ECBOT 30 Year Treasury Bond Future September 2007

Trading Metrics calculated at close of trading on 22-May-2007

Day Change Summary
	Previous	Current
	21-May-2007	22-May-2007	Change	Change %	Previous Week
Open	109-29	110-05	0-08	0.2%	111-09
High	110-05	110-05	0-00	0.0%	111-11
Low	109-24	109-18	-0-06	-0.2%	109-26
Close	110-03	109-19	-0-16	-0.5%	109-30
Range	0-13	0-19	0-06	46.2%	1-17
ATR	0-18	0-18	0-00	0.5%	0-00
Volume	5,454	13,189	7,735	141.8%	68,265

Daily Pivots for day following 22-May-2007
	Classic	Woodie	Camarilla	DeMark
R4	111-18	111-05	109-29
R3	110-31	110-18	109-24
R2	110-12	110-12	109-22
R1	109-31	109-31	109-21	109-28
PP	109-25	109-25	109-25	109-23
S1	109-12	109-12	109-17	109-09
S2	109-06	109-06	109-16
S3	108-19	108-25	109-14
S4	108-00	108-06	109-09

Weekly Pivots for week ending 18-May-2007
	Classic	Woodie	Camarilla	DeMark
R4	114-31	113-31	110-25
R3	113-14	112-14	110-11
R2	111-29	111-29	110-07
R1	110-29	110-29	110-02	110-20
PP	110-12	110-12	110-12	110-07
S1	109-12	109-12	109-26	109-04
S2	108-27	108-27	109-21
S3	107-10	107-27	109-17
S4	105-25	106-10	109-03

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	111-06	109-18	1-20	1.5%	0-18	0.5%	2%	False	True	15,307
10	112-02	109-18	2-16	2.3%	0-17	0.5%	1%	False	True	11,698
20	112-11	109-18	2-25	2.5%	0-19	0.5%	1%	False	True	7,042
40	112-11	109-18	2-25	2.5%	0-15	0.4%	1%	False	True	3,879
60	113-25	109-18	4-07	3.8%	0-13	0.4%	1%	False	True	2,608
80	113-26	109-13	4-13	4.0%	0-10	0.3%	4%	False	False	1,957
100	113-26	109-10	4-16	4.1%	0-08	0.2%	6%	False	False	1,566
120	114-18	109-10	5-08	4.8%	0-08	0.2%	5%	False	False	1,306

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-04
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	112-22
2.618	111-23
1.618	111-04
1.000	110-24
0.618	110-17
HIGH	110-05
0.618	109-30
0.500	109-28
0.382	109-25
LOW	109-18
0.618	109-06
1.000	108-31
1.618	108-19
2.618	108-00
4.250	107-01

Fisher Pivots for day following 22-May-2007
Pivot	1 day	3 day
R1	109-28	110-02
PP	109-25	109-29
S1	109-22	109-24

Download as Excel Spreadsheet

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

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