ECBOT 30 Year Treasury Bond Future December 2007


Trading Metrics calculated at close of trading on 29-Aug-2007
Day Change Summary
Previous Current
28-Aug-2007 29-Aug-2007 Change Change % Previous Week
Open 111-09 111-23 0-14 0.4% 109-12
High 111-23 111-28 0-05 0.1% 110-27
Low 111-04 111-06 0-02 0.1% 109-12
Close 111-16 111-10 -0-06 -0.2% 110-22
Range 0-19 0-22 0-03 15.8% 1-15
ATR 0-26 0-26 0-00 -1.2% 0-00
Volume 147,864 206,485 58,621 39.6% 45,405
Daily Pivots for day following 29-Aug-2007
Classic Woodie Camarilla DeMark
R4 113-17 113-03 111-22
R3 112-27 112-13 111-16
R2 112-05 112-05 111-14
R1 111-23 111-23 111-12 111-19
PP 111-15 111-15 111-15 111-12
S1 111-01 111-01 111-08 110-29
S2 110-25 110-25 111-06
S3 110-03 110-11 111-04
S4 109-13 109-21 110-30
Weekly Pivots for week ending 24-Aug-2007
Classic Woodie Camarilla DeMark
R4 114-23 114-05 111-16
R3 113-08 112-22 111-03
R2 111-25 111-25 110-31
R1 111-07 111-07 110-26 111-16
PP 110-10 110-10 110-10 110-14
S1 109-24 109-24 110-18 110-01
S2 108-27 108-27 110-13
S3 107-12 108-09 110-09
S4 105-29 106-26 109-28
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 111-28 109-16 2-12 2.1% 0-24 0.7% 76% True False 83,823
10 111-28 108-30 2-30 2.6% 0-28 0.8% 81% True False 43,386
20 111-28 108-21 3-07 2.9% 0-26 0.7% 83% True False 22,466
40 111-28 105-30 5-30 5.3% 0-25 0.7% 91% True False 11,514
60 111-28 104-18 7-10 6.6% 0-24 0.7% 92% True False 7,770
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-05
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 114-26
2.618 113-22
1.618 113-00
1.000 112-18
0.618 112-10
HIGH 111-28
0.618 111-20
0.500 111-17
0.382 111-14
LOW 111-06
0.618 110-24
1.000 110-16
1.618 110-02
2.618 109-12
4.250 108-08
Fisher Pivots for day following 29-Aug-2007
Pivot 1 day 3 day
R1 111-17 111-08
PP 111-15 111-07
S1 111-12 111-06

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

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