ECBOT 30 Year Treasury Bond Future June 2007

Trading Metrics calculated at close of trading on 05-Jun-2007

Day Change Summary
	Previous	Current
	04-Jun-2007	05-Jun-2007	Change	Change %	Previous Week
Open	108-18	108-28	0-10	0.3%	109-07
High	108-31	108-31	0-00	0.0%	109-16
Low	108-16	108-08	-0-08	-0.2%	108-14
Close	108-30	108-14	-0-16	-0.5%	108-17
Range	0-15	0-23	0-08	53.3%	1-02
ATR	0-20	0-20	0-00	1.2%	0-00
Volume	71,764	48,175	-23,589	-32.9%	1,526,544

Daily Pivots for day following 05-Jun-2007
	Classic	Woodie	Camarilla	DeMark
R4	110-23	110-09	108-27
R3	110-00	109-18	108-20
R2	109-09	109-09	108-18
R1	108-27	108-27	108-16	108-22
PP	108-18	108-18	108-18	108-15
S1	108-04	108-04	108-12	108-00
S2	107-27	107-27	108-10
S3	107-04	107-13	108-08
S4	106-13	106-22	108-01

Weekly Pivots for week ending 01-Jun-2007
	Classic	Woodie	Camarilla	DeMark
R4	112-00	111-11	109-04
R3	110-30	110-09	108-26
R2	109-28	109-28	108-23
R1	109-07	109-07	108-20	109-00
PP	108-26	108-26	108-26	108-23
S1	108-05	108-05	108-14	107-30
S2	107-24	107-24	108-11
S3	106-22	107-03	108-08
S4	105-20	106-01	107-30

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	109-16	108-08	1-08	1.2%	0-21	0.6%	15%	False	True	267,280
10	110-05	108-08	1-29	1.8%	0-20	0.6%	10%	False	True	350,903
20	112-10	108-08	4-02	3.7%	0-19	0.6%	5%	False	True	333,509
40	112-10	108-08	4-02	3.7%	0-20	0.6%	5%	False	True	316,723
60	113-19	108-08	5-11	4.9%	0-20	0.6%	4%	False	True	331,950
80	114-02	108-08	5-26	5.4%	0-21	0.6%	3%	False	True	317,355
100	114-02	108-08	5-26	5.4%	0-20	0.6%	3%	False	True	254,110
120	114-02	108-08	5-26	5.4%	0-19	0.5%	3%	False	True	211,779

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	0-04
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	112-01
2.618	110-27
1.618	110-04
1.000	109-22
0.618	109-13
HIGH	108-31
0.618	108-22
0.500	108-20
0.382	108-17
LOW	108-08
0.618	107-26
1.000	107-17
1.618	107-03
2.618	106-12
4.250	105-06

Fisher Pivots for day following 05-Jun-2007
Pivot	1 day	3 day
R1	108-20	108-25
PP	108-18	108-21
S1	108-16	108-18

Download as Excel Spreadsheet

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

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