ECBOT 30 Year Treasury Bond Future March 2007

Trading Metrics calculated at close of trading on 04-Jan-2007

Day Change Summary
	Previous	Current
	03-Jan-2007	04-Jan-2007	Change	Change %	Previous Week
Open	111-25	111-31	0-06	0.2%	112-07
High	112-09	112-21	0-12	0.3%	112-20
Low	111-18	111-27	0-09	0.3%	111-04
Close	111-30	112-13	0-15	0.4%	111-14
Range	0-23	0-26	0-03	13.0%	1-16
ATR	0-22	0-23	0-00	1.1%	0-00
Volume	318,290	308,305	-9,985	-3.1%	446,204

Daily Pivots for day following 04-Jan-2007
	Classic	Woodie	Camarilla	DeMark
R4	114-24	114-12	112-27
R3	113-30	113-18	112-20
R2	113-04	113-04	112-18
R1	112-24	112-24	112-15	112-30
PP	112-10	112-10	112-10	112-12
S1	111-30	111-30	112-11	112-04
S2	111-16	111-16	112-08
S3	110-22	111-04	112-06
S4	109-28	110-10	111-31

Weekly Pivots for week ending 29-Dec-2006
	Classic	Woodie	Camarilla	DeMark
R4	116-07	115-11	112-08
R3	114-23	113-27	111-27
R2	113-07	113-07	111-23
R1	112-11	112-11	111-18	112-01
PP	111-23	111-23	111-23	111-18
S1	110-27	110-27	111-10	110-17
S2	110-07	110-07	111-05
S3	108-23	109-11	111-01
S4	107-07	107-27	110-20

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	112-21	111-04	1-17	1.4%	0-23	0.6%	84%	True	False	201,938
10	113-06	111-04	2-02	1.8%	0-22	0.6%	62%	False	False	170,813
20	114-16	111-04	3-12	3.0%	0-23	0.6%	38%	False	False	254,009
40	114-30	111-04	3-26	3.4%	0-23	0.6%	34%	False	False	190,666
60	114-30	109-25	5-05	4.6%	0-21	0.6%	51%	False	False	127,380
80	114-30	109-25	5-05	4.6%	0-18	0.5%	51%	False	False	95,591
100	114-30	108-03	6-27	6.1%	0-16	0.4%	63%	False	False	76,475
120	114-30	106-27	8-03	7.2%	0-13	0.4%	69%	False	False	63,729

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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 4 trading days

Fibonacci Retracements and Extensions
4.250	116-04
2.618	114-25
1.618	113-31
1.000	113-15
0.618	113-05
HIGH	112-21
0.618	112-11
0.500	112-08
0.382	112-05
LOW	111-27
0.618	111-11
1.000	111-01
1.618	110-17
2.618	109-23
4.250	108-12

Fisher Pivots for day following 04-Jan-2007
Pivot	1 day	3 day
R1	112-11	112-09
PP	112-10	112-05
S1	112-08	112-02

Download as Excel Spreadsheet

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

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