ECBOT 30 Year Treasury Bond Future September 2007

Trading Metrics calculated at close of trading on 13-Sep-2007

Day Change Summary
	Previous	Current
	12-Sep-2007	13-Sep-2007	Change	Change %	Previous Week
Open	114-04	113-15	-0-21	-0.6%	111-26
High	114-08	113-20	-0-20	-0.5%	113-28
Low	113-15	112-21	-0-26	-0.7%	111-13
Close	113-17	112-26	-0-23	-0.6%	113-17
Range	0-25	0-31	0-06	24.0%	2-15
ATR	0-29	0-29	0-00	0.6%	0-00
Volume	11,261	3,418	-7,843	-69.6%	290,815

Daily Pivots for day following 13-Sep-2007
	Classic	Woodie	Camarilla	DeMark
R4	115-30	115-11	113-11
R3	114-31	114-12	113-03
R2	114-00	114-00	113-00
R1	113-13	113-13	112-29	113-07
PP	113-01	113-01	113-01	112-30
S1	112-14	112-14	112-23	112-08
S2	112-02	112-02	112-20
S3	111-03	111-15	112-17
S4	110-04	110-16	112-09

Weekly Pivots for week ending 07-Sep-2007
	Classic	Woodie	Camarilla	DeMark
R4	120-11	119-13	114-28
R3	117-28	116-30	114-07
R2	115-13	115-13	113-31
R1	114-15	114-15	113-24	114-30
PP	112-30	112-30	112-30	113-06
S1	112-00	112-00	113-10	112-15
S2	110-15	110-15	113-03
S3	108-00	109-17	112-27
S4	105-17	107-02	112-06

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	114-23	112-04	2-19	2.3%	1-02	0.9%	27%	False	False	16,669
10	114-23	111-11	3-12	3.0%	0-29	0.8%	44%	False	False	133,471
20	114-23	109-08	5-15	4.8%	0-29	0.8%	65%	False	False	250,558
40	114-23	107-10	7-13	6.6%	0-28	0.8%	74%	False	False	348,636
60	114-23	105-21	9-02	8.0%	0-28	0.8%	79%	False	False	363,706
80	114-23	104-16	10-07	9.1%	0-28	0.8%	81%	False	False	374,251
100	114-23	104-16	10-07	9.1%	0-26	0.7%	81%	False	False	300,680
120	114-23	104-16	10-07	9.1%	0-23	0.6%	81%	False	False	250,685

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	117-24
2.618	116-05
1.618	115-06
1.000	114-19
0.618	114-07
HIGH	113-20
0.618	113-08
0.500	113-04
0.382	113-01
LOW	112-21
0.618	112-02
1.000	111-22
1.618	111-03
2.618	110-04
4.250	108-17

Fisher Pivots for day following 13-Sep-2007
Pivot	1 day	3 day
R1	113-04	113-22
PP	113-01	113-13
S1	112-30	113-03

Download as Excel Spreadsheet

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

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