ECBOT 30 Year Treasury Bond Future December 2007


Trading Metrics calculated at close of trading on 22-Jun-2007
Day Change Summary
Previous Current
21-Jun-2007 22-Jun-2007 Change Change % Previous Week
Open 106-04 105-24 -0-12 -0.4% 106-10
High 106-07 106-02 -0-05 -0.1% 107-01
Low 105-20 105-17 -0-03 -0.1% 105-17
Close 105-28 106-04 0-08 0.2% 106-04
Range 0-19 0-17 -0-02 -10.5% 1-16
ATR 0-22 0-22 0-00 -1.6% 0-00
Volume 414 314 -100 -24.2% 1,145
Daily Pivots for day following 22-Jun-2007
Classic Woodie Camarilla DeMark
R4 107-16 107-11 106-13
R3 106-31 106-26 106-09
R2 106-14 106-14 106-07
R1 106-09 106-09 106-06 106-12
PP 105-29 105-29 105-29 105-30
S1 105-24 105-24 106-02 105-26
S2 105-12 105-12 106-01
S3 104-27 105-07 105-31
S4 104-10 104-22 105-27
Weekly Pivots for week ending 22-Jun-2007
Classic Woodie Camarilla DeMark
R4 110-23 109-30 106-30
R3 109-07 108-14 106-17
R2 107-23 107-23 106-13
R1 106-30 106-30 106-08 106-18
PP 106-07 106-07 106-07 106-02
S1 105-14 105-14 106-00 105-02
S2 104-23 104-23 105-27
S3 103-07 103-30 105-23
S4 101-23 102-14 105-10
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 107-01 105-17 1-16 1.4% 0-20 0.6% 40% False True 229
10 107-01 104-18 2-15 2.3% 0-20 0.6% 63% False False 179
20 109-17 104-18 4-31 4.7% 0-20 0.6% 31% False False 107
Crabel Price Patterns
NR True
NR4 True
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 0-02
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 108-10
2.618 107-15
1.618 106-30
1.000 106-19
0.618 106-13
HIGH 106-02
0.618 105-28
0.500 105-26
0.382 105-23
LOW 105-17
0.618 105-06
1.000 105-00
1.618 104-21
2.618 104-04
4.250 103-09
Fisher Pivots for day following 22-Jun-2007
Pivot 1 day 3 day
R1 106-00 106-09
PP 105-29 106-07
S1 105-26 106-06

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

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