ECBOT 30 Year Treasury Bond Future December 2008

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

Day Change Summary
	Previous	Current
	15-Aug-2008	18-Aug-2008	Change	Change %	Previous Week
Open	115-31	116-24	0-25	0.7%	115-24
High	116-22	117-04	0-14	0.4%	116-22
Low	115-23	116-15	0-24	0.6%	114-03
Close	116-18	117-00	0-14	0.4%	116-18
Range	0-31	0-21	-0-10	-32.3%	2-19
ATR	1-05	1-04	-0-01	-3.1%	0-00
Volume	4,898	2,945	-1,953	-39.9%	10,133

Daily Pivots for day following 18-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	118-27	118-18	117-12
R3	118-06	117-29	117-06
R2	117-17	117-17	117-04
R1	117-08	117-08	117-02	117-12
PP	116-28	116-28	116-28	116-30
S1	116-19	116-19	116-30	116-24
S2	116-07	116-07	116-28
S3	115-18	115-30	116-26
S4	114-29	115-09	116-20

Weekly Pivots for week ending 15-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	123-18	122-21	118-00
R3	120-31	120-02	117-09
R2	118-12	118-12	117-01
R1	117-15	117-15	116-26	117-30
PP	115-25	115-25	115-25	116-00
S1	114-28	114-28	116-10	115-10
S2	113-06	113-06	116-03
S3	110-19	112-09	115-27
S4	108-00	109-22	115-04

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	117-04	114-20	2-16	2.1%	0-31	0.8%	95%	True	False	2,390
10	117-04	113-10	3-26	3.3%	1-05	1.0%	97%	True	False	2,090
20	117-04	112-14	4-22	4.0%	1-04	1.0%	97%	True	False	1,344
40	117-04	112-06	4-30	4.2%	1-03	0.9%	97%	True	False	789

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	119-29
2.618	118-27
1.618	118-06
1.000	117-25
0.618	117-17
HIGH	117-04
0.618	116-28
0.500	116-26
0.382	116-23
LOW	116-15
0.618	116-02
1.000	115-26
1.618	115-13
2.618	114-24
4.250	113-22

Fisher Pivots for day following 18-Aug-2008
Pivot	1 day	3 day
R1	116-30	116-22
PP	116-28	116-12
S1	116-26	116-02

Download as Excel Spreadsheet

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

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