ECBOT 30 Year Treasury Bond Future June 2007


Trading Metrics calculated at close of trading on 04-Jan-2007
Day Change Summary
Previous Current
03-Jan-2007 04-Jan-2007 Change Change % Previous Week
Open 112-02 111-30 -0-04 -0.1% 112-13
High 112-05 112-16 0-11 0.3% 112-13
Low 111-17 111-30 0-13 0.4% 111-06
Close 111-28 112-11 0-15 0.4% 111-12
Range 0-20 0-18 -0-02 -10.0% 1-07
ATR 0-15 0-15 0-00 2.5% 0-00
Volume 584 186 -398 -68.2% 399
Daily Pivots for day following 04-Jan-2007
Classic Woodie Camarilla DeMark
R4 113-30 113-23 112-21
R3 113-12 113-05 112-16
R2 112-26 112-26 112-14
R1 112-19 112-19 112-13 112-22
PP 112-08 112-08 112-08 112-10
S1 112-01 112-01 112-09 112-04
S2 111-22 111-22 112-08
S3 111-04 111-15 112-06
S4 110-18 110-29 112-01
Weekly Pivots for week ending 29-Dec-2006
Classic Woodie Camarilla DeMark
R4 115-10 114-18 112-01
R3 114-03 113-11 111-23
R2 112-28 112-28 111-19
R1 112-04 112-04 111-16 111-28
PP 111-21 111-21 111-21 111-17
S1 110-29 110-29 111-08 110-22
S2 110-14 110-14 111-05
S3 109-07 109-22 111-01
S4 108-00 108-15 110-23
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 112-16 111-06 1-10 1.2% 0-12 0.3% 88% True False 222
10 112-30 111-06 1-24 1.6% 0-11 0.3% 66% False False 128
20 114-01 111-06 2-27 2.5% 0-12 0.3% 41% False False 77
40 114-22 111-06 3-16 3.1% 0-08 0.2% 33% False False 44
60 114-22 110-00 4-22 4.2% 0-05 0.1% 50% False False 29
80 114-22 110-00 4-22 4.2% 0-07 0.2% 50% False False 22
100 114-22 108-26 5-28 5.2% 0-05 0.1% 60% False False 18
120 114-22 106-25 7-29 7.0% 0-04 0.1% 70% False False 15
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
4.250 114-28
2.618 113-31
1.618 113-13
1.000 113-02
0.618 112-27
HIGH 112-16
0.618 112-09
0.500 112-07
0.382 112-05
LOW 111-30
0.618 111-19
1.000 111-12
1.618 111-01
2.618 110-15
4.250 109-18
Fisher Pivots for day following 04-Jan-2007
Pivot 1 day 3 day
R1 112-10 112-08
PP 112-08 112-04
S1 112-07 112-00

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

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