ECBOT 30 Year Treasury Bond Future December 2007

Trading Metrics calculated at close of trading on 14-Aug-2007

Day Change Summary
	Previous	Current
	13-Aug-2007	14-Aug-2007	Change	Change %	Previous Week
Open	109-00	109-08	0-08	0.2%	110-18
High	109-13	109-24	0-11	0.3%	110-18
Low	108-23	108-30	0-07	0.2%	108-21
Close	109-10	109-21	0-11	0.3%	109-06
Range	0-22	0-26	0-04	18.2%	1-29
ATR	0-25	0-26	0-00	0.1%	0-00
Volume	999	1,230	231	23.1%	8,389

Daily Pivots for day following 14-Aug-2007
	Classic	Woodie	Camarilla	DeMark
R4	111-28	111-19	110-03
R3	111-02	110-25	109-28
R2	110-08	110-08	109-26
R1	109-31	109-31	109-23	110-04
PP	109-14	109-14	109-14	109-17
S1	109-05	109-05	109-19	109-10
S2	108-20	108-20	109-16
S3	107-26	108-11	109-14
S4	107-00	107-17	109-07

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	109-24	108-21	1-03	1.0%	0-26	0.7%	91%	True	False	1,594
10	110-23	108-21	2-02	1.9%	0-24	0.7%	48%	False	False	1,408
20	110-23	107-06	3-17	3.2%	0-25	0.7%	70%	False	False	1,054
40	110-23	105-17	5-06	4.7%	0-23	0.6%	80%	False	False	729

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-05
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	113-06
2.618	111-28
1.618	111-02
1.000	110-18
0.618	110-08
HIGH	109-24
0.618	109-14
0.500	109-11
0.382	109-08
LOW	108-30
0.618	108-14
1.000	108-04
1.618	107-20
2.618	106-26
4.250	105-16

Fisher Pivots for day following 14-Aug-2007
Pivot	1 day	3 day
R1	109-18	109-16
PP	109-14	109-12
S1	109-11	109-08

Download as Excel Spreadsheet

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

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