ECBOT 30 Year Treasury Bond Future December 2008

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

Day Change Summary
	Previous	Current
	17-Jul-2008	18-Jul-2008	Change	Change %	Previous Week
Open	114-16	114-11	-0-05	-0.1%	114-12
High	114-22	114-11	-0-11	-0.3%	116-16
Low	113-16	113-07	-0-09	-0.2%	113-07
Close	113-21	113-11	-0-10	-0.3%	113-11
Range	1-06	1-04	-0-02	-5.3%	3-09
ATR	1-05	1-05	0-00	-0.1%	0-00
Volume	981	550	-431	-43.9%	2,465

Daily Pivots for day following 18-Jul-2008
	Classic	Woodie	Camarilla	DeMark
R4	117-00	116-10	113-31
R3	115-28	115-06	113-21
R2	114-24	114-24	113-18
R1	114-02	114-02	113-14	113-27
PP	113-20	113-20	113-20	113-17
S1	112-30	112-30	113-08	112-23
S2	112-16	112-16	113-04
S3	111-12	111-26	113-01
S4	110-08	110-22	112-23

Weekly Pivots for week ending 18-Jul-2008
	Classic	Woodie	Camarilla	DeMark
R4	124-06	122-02	115-05
R3	120-29	118-25	114-08
R2	117-20	117-20	113-30
R1	115-16	115-16	113-21	114-30
PP	114-11	114-11	114-11	114-02
S1	112-07	112-07	113-01	111-20
S2	111-02	111-02	112-24
S3	107-25	108-30	112-14
S4	104-16	105-21	111-17

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	116-16	113-07	3-09	2.9%	1-11	1.2%	4%	False	True	493
10	116-18	113-07	3-11	3.0%	1-09	1.1%	4%	False	True	334
20	116-18	112-04	4-14	3.9%	1-02	0.9%	27%	False	False	223

Crabel Price Patterns
NR	True
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	0-09
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	119-04
2.618	117-09
1.618	116-05
1.000	115-15
0.618	115-01
HIGH	114-11
0.618	113-29
0.500	113-25
0.382	113-21
LOW	113-07
0.618	112-17
1.000	112-03
1.618	111-13
2.618	110-09
4.250	108-14

Fisher Pivots for day following 18-Jul-2008
Pivot	1 day	3 day
R1	113-25	114-20
PP	113-20	114-07
S1	113-16	113-25

Download as Excel Spreadsheet

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

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