ECBOT 30 Year Treasury Bond Future June 2007


Trading Metrics calculated at close of trading on 28-Aug-2006
Day Change Summary
Previous Current
25-Aug-2006 28-Aug-2006 Change Change % Previous Week
Open 110-07 110-07 0-00 0.0% 109-28
High 110-07 110-07 0-00 0.0% 110-07
Low 110-07 110-07 0-00 0.0% 109-28
Close 110-07 110-07 0-00 0.0% 110-07
Range
ATR 0-07 0-07 -0-01 -7.1% 0-00
Volume
Daily Pivots for day following 28-Aug-2006
Classic Woodie Camarilla DeMark
R4 110-07 110-07 110-07
R3 110-07 110-07 110-07
R2 110-07 110-07 110-07
R1 110-07 110-07 110-07 110-07
PP 110-07 110-07 110-07 110-07
S1 110-07 110-07 110-07 110-07
S2 110-07 110-07 110-07
S3 110-07 110-07 110-07
S4 110-07 110-07 110-07
Weekly Pivots for week ending 25-Aug-2006
Classic Woodie Camarilla DeMark
R4 111-04 111-01 110-13
R3 110-25 110-22 110-10
R2 110-14 110-14 110-09
R1 110-11 110-11 110-08 110-12
PP 110-03 110-03 110-03 110-04
S1 110-00 110-00 110-06 110-02
S2 109-24 109-24 110-05
S3 109-13 109-21 110-04
S4 109-02 109-10 110-01
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 110-07 109-28 0-11 0.3% 0-00 0.0% 100% True False
10 110-07 108-26 1-13 1.3% 0-00 0.0% 100% True False
20 110-07 108-01 2-06 2.0% 0-00 0.0% 100% True False
40 110-07 105-16 4-23 4.3% 0-00 0.0% 100% True False
60 110-07 105-06 5-01 4.6% 0-00 0.0% 100% True False 1
80 110-07 105-03 5-04 4.6% 0-00 0.0% 100% True False
100 110-07 105-03 5-04 4.6% 0-00 0.0% 100% True 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 True
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-00
Fibonacci Retracements and Extensions
4.250 110-07
2.618 110-07
1.618 110-07
1.000 110-07
0.618 110-07
HIGH 110-07
0.618 110-07
0.500 110-07
0.382 110-07
LOW 110-07
0.618 110-07
1.000 110-07
1.618 110-07
2.618 110-07
4.250 110-07
Fisher Pivots for day following 28-Aug-2006
Pivot 1 day 3 day
R1 110-07 110-06
PP 110-07 110-06
S1 110-07 110-06

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

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