ECBOT 30 Year Treasury Bond Future December 2007


Trading Metrics calculated at close of trading on 31-Jul-2007
Day Change Summary
Previous Current
30-Jul-2007 31-Jul-2007 Change Change % Previous Week
Open 109-22 109-26 0-04 0.1% 108-09
High 110-00 110-08 0-08 0.2% 110-05
Low 109-14 109-06 -0-08 -0.2% 108-03
Close 109-17 109-31 0-14 0.4% 109-22
Range 0-18 1-02 0-16 88.9% 2-02
ATR 0-25 0-25 0-01 2.7% 0-00
Volume 1,288 516 -772 -59.9% 5,019
Daily Pivots for day following 31-Jul-2007
Classic Woodie Camarilla DeMark
R4 113-00 112-17 110-18
R3 111-30 111-15 110-08
R2 110-28 110-28 110-05
R1 110-13 110-13 110-02 110-20
PP 109-26 109-26 109-26 109-29
S1 109-11 109-11 109-28 109-18
S2 108-24 108-24 109-25
S3 107-22 108-09 109-22
S4 106-20 107-07 109-12
Weekly Pivots for week ending 27-Jul-2007
Classic Woodie Camarilla DeMark
R4 115-16 114-21 110-26
R3 113-14 112-19 110-08
R2 111-12 111-12 110-02
R1 110-17 110-17 109-28 110-30
PP 109-10 109-10 109-10 109-17
S1 108-15 108-15 109-16 108-28
S2 107-08 107-08 109-10
S3 105-06 106-13 109-04
S4 103-04 104-11 108-18
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 110-08 108-04 2-04 1.9% 0-30 0.8% 87% True False 1,080
10 110-08 107-06 3-02 2.8% 0-26 0.7% 91% True False 701
20 110-08 105-30 4-10 3.9% 0-24 0.7% 93% True False 582
40 110-08 104-18 5-22 5.2% 0-23 0.6% 95% True False 398
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-06
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 114-24
2.618 113-01
1.618 111-31
1.000 111-10
0.618 110-29
HIGH 110-08
0.618 109-27
0.500 109-23
0.382 109-19
LOW 109-06
0.618 108-17
1.000 108-04
1.618 107-15
2.618 106-13
4.250 104-22
Fisher Pivots for day following 31-Jul-2007
Pivot 1 day 3 day
R1 109-28 109-28
PP 109-26 109-26
S1 109-23 109-23

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

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