ECBOT 30 Year Treasury Bond Future June 2007

Trading Metrics calculated at close of trading on 28-Mar-2007

Day Change Summary
	Previous	Current
	27-Mar-2007	28-Mar-2007	Change	Change %	Previous Week
Open	111-28	111-27	-0-01	0.0%	112-26
High	112-00	112-08	0-08	0.2%	113-03
Low	111-19	111-14	-0-05	-0.1%	111-24
Close	111-24	111-19	-0-05	-0.1%	111-27
Range	0-13	0-26	0-13	100.0%	1-11
ATR	0-22	0-23	0-00	1.1%	0-00
Volume	301,943	365,708	63,765	21.1%	1,840,261

Daily Pivots for day following 28-Mar-2007
	Classic	Woodie	Camarilla	DeMark
R4	114-06	113-23	112-01
R3	113-12	112-29	111-26
R2	112-18	112-18	111-24
R1	112-03	112-03	111-21	111-30
PP	111-24	111-24	111-24	111-22
S1	111-09	111-09	111-17	111-04
S2	110-30	110-30	111-14
S3	110-04	110-15	111-12
S4	109-10	109-21	111-05

Weekly Pivots for week ending 23-Mar-2007
	Classic	Woodie	Camarilla	DeMark
R4	116-08	115-13	112-19
R3	114-29	114-02	112-07
R2	113-18	113-18	112-03
R1	112-23	112-23	111-31	112-15
PP	112-07	112-07	112-07	112-04
S1	111-12	111-12	111-23	111-04
S2	110-28	110-28	111-19
S3	109-17	110-01	111-15
S4	108-06	108-22	111-03

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	112-25	111-14	1-11	1.2%	0-22	0.6%	12%	False	True	399,851
10	113-03	111-14	1-21	1.5%	0-21	0.6%	9%	False	True	382,259
20	113-30	111-14	2-16	2.2%	0-23	0.6%	6%	False	True	428,081
40	114-02	109-06	4-28	4.4%	0-22	0.6%	49%	False	False	252,828
60	114-02	109-06	4-28	4.4%	0-20	0.6%	49%	False	False	168,729
80	114-22	109-06	5-16	4.9%	0-18	0.5%	44%	False	False	126,558
100	114-22	109-06	5-16	4.9%	0-15	0.4%	44%	False	False	101,247
120	114-22	109-06	5-16	4.9%	0-13	0.4%	44%	False	False	84,373

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-07
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	115-22
2.618	114-12
1.618	113-18
1.000	113-02
0.618	112-24
HIGH	112-08
0.618	111-30
0.500	111-27
0.382	111-24
LOW	111-14
0.618	110-30
1.000	110-20
1.618	110-04
2.618	109-10
4.250	108-00

Fisher Pivots for day following 28-Mar-2007
Pivot	1 day	3 day
R1	111-27	111-28
PP	111-24	111-25
S1	111-22	111-22

Download as Excel Spreadsheet

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

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