ECBOT 30 Year Treasury Bond Future June 2007

Trading Metrics calculated at close of trading on 12-Jun-2007

Day Change Summary
	Previous	Current
	11-Jun-2007	12-Jun-2007	Change	Change %	Previous Week
Open	106-28	106-16	-0-12	-0.4%	108-18
High	106-30	106-17	-0-13	-0.4%	108-31
Low	106-14	105-01	-1-13	-1.3%	105-22
Close	106-23	105-18	-1-05	-1.1%	106-28
Range	0-16	1-16	1-00	200.0%	3-09
ATR	0-23	0-25	0-02	9.9%	0-00
Volume	32,592	12,900	-19,692	-60.4%	228,021

Daily Pivots for day following 12-Jun-2007
	Classic	Woodie	Camarilla	DeMark
R4	110-07	109-12	106-12
R3	108-23	107-28	105-31
R2	107-07	107-07	105-27
R1	106-12	106-12	105-22	106-02
PP	105-23	105-23	105-23	105-17
S1	104-28	104-28	105-14	104-18
S2	104-07	104-07	105-09
S3	102-23	103-12	105-05
S4	101-07	101-28	104-24

Weekly Pivots for week ending 08-Jun-2007
	Classic	Woodie	Camarilla	DeMark
R4	117-01	115-07	108-22
R3	113-24	111-30	107-25
R2	110-15	110-15	107-15
R1	108-21	108-21	107-06	107-30
PP	107-06	107-06	107-06	106-26
S1	105-12	105-12	106-18	104-20
S2	103-29	103-29	106-09
S3	100-20	102-03	105-31
S4	97-11	98-26	105-02

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	108-16	105-01	3-15	3.3%	1-02	1.0%	15%	False	True	30,714
10	109-16	105-01	4-15	4.2%	0-27	0.8%	12%	False	True	148,997
20	111-11	105-01	6-10	6.0%	0-23	0.7%	8%	False	True	264,747
40	112-10	105-01	7-09	6.9%	0-22	0.6%	7%	False	True	290,275
60	113-03	105-01	8-02	7.6%	0-21	0.6%	7%	False	True	298,970
80	114-02	105-01	9-01	8.6%	0-22	0.6%	6%	False	True	318,957
100	114-02	105-01	9-01	8.6%	0-21	0.6%	6%	False	True	255,614
120	114-02	105-01	9-01	8.6%	0-20	0.6%	6%	False	True	213,057

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	0-03
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	112-29
2.618	110-15
1.618	108-31
1.000	108-01
0.618	107-15
HIGH	106-17
0.618	105-31
0.500	105-25
0.382	105-19
LOW	105-01
0.618	104-03
1.000	103-17
1.618	102-19
2.618	101-03
4.250	98-21

Fisher Pivots for day following 12-Jun-2007
Pivot	1 day	3 day
R1	105-25	106-02
PP	105-23	105-28
S1	105-20	105-23

Download as Excel Spreadsheet

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

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