ECBOT 30 Year Treasury Bond Future September 2007


Trading Metrics calculated at close of trading on 21-Feb-2007
Day Change Summary
Previous Current
20-Feb-2007 21-Feb-2007 Change Change % Previous Week
Open 111-16 111-05 -0-11 -0.3% 110-07
High 111-16 111-11 -0-05 -0.1% 111-08
Low 111-16 111-05 -0-11 -0.3% 110-03
Close 111-18 111-13 -0-05 -0.1% 111-14
Range 0-00 0-06 0-06 1-05
ATR 0-09 0-10 0-00 2.7% 0-00
Volume 10 16 6 60.0% 11
Daily Pivots for day following 21-Feb-2007
Classic Woodie Camarilla DeMark
R4 111-28 111-26 111-16
R3 111-22 111-20 111-15
R2 111-16 111-16 111-14
R1 111-14 111-14 111-14 111-15
PP 111-10 111-10 111-10 111-10
S1 111-08 111-08 111-12 111-09
S2 111-04 111-04 111-12
S3 110-30 111-02 111-11
S4 110-24 110-28 111-10
Weekly Pivots for week ending 16-Feb-2007
Classic Woodie Camarilla DeMark
R4 114-13 114-02 112-02
R3 113-08 112-29 111-24
R2 112-03 112-03 111-21
R1 111-24 111-24 111-17 111-30
PP 110-30 110-30 110-30 111-00
S1 110-19 110-19 111-11 110-24
S2 109-25 109-25 111-07
S3 108-20 109-14 111-04
S4 107-15 108-09 110-26
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 111-16 110-21 0-27 0.8% 0-01 0.0% 89% False False 7
10 111-16 110-03 1-13 1.3% 0-01 0.0% 93% False False 3
20 111-16 109-10 2-06 2.0% 0-00 0.0% 96% False False 1
40 113-00 109-10 3-22 3.3% 0-01 0.0% 57% False False 1
60 114-18 109-10 5-08 4.7% 0-04 0.1% 40% False False 2
80 114-18 109-10 5-08 4.7% 0-03 0.1% 40% False False 2
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-00
Widest range in 39 trading days
Fibonacci Retracements and Extensions
4.250 112-04
2.618 111-27
1.618 111-21
1.000 111-17
0.618 111-15
HIGH 111-11
0.618 111-09
0.500 111-08
0.382 111-07
LOW 111-05
0.618 111-01
1.000 110-31
1.618 110-27
2.618 110-21
4.250 110-12
Fisher Pivots for day following 21-Feb-2007
Pivot 1 day 3 day
R1 111-11 111-11
PP 111-10 111-09
S1 111-08 111-08

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

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