ECBOT 30 Year Treasury Bond Future December 2007


Trading Metrics calculated at close of trading on 10-Aug-2007
Day Change Summary
Previous Current
09-Aug-2007 10-Aug-2007 Change Change % Previous Week
Open 108-26 109-16 0-22 0.6% 110-18
High 109-22 109-16 -0-06 -0.2% 110-18
Low 108-24 108-31 0-07 0.2% 108-21
Close 109-00 109-06 0-06 0.2% 109-06
Range 0-30 0-17 -0-13 -43.3% 1-29
ATR 0-26 0-26 -0-01 -2.5% 0-00
Volume 1,117 2,301 1,184 106.0% 8,389
Daily Pivots for day following 10-Aug-2007
Classic Woodie Camarilla DeMark
R4 110-26 110-17 109-15
R3 110-09 110-00 109-11
R2 109-24 109-24 109-09
R1 109-15 109-15 109-08 109-11
PP 109-07 109-07 109-07 109-05
S1 108-30 108-30 109-04 108-26
S2 108-22 108-22 109-03
S3 108-05 108-13 109-01
S4 107-20 107-28 108-29
Weekly Pivots for week ending 10-Aug-2007
Classic Woodie Camarilla DeMark
R4 115-06 114-03 110-08
R3 113-09 112-06 109-23
R2 111-12 111-12 109-17
R1 110-09 110-09 109-12 109-28
PP 109-15 109-15 109-15 109-08
S1 108-12 108-12 109-00 107-31
S2 107-18 107-18 108-27
S3 105-21 106-15 108-21
S4 103-24 104-18 108-04
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 110-18 108-21 1-29 1.7% 0-25 0.7% 28% False False 1,677
10 110-23 108-21 2-02 1.9% 0-25 0.7% 26% False False 1,365
20 110-23 106-18 4-05 3.8% 0-25 0.7% 63% False False 968
40 110-23 105-17 5-06 4.8% 0-22 0.6% 70% False False 674
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-05
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 111-24
2.618 110-29
1.618 110-12
1.000 110-01
0.618 109-27
HIGH 109-16
0.618 109-10
0.500 109-08
0.382 109-05
LOW 108-31
0.618 108-20
1.000 108-14
1.618 108-03
2.618 107-18
4.250 106-23
Fisher Pivots for day following 10-Aug-2007
Pivot 1 day 3 day
R1 109-08 109-06
PP 109-07 109-06
S1 109-06 109-06

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

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