ECBOT 30 Year Treasury Bond Future March 2007

Trading Metrics calculated at close of trading on 10-Jan-2007

Day Change Summary
	Previous	Current
	09-Jan-2007	10-Jan-2007	Change	Change %	Previous Week
Open	112-05	112-04	-0-01	0.0%	111-15
High	112-10	112-08	-0-02	-0.1%	112-28
Low	111-29	111-18	-0-11	-0.3%	111-14
Close	112-04	111-26	-0-10	-0.3%	112-05
Range	0-13	0-22	0-09	69.2%	1-14
ATR	0-23	0-23	0-00	-0.2%	0-00
Volume	248,677	367,190	118,513	47.7%	1,151,564

Daily Pivots for day following 10-Jan-2007
	Classic	Woodie	Camarilla	DeMark
R4	113-30	113-18	112-06
R3	113-08	112-28	112-00
R2	112-18	112-18	111-30
R1	112-06	112-06	111-28	112-01
PP	111-28	111-28	111-28	111-26
S1	111-16	111-16	111-24	111-11
S2	111-06	111-06	111-22
S3	110-16	110-26	111-20
S4	109-26	110-04	111-14

Weekly Pivots for week ending 05-Jan-2007
	Classic	Woodie	Camarilla	DeMark
R4	116-15	115-24	112-30
R3	115-01	114-10	112-18
R2	113-19	113-19	112-13
R1	112-28	112-28	112-09	113-08
PP	112-05	112-05	112-05	112-11
S1	111-14	111-14	112-01	111-26
S2	110-23	110-23	111-29
S3	109-09	110-00	111-24
S4	107-27	108-18	111-12

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	112-28	111-16	1-12	1.2%	0-23	0.7%	23%	False	False	311,632
10	112-28	111-04	1-24	1.6%	0-23	0.6%	39%	False	False	237,883
20	114-06	111-04	3-02	2.7%	0-24	0.7%	22%	False	False	249,333
40	114-30	111-04	3-26	3.4%	0-23	0.6%	18%	False	False	221,767
60	114-30	109-25	5-05	4.6%	0-21	0.6%	39%	False	False	148,173
80	114-30	109-25	5-05	4.6%	0-19	0.5%	39%	False	False	111,213
100	114-30	109-25	5-05	4.6%	0-17	0.5%	39%	False	False	88,974
120	114-30	107-18	7-12	6.6%	0-14	0.4%	58%	False	False	74,145

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-05
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	115-06
2.618	114-02
1.618	113-12
1.000	112-30
0.618	112-22
HIGH	112-08
0.618	112-00
0.500	111-29
0.382	111-26
LOW	111-18
0.618	111-04
1.000	110-28
1.618	110-14
2.618	109-24
4.250	108-20

Fisher Pivots for day following 10-Jan-2007
Pivot	1 day	3 day
R1	111-29	111-30
PP	111-28	111-29
S1	111-27	111-27

Download as Excel Spreadsheet

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

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