ECBOT 30 Year Treasury Bond Future June 2007


Trading Metrics calculated at close of trading on 08-May-2007
Day Change Summary
Previous Current
07-May-2007 08-May-2007 Change Change % Previous Week
Open 111-26 112-01 0-07 0.2% 110-30
High 112-02 112-10 0-08 0.2% 112-02
Low 111-20 111-25 0-05 0.1% 110-15
Close 111-30 111-27 -0-03 -0.1% 111-27
Range 0-14 0-17 0-03 21.4% 1-19
ATR 0-21 0-21 0-00 -1.4% 0-00
Volume 402,497 161,123 -241,374 -60.0% 1,724,022
Daily Pivots for day following 08-May-2007
Classic Woodie Camarilla DeMark
R4 113-18 113-08 112-04
R3 113-01 112-23 112-00
R2 112-16 112-16 111-30
R1 112-06 112-06 111-29 112-02
PP 111-31 111-31 111-31 111-30
S1 111-21 111-21 111-25 111-18
S2 111-14 111-14 111-24
S3 110-29 111-04 111-22
S4 110-12 110-19 111-18
Weekly Pivots for week ending 04-May-2007
Classic Woodie Camarilla DeMark
R4 116-08 115-20 112-23
R3 114-21 114-01 112-09
R2 113-02 113-02 112-04
R1 112-14 112-14 112-00 112-24
PP 111-15 111-15 111-15 111-20
S1 110-27 110-27 111-22 111-05
S2 109-28 109-28 111-18
S3 108-09 109-08 111-13
S4 106-22 107-21 110-31
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 112-10 110-15 1-27 1.6% 0-23 0.7% 75% True False 318,784
10 112-10 110-15 1-27 1.6% 0-22 0.6% 75% True False 319,697
20 112-10 110-02 2-08 2.0% 0-20 0.6% 79% True False 300,904
40 113-19 110-00 3-19 3.2% 0-20 0.5% 51% False False 327,277
60 114-02 109-31 4-03 3.7% 0-21 0.6% 46% False False 314,621
80 114-02 109-06 4-28 4.4% 0-20 0.6% 54% False False 236,275
100 114-02 109-06 4-28 4.4% 0-19 0.5% 54% False False 189,043
120 114-22 109-06 5-16 4.9% 0-17 0.5% 48% False False 157,539
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-07
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 114-18
2.618 113-23
1.618 113-06
1.000 112-27
0.618 112-21
HIGH 112-10
0.618 112-04
0.500 112-02
0.382 111-31
LOW 111-25
0.618 111-14
1.000 111-08
1.618 110-29
2.618 110-12
4.250 109-17
Fisher Pivots for day following 08-May-2007
Pivot 1 day 3 day
R1 112-02 111-22
PP 111-31 111-17
S1 111-29 111-12

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

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