ECBOT 30 Year Treasury Bond Future June 2007

Trading Metrics calculated at close of trading on 19-Mar-2007

Day Change Summary
	Previous	Current
	16-Mar-2007	19-Mar-2007	Change	Change %	Previous Week
Open	112-27	112-26	-0-01	0.0%	112-12
High	113-00	112-30	-0-02	-0.1%	113-19
Low	112-14	112-12	-0-02	-0.1%	112-07
Close	112-26	112-16	-0-10	-0.3%	112-26
Range	0-18	0-18	0-00	0.0%	1-12
ATR	0-23	0-22	0-00	-1.5%	0-00
Volume	395,755	322,635	-73,120	-18.5%	2,317,700

Daily Pivots for day following 19-Mar-2007
	Classic	Woodie	Camarilla	DeMark
R4	114-09	113-31	112-26
R3	113-23	113-13	112-21
R2	113-05	113-05	112-19
R1	112-27	112-27	112-18	112-23
PP	112-19	112-19	112-19	112-18
S1	112-09	112-09	112-14	112-05
S2	112-01	112-01	112-13
S3	111-15	111-23	112-11
S4	110-29	111-05	112-06

Weekly Pivots for week ending 16-Mar-2007
	Classic	Woodie	Camarilla	DeMark
R4	117-00	116-09	113-18
R3	115-20	114-29	113-06
R2	114-08	114-08	113-02
R1	113-17	113-17	112-30	113-28
PP	112-28	112-28	112-28	113-02
S1	112-05	112-05	112-22	112-16
S2	111-16	111-16	112-18
S3	110-04	110-25	112-14
S4	108-24	109-13	112-02

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	113-19	112-12	1-07	1.1%	0-21	0.6%	10%	False	True	426,483
10	113-20	112-07	1-13	1.3%	0-22	0.6%	20%	False	False	443,030
20	114-02	110-26	3-08	2.9%	0-24	0.7%	52%	False	False	378,919
40	114-02	109-06	4-28	4.3%	0-21	0.6%	68%	False	False	190,582
60	114-02	109-06	4-28	4.3%	0-18	0.5%	68%	False	False	127,144
80	114-22	109-06	5-16	4.9%	0-16	0.5%	60%	False	False	95,363
100	114-22	109-06	5-16	4.9%	0-13	0.4%	60%	False	False	76,291
120	114-22	109-06	5-16	4.9%	0-12	0.3%	60%	False	False	63,576

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	0-04

Fibonacci Retracements and Extensions
4.250	115-10
2.618	114-13
1.618	113-27
1.000	113-16
0.618	113-09
HIGH	112-30
0.618	112-23
0.500	112-21
0.382	112-19
LOW	112-12
0.618	112-01
1.000	111-26
1.618	111-15
2.618	110-29
4.250	110-00

Fisher Pivots for day following 19-Mar-2007
Pivot	1 day	3 day
R1	112-21	112-22
PP	112-19	112-20
S1	112-18	112-18

Download as Excel Spreadsheet

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

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