ECBOT 30 Year Treasury Bond Future December 2007


Trading Metrics calculated at close of trading on 13-Jul-2007
Day Change Summary
Previous Current
12-Jul-2007 13-Jul-2007 Change Change % Previous Week
Open 107-00 106-19 -0-13 -0.4% 105-30
High 107-00 107-00 0-00 0.0% 108-20
Low 106-11 106-19 0-08 0.2% 105-30
Close 106-21 106-25 0-04 0.1% 106-25
Range 0-21 0-13 -0-08 -38.1% 2-22
ATR 0-24 0-23 -0-01 -3.3% 0-00
Volume 184 116 -68 -37.0% 1,337
Daily Pivots for day following 13-Jul-2007
Classic Woodie Camarilla DeMark
R4 108-00 107-26 107-00
R3 107-19 107-13 106-29
R2 107-06 107-06 106-27
R1 107-00 107-00 106-26 107-03
PP 106-25 106-25 106-25 106-27
S1 106-19 106-19 106-24 106-22
S2 106-12 106-12 106-23
S3 105-31 106-06 106-21
S4 105-18 105-25 106-18
Weekly Pivots for week ending 13-Jul-2007
Classic Woodie Camarilla DeMark
R4 115-06 113-21 108-08
R3 112-16 110-31 107-17
R2 109-26 109-26 107-09
R1 108-09 108-09 107-01 109-02
PP 107-04 107-04 107-04 107-16
S1 105-19 105-19 106-17 106-12
S2 104-14 104-14 106-09
S3 101-24 102-29 106-01
S4 99-02 100-07 105-10
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 108-20 105-30 2-22 2.5% 0-27 0.8% 31% False False 267
10 108-20 105-30 2-22 2.5% 0-20 0.6% 31% False False 475
20 108-20 105-17 3-03 2.9% 0-20 0.6% 40% False False 381
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 0-04
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 108-23
2.618 108-02
1.618 107-21
1.000 107-13
0.618 107-08
HIGH 107-00
0.618 106-27
0.500 106-26
0.382 106-24
LOW 106-19
0.618 106-11
1.000 106-06
1.618 105-30
2.618 105-17
4.250 104-28
Fisher Pivots for day following 13-Jul-2007
Pivot 1 day 3 day
R1 106-26 107-16
PP 106-25 107-08
S1 106-25 107-00

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

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