ECBOT 30 Year Treasury Bond Future December 2008

Trading Metrics calculated at close of trading on 18-Jun-2008

Day Change Summary
	Previous	Current
	17-Jun-2008	18-Jun-2008	Change	Change %	Previous Week
Open	111-06	111-15	0-09	0.3%	113-12
High	111-20	112-09	0-21	0.6%	113-17
Low	110-26	111-15	0-21	0.6%	110-29
Close	111-06	112-00	0-26	0.7%	110-30
Range	0-26	0-26	0-00	0.0%	2-20
ATR	1-02	1-02	0-00	0.3%	0-00
Volume	22	44	22	100.0%	200

Daily Pivots for day following 18-Jun-2008
	Classic	Woodie	Camarilla	DeMark
R4	114-11	114-00	112-14
R3	113-17	113-06	112-07
R2	112-23	112-23	112-05
R1	112-12	112-12	112-02	112-18
PP	111-29	111-29	111-29	112-00
S1	111-18	111-18	111-30	111-24
S2	111-03	111-03	111-27
S3	110-09	110-24	111-25
S4	109-15	109-30	111-18

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	113-01	110-25	2-08	2.0%	0-31	0.9%	54%	False	False	23
10	113-27	110-25	3-02	2.7%	0-29	0.8%	40%	False	False	36

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	False
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	0-06

Fibonacci Retracements and Extensions
4.250	115-24
2.618	114-13
1.618	113-19
1.000	113-03
0.618	112-25
HIGH	112-09
0.618	111-31
0.500	111-28
0.382	111-25
LOW	111-15
0.618	110-31
1.000	110-21
1.618	110-05
2.618	109-11
4.250	108-00

Fisher Pivots for day following 18-Jun-2008
Pivot	1 day	3 day
R1	111-31	111-27
PP	111-29	111-22
S1	111-28	111-17

Download as Excel Spreadsheet

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

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