ECBOT 30 Year Treasury Bond Future June 2007

Trading Metrics calculated at close of trading on 09-Jun-2006

Day Change Summary
	Previous	Current
	08-Jun-2006	09-Jun-2006	Change	Change %	Previous Week
Open	107-22	107-25	0-03	0.1%	107-07
High	107-25	107-25	0-00	0.0%	107-25
Low	107-22	107-25	0-03	0.1%	107-07
Close	107-22	107-25	0-03	0.1%	107-25
Range	0-03	0-00	-0-03	-100.0%	0-18
ATR	0-12	0-11	-0-01	-5.3%	0-00
Volume	20	20	0	0.0%	40

Daily Pivots for day following 09-Jun-2006
	Classic	Woodie	Camarilla	DeMark
R4	107-25	107-25	107-25
R3	107-25	107-25	107-25
R2	107-25	107-25	107-25
R1	107-25	107-25	107-25	107-25
PP	107-25	107-25	107-25	107-25
S1	107-25	107-25	107-25	107-25
S2	107-25	107-25	107-25
S3	107-25	107-25	107-25
S4	107-25	107-25	107-25

Weekly Pivots for week ending 09-Jun-2006
	Classic	Woodie	Camarilla	DeMark
R4	109-09	109-03	108-03
R3	108-23	108-17	107-30
R2	108-05	108-05	107-28
R1	107-31	107-31	107-27	108-02
PP	107-19	107-19	107-19	107-20
S1	107-13	107-13	107-23	107-16
S2	107-01	107-01	107-22
S3	106-15	106-27	107-20
S4	105-29	106-09	107-15

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	107-25	107-07	0-18	0.5%	0-01	0.0%	100%	True	False	8
10	107-25	106-02	1-23	1.6%	0-00	0.0%	100%	True	False	4
20	107-25	105-03	2-22	2.5%	0-00	0.0%	100%	True	False	2
40	107-25	105-03	2-22	2.5%	0-00	0.0%	100%	True	False	1

Crabel Price Patterns
NR	True
NR4	False
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 2 trading days

Fibonacci Retracements and Extensions
4.250	107-25
2.618	107-25
1.618	107-25
1.000	107-25
0.618	107-25
HIGH	107-25
0.618	107-25
0.500	107-25
0.382	107-25
LOW	107-25
0.618	107-25
1.000	107-25
1.618	107-25
2.618	107-25
4.250	107-25

Fisher Pivots for day following 09-Jun-2006
Pivot	1 day	3 day
R1	107-25	107-23
PP	107-25	107-21
S1	107-25	107-18

Download as Excel Spreadsheet

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

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