ECBOT 30 Year Treasury Bond Future June 2007

Trading Metrics calculated at close of trading on 11-May-2007

Day Change Summary
	Previous	Current
	10-May-2007	11-May-2007	Change	Change %	Previous Week
Open	111-12	111-19	0-07	0.2%	111-26
High	111-22	112-01	0-11	0.3%	112-10
Low	111-06	111-06	0-00	0.0%	111-06
Close	111-18	111-10	-0-08	-0.2%	111-10
Range	0-16	0-27	0-11	68.8%	1-04
ATR	0-20	0-21	0-00	2.3%	0-00
Volume	230,921	400,139	169,218	73.3%	1,494,772

Daily Pivots for day following 11-May-2007
	Classic	Woodie	Camarilla	DeMark
R4	114-01	113-17	111-25
R3	113-06	112-22	111-17
R2	112-11	112-11	111-15
R1	111-27	111-27	111-12	111-22
PP	111-16	111-16	111-16	111-14
S1	111-00	111-00	111-08	110-26
S2	110-21	110-21	111-05
S3	109-26	110-05	111-03
S4	108-31	109-10	110-27

Weekly Pivots for week ending 11-May-2007
	Classic	Woodie	Camarilla	DeMark
R4	114-31	114-09	111-30
R3	113-27	113-05	111-20
R2	112-23	112-23	111-17
R1	112-01	112-01	111-13	111-26
PP	111-19	111-19	111-19	111-16
S1	110-29	110-29	111-07	110-22
S2	110-15	110-15	111-03
S3	109-11	109-25	111-00
S4	108-07	108-21	110-22

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	112-10	111-06	1-04	1.0%	0-19	0.5%	11%	False	True	298,954
10	112-10	110-15	1-27	1.7%	0-23	0.7%	46%	False	False	321,879
20	112-10	110-02	2-08	2.0%	0-21	0.6%	56%	False	False	309,952
40	113-03	110-00	3-03	2.8%	0-20	0.6%	42%	False	False	313,233
60	114-02	110-00	4-02	3.6%	0-21	0.6%	32%	False	False	329,762
80	114-02	109-06	4-28	4.4%	0-21	0.6%	44%	False	False	247,877
100	114-02	109-06	4-28	4.4%	0-19	0.5%	44%	False	False	198,354
120	114-22	109-06	5-16	4.9%	0-17	0.5%	39%	False	False	165,298

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-08
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	115-20
2.618	114-08
1.618	113-13
1.000	112-28
0.618	112-18
HIGH	112-01
0.618	111-23
0.500	111-20
0.382	111-16
LOW	111-06
0.618	110-21
1.000	110-11
1.618	109-26
2.618	108-31
4.250	107-19

Fisher Pivots for day following 11-May-2007
Pivot	1 day	3 day
R1	111-20	111-20
PP	111-16	111-16
S1	111-13	111-13

Download as Excel Spreadsheet

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

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