ECBOT 30 Year Treasury Bond Future September 2007


Trading Metrics calculated at close of trading on 12-Jun-2007
Day Change Summary
Previous Current
11-Jun-2007 12-Jun-2007 Change Change % Previous Week
Open 106-18 106-10 -0-08 -0.2% 108-17
High 106-25 106-13 -0-12 -0.4% 108-30
Low 106-06 104-24 -1-14 -1.4% 105-10
Close 106-18 105-11 -1-07 -1.1% 106-21
Range 0-19 1-21 1-02 178.9% 3-20
ATR 0-23 0-25 0-03 10.9% 0-00
Volume 797,412 400,824 -396,588 -49.7% 2,662,937
Daily Pivots for day following 12-Jun-2007
Classic Woodie Camarilla DeMark
R4 110-15 109-18 106-08
R3 108-26 107-29 105-26
R2 107-05 107-05 105-21
R1 106-08 106-08 105-16 105-28
PP 105-16 105-16 105-16 105-10
S1 104-19 104-19 105-06 104-07
S2 103-27 103-27 105-01
S3 102-06 102-30 104-28
S4 100-17 101-09 104-14
Weekly Pivots for week ending 08-Jun-2007
Classic Woodie Camarilla DeMark
R4 117-27 115-28 108-21
R3 114-07 112-08 107-21
R2 110-19 110-19 107-10
R1 108-20 108-20 107-00 107-26
PP 106-31 106-31 106-31 106-18
S1 105-00 105-00 106-10 104-06
S2 103-11 103-11 106-00
S3 99-23 101-12 105-21
S4 96-03 97-24 104-21
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 108-15 104-24 3-23 3.5% 1-06 1.1% 16% False True 582,906
10 109-16 104-24 4-24 4.5% 0-30 0.9% 13% False True 495,891
20 111-09 104-24 6-17 6.2% 0-24 0.7% 9% False True 272,674
40 112-11 104-24 7-19 7.2% 0-21 0.6% 8% False True 137,903
60 113-01 104-24 8-09 7.9% 0-18 0.5% 7% False True 92,100
80 113-26 104-24 9-02 8.6% 0-15 0.4% 7% False True 69,082
100 113-26 104-24 9-02 8.6% 0-12 0.3% 7% False True 55,266
120 113-27 104-24 9-03 8.6% 0-11 0.3% 7% False True 46,055
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 3 trading days
Fibonacci Retracements and Extensions
4.250 113-14
2.618 110-24
1.618 109-03
1.000 108-02
0.618 107-14
HIGH 106-13
0.618 105-25
0.500 105-18
0.382 105-12
LOW 104-24
0.618 103-23
1.000 103-03
1.618 102-02
2.618 100-13
4.250 97-23
Fisher Pivots for day following 12-Jun-2007
Pivot 1 day 3 day
R1 105-18 105-26
PP 105-16 105-21
S1 105-14 105-16

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

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