ECBOT 30 Year Treasury Bond Future December 2007


Trading Metrics calculated at close of trading on 20-Aug-2007
Day Change Summary
Previous Current
17-Aug-2007 20-Aug-2007 Change Change % Previous Week
Open 109-28 109-12 -0-16 -0.5% 109-00
High 110-09 110-09 0-00 0.0% 110-22
Low 108-30 109-12 0-14 0.4% 108-23
Close 109-18 109-31 0-13 0.4% 109-18
Range 1-11 0-29 -0-14 -32.6% 1-31
ATR 0-28 0-28 0-00 0.2% 0-00
Volume 1,841 1,397 -444 -24.1% 10,533
Daily Pivots for day following 20-Aug-2007
Classic Woodie Camarilla DeMark
R4 112-19 112-06 110-15
R3 111-22 111-09 110-07
R2 110-25 110-25 110-04
R1 110-12 110-12 110-02 110-18
PP 109-28 109-28 109-28 109-31
S1 109-15 109-15 109-28 109-22
S2 108-31 108-31 109-26
S3 108-02 108-18 109-23
S4 107-05 107-21 109-15
Weekly Pivots for week ending 17-Aug-2007
Classic Woodie Camarilla DeMark
R4 115-18 114-17 110-21
R3 113-19 112-18 110-03
R2 111-20 111-20 109-30
R1 110-19 110-19 109-24 111-04
PP 109-21 109-21 109-21 109-29
S1 108-20 108-20 109-12 109-04
S2 107-22 107-22 109-06
S3 105-23 106-21 109-01
S4 103-24 104-22 108-15
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 110-22 108-30 1-24 1.6% 1-02 1.0% 59% False False 2,186
10 110-22 108-21 2-01 1.8% 0-30 0.8% 65% False False 1,929
20 110-23 108-04 2-19 2.4% 0-27 0.8% 71% False False 1,496
40 110-23 105-30 4-25 4.3% 0-25 0.7% 84% False False 942
60 110-23 104-18 6-05 5.6% 0-23 0.6% 88% False False 665
Crabel Price Patterns
NR True
NR4 False
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 0-05
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 114-04
2.618 112-21
1.618 111-24
1.000 111-06
0.618 110-27
HIGH 110-09
0.618 109-30
0.500 109-26
0.382 109-23
LOW 109-12
0.618 108-26
1.000 108-15
1.618 107-29
2.618 107-00
4.250 105-17
Fisher Pivots for day following 20-Aug-2007
Pivot 1 day 3 day
R1 109-30 109-29
PP 109-28 109-28
S1 109-26 109-26

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

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