ECBOT 30 Year Treasury Bond Future September 2007


Trading Metrics calculated at close of trading on 16-Mar-2007
Day Change Summary
Previous Current
15-Mar-2007 16-Mar-2007 Change Change % Previous Week
Open 112-23 112-29 0-06 0.2% 112-20
High 112-23 112-29 0-06 0.2% 113-10
Low 112-23 112-21 -0-02 -0.1% 112-20
Close 112-28 112-26 -0-02 -0.1% 112-26
Range 0-00 0-08 0-08 0-22
ATR 0-13 0-12 0-00 -2.6% 0-00
Volume 27 8 -19 -70.4% 64
Daily Pivots for day following 16-Mar-2007
Classic Woodie Camarilla DeMark
R4 113-17 113-14 112-30
R3 113-09 113-06 112-28
R2 113-01 113-01 112-27
R1 112-30 112-30 112-27 112-28
PP 112-25 112-25 112-25 112-24
S1 112-22 112-22 112-25 112-20
S2 112-17 112-17 112-25
S3 112-09 112-14 112-24
S4 112-01 112-06 112-22
Weekly Pivots for week ending 16-Mar-2007
Classic Woodie Camarilla DeMark
R4 114-31 114-19 113-06
R3 114-09 113-29 113-00
R2 113-19 113-19 112-30
R1 113-07 113-07 112-28 113-13
PP 112-29 112-29 112-29 113-00
S1 112-17 112-17 112-24 112-23
S2 112-07 112-07 112-22
S3 111-17 111-27 112-20
S4 110-27 111-05 112-14
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 113-10 112-20 0-22 0.6% 0-05 0.1% 27% False False 12
10 113-25 112-10 1-15 1.3% 0-04 0.1% 34% False False 26
20 113-26 110-31 2-27 2.5% 0-05 0.1% 65% False False 21
40 113-26 109-10 4-16 4.0% 0-03 0.1% 78% False False 10
60 113-27 109-10 4-17 4.0% 0-04 0.1% 77% False False 8
80 114-18 109-10 5-08 4.7% 0-04 0.1% 67% False False 7
100 114-18 109-10 5-08 4.7% 0-03 0.1% 67% False False 6
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-00
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 113-31
2.618 113-18
1.618 113-10
1.000 113-05
0.618 113-02
HIGH 112-29
0.618 112-26
0.500 112-25
0.382 112-24
LOW 112-21
0.618 112-16
1.000 112-13
1.618 112-08
2.618 112-00
4.250 111-19
Fisher Pivots for day following 16-Mar-2007
Pivot 1 day 3 day
R1 112-26 112-31
PP 112-25 112-29
S1 112-25 112-28

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

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