ECBOT 30 Year Treasury Bond Future March 2007

Trading Metrics calculated at close of trading on 26-Feb-2007

Day Change Summary
	Previous	Current
	23-Feb-2007	26-Feb-2007	Change	Change %	Previous Week
Open	111-01	111-20	0-19	0.5%	111-15
High	111-27	112-10	0-15	0.4%	111-27
Low	110-30	111-19	0-21	0.6%	110-28
Close	111-20	112-06	0-18	0.5%	111-20
Range	0-29	0-23	-0-06	-20.7%	0-31
ATR	0-21	0-21	0-00	0.7%	0-00
Volume	473,373	534,455	61,082	12.9%	1,431,123

Daily Pivots for day following 26-Feb-2007
	Classic	Woodie	Camarilla	DeMark
R4	114-06	113-29	112-19
R3	113-15	113-06	112-12
R2	112-24	112-24	112-10
R1	112-15	112-15	112-08	112-20
PP	112-01	112-01	112-01	112-03
S1	111-24	111-24	112-04	111-28
S2	111-10	111-10	112-02
S3	110-19	111-01	112-00
S4	109-28	110-10	111-25

Weekly Pivots for week ending 23-Feb-2007
	Classic	Woodie	Camarilla	DeMark
R4	114-11	113-31	112-05
R3	113-12	113-00	111-29
R2	112-13	112-13	111-26
R1	112-01	112-01	111-23	112-07
PP	111-14	111-14	111-14	111-18
S1	111-02	111-02	111-17	111-08
S2	110-15	110-15	111-14
S3	109-16	110-03	111-11
S4	108-17	109-04	111-03

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	112-10	110-28	1-14	1.3%	0-21	0.6%	91%	True	False	393,115
10	112-10	110-02	2-08	2.0%	0-21	0.6%	94%	True	False	376,333
20	112-10	109-07	3-03	2.8%	0-21	0.6%	96%	True	False	369,847
40	112-28	109-06	3-22	3.3%	0-21	0.6%	81%	False	False	319,111
60	114-30	109-06	5-24	5.1%	0-22	0.6%	52%	False	False	313,056
80	114-30	109-06	5-24	5.1%	0-22	0.6%	52%	False	False	242,358
100	114-30	109-06	5-24	5.1%	0-21	0.6%	52%	False	False	193,991
120	114-30	109-06	5-24	5.1%	0-19	0.5%	52%	False	False	161,685

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0-03
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	115-12
2.618	114-06
1.618	113-15
1.000	113-01
0.618	112-24
HIGH	112-10
0.618	112-01
0.500	111-30
0.382	111-28
LOW	111-19
0.618	111-05
1.000	110-28
1.618	110-14
2.618	109-23
4.250	108-17

Fisher Pivots for day following 26-Feb-2007
Pivot	1 day	3 day
R1	112-04	112-00
PP	112-01	111-25
S1	111-30	111-19

Download as Excel Spreadsheet

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

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