivots for day following 10-Dec-2007
Pivot 1 day 3 day
R1 114-07 114-26
PP 114-06 114-18
S1 114-04 114-10

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

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