ECBOT 30 Year Treasury Bond Future June 2007


Trading Metrics calculated at close of trading on 09-Aug-2006
Day Change Summary
Previous Current
08-Aug-2006 09-Aug-2006 Change Change % Previous Week
Open 109-03 108-29 -0-06 -0.2% 108-09
High 109-03 108-29 -0-06 -0.2% 109-09
Low 109-03 108-29 -0-06 -0.2% 108-09
Close 109-03 108-29 -0-06 -0.2% 109-09
Range
ATR 0-08 0-08 0-00 -2.0% 0-00
Volume
Daily Pivots for day following 09-Aug-2006
Classic Woodie Camarilla DeMark
R4 108-29 108-29 108-29
R3 108-29 108-29 108-29
R2 108-29 108-29 108-29
R1 108-29 108-29 108-29 108-29
PP 108-29 108-29 108-29 108-29
S1 108-29 108-29 108-29 108-29
S2 108-29 108-29 108-29
S3 108-29 108-29 108-29
S4 108-29 108-29 108-29
Weekly Pivots for week ending 04-Aug-2006
Classic Woodie Camarilla DeMark
R4 111-30 111-20 109-27
R3 110-30 110-20 109-18
R2 109-30 109-30 109-15
R1 109-20 109-20 109-12 109-25
PP 108-30 108-30 108-30 109-01
S1 108-20 108-20 109-06 108-25
S2 107-30 107-30 109-03
S3 106-30 107-20 109-00
S4 105-30 106-20 108-23
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 109-09 108-23 0-18 0.5% 0-00 0.0% 33% False False
10 109-09 107-23 1-18 1.4% 0-00 0.0% 76% False False
20 109-09 106-25 2-16 2.3% 0-00 0.0% 85% False False
40 109-09 105-06 4-03 3.8% 0-00 0.0% 91% False False
60 109-09 105-06 4-03 3.8% 0-00 0.0% 91% False False 1
80 109-09 105-03 4-06 3.8% 0-00 0.0% 91% False False
Crabel Price Patterns
NR False
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
Fibonacci Retracements and Extensions
4.250 108-29
2.618 108-29
1.618 108-29
1.000 108-29
0.618 108-29
HIGH 108-29
0.618 108-29
0.500 108-29
0.382 108-29
LOW 108-29
0.618 108-29
1.000 108-29
1.618 108-29
2.618 108-29
4.250 108-29
Fisher Pivots for day following 09-Aug-2006
Pivot 1 day 3 day
R1 108-29 109-02
PP 108-29 109-00
S1 108-29 108-31

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

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