ECBOT 30 Year Treasury Bond Future December 2008

Trading Metrics calculated at close of trading on 13-Jun-2008

Day Change Summary
	Previous	Current
	12-Jun-2008	13-Jun-2008	Change	Change %	Previous Week
Open	112-18	111-05	-1-13	-1.2%	113-12
High	113-01	111-15	-1-18	-1.4%	113-17
Low	110-29	110-31	0-02	0.1%	110-29
Close	111-11	110-30	-0-13	-0.4%	110-30
Range	2-04	0-16	-1-20	-76.5%	2-20
ATR
Volume	31	15	-16	-51.6%	200

Daily Pivots for day following 13-Jun-2008
	Classic	Woodie	Camarilla	DeMark
R4	112-20	112-09	111-07
R3	112-04	111-25	111-02
R2	111-20	111-20	111-01
R1	111-09	111-09	110-31	111-06
PP	111-04	111-04	111-04	111-03
S1	110-25	110-25	110-29	110-22
S2	110-20	110-20	110-27
S3	110-04	110-09	110-26
S4	109-20	109-25	110-21

Weekly Pivots for week ending 13-Jun-2008
	Classic	Woodie	Camarilla	DeMark
R4	119-21	117-30	112-12
R3	117-01	115-10	111-21
R2	114-13	114-13	111-13
R1	112-22	112-22	111-06	112-08
PP	111-25	111-25	111-25	111-18
S1	110-02	110-02	110-22	109-20
S2	109-05	109-05	110-15
S3	106-17	107-14	110-07
S4	103-29	104-26	109-16

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	113-17	110-29	2-20	2.4%	1-01	0.9%	1%	False	False	40
10	114-08	110-29	3-11	3.0%	1-00	0.9%	1%	False	False	35

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-06
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	113-19
2.618	112-25
1.618	112-09
1.000	111-31
0.618	111-25
HIGH	111-15
0.618	111-09
0.500	111-07
0.382	111-05
LOW	110-31
0.618	110-21
1.000	110-15
1.618	110-05
2.618	109-21
4.250	108-27

Fisher Pivots for day following 13-Jun-2008
Pivot	1 day	3 day
R1	111-07	112-02
PP	111-04	111-22
S1	111-01	111-10

Download as Excel Spreadsheet

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

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