ECBOT 30 Year Treasury Bond Future December 2007


Trading Metrics calculated at close of trading on 20-Jul-2007
Day Change Summary
Previous Current
19-Jul-2007 20-Jul-2007 Change Change % Previous Week
Open 107-14 107-11 -0-03 -0.1% 106-18
High 107-30 108-18 0-20 0.6% 108-18
Low 107-06 107-11 0-05 0.1% 106-18
Close 107-20 108-09 0-21 0.6% 108-09
Range 0-24 1-07 0-15 62.5% 2-00
ATR 0-24 0-25 0-01 4.5% 0-00
Volume 73 94 21 28.8% 698
Daily Pivots for day following 20-Jul-2007
Classic Woodie Camarilla DeMark
R4 111-23 111-07 108-30
R3 110-16 110-00 108-20
R2 109-09 109-09 108-16
R1 108-25 108-25 108-13 109-01
PP 108-02 108-02 108-02 108-06
S1 107-18 107-18 108-05 107-26
S2 106-27 106-27 108-02
S3 105-20 106-11 107-30
S4 104-13 105-04 107-20
Weekly Pivots for week ending 20-Jul-2007
Classic Woodie Camarilla DeMark
R4 113-26 113-01 109-12
R3 111-26 111-01 108-27
R2 109-26 109-26 108-21
R1 109-01 109-01 108-15 109-14
PP 107-26 107-26 107-26 108-00
S1 107-01 107-01 108-03 107-14
S2 105-26 105-26 107-29
S3 103-26 105-01 107-23
S4 101-26 103-01 107-06
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 108-18 106-18 2-00 1.8% 0-26 0.8% 86% True False 139
10 108-20 105-30 2-22 2.5% 0-27 0.8% 87% False False 203
20 108-20 105-30 2-22 2.5% 0-21 0.6% 87% False False 358
40 109-17 104-18 4-31 4.6% 0-20 0.6% 75% False False 233
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 7 trading days
Fibonacci Retracements and Extensions
4.250 113-24
2.618 111-24
1.618 110-17
1.000 109-25
0.618 109-10
HIGH 108-18
0.618 108-03
0.500 107-30
0.382 107-26
LOW 107-11
0.618 106-19
1.000 106-04
1.618 105-12
2.618 104-05
4.250 102-05
Fisher Pivots for day following 20-Jul-2007
Pivot 1 day 3 day
R1 108-06 108-05
PP 108-02 108-00
S1 107-30 107-28

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

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