ECBOT 30 Year Treasury Bond Future September 2007


Trading Metrics calculated at close of trading on 23-Jan-2007
Day Change Summary
Previous Current
22-Jan-2007 23-Jan-2007 Change Change % Previous Week
Open 110-27 110-10 -0-17 -0.5% 110-28
High 110-27 110-10 -0-17 -0.5% 110-28
Low 110-27 110-10 -0-17 -0.5% 110-15
Close 110-27 110-10 -0-17 -0.5% 110-22
Range
ATR 0-12 0-12 0-00 3.0% 0-00
Volume
Daily Pivots for day following 23-Jan-2007
Classic Woodie Camarilla DeMark
R4 110-10 110-10 110-10
R3 110-10 110-10 110-10
R2 110-10 110-10 110-10
R1 110-10 110-10 110-10 110-10
PP 110-10 110-10 110-10 110-10
S1 110-10 110-10 110-10 110-10
S2 110-10 110-10 110-10
S3 110-10 110-10 110-10
S4 110-10 110-10 110-10
Weekly Pivots for week ending 19-Jan-2007
Classic Woodie Camarilla DeMark
R4 111-29 111-22 110-29
R3 111-16 111-09 110-26
R2 111-03 111-03 110-24
R1 110-28 110-28 110-23 110-25
PP 110-22 110-22 110-22 110-20
S1 110-15 110-15 110-21 110-12
S2 110-09 110-09 110-20
S3 109-28 110-02 110-18
S4 109-15 109-21 110-15
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 110-27 110-10 0-17 0.5% 0-00 0.0% 0% False True
10 112-02 110-10 1-24 1.6% 0-00 0.0% 0% False True 2
20 113-00 110-10 2-22 2.4% 0-01 0.0% 0% False True 1
40 114-18 110-10 4-08 3.9% 0-05 0.1% 0% False True 3
60 114-18 110-10 4-08 3.9% 0-03 0.1% 0% False True 2
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 True
Bear Hook False
Bull Hook False
Stretch 0-00
Fibonacci Retracements and Extensions
4.250 110-10
2.618 110-10
1.618 110-10
1.000 110-10
0.618 110-10
HIGH 110-10
0.618 110-10
0.500 110-10
0.382 110-10
LOW 110-10
0.618 110-10
1.000 110-10
1.618 110-10
2.618 110-10
4.250 110-10
Fisher Pivots for day following 23-Jan-2007
Pivot 1 day 3 day
R1 110-10 110-18
PP 110-10 110-16
S1 110-10 110-13

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

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