ECBOT 30 Year Treasury Bond Future December 2007

Trading Metrics calculated at close of trading on 30-Aug-2007

Day Change Summary
	Previous	Current
	29-Aug-2007	30-Aug-2007	Change	Change %	Previous Week
Open	111-23	111-08	-0-15	-0.4%	109-12
High	111-28	111-31	0-03	0.1%	110-27
Low	111-06	111-06	0-00	0.0%	109-12
Close	111-10	111-30	0-20	0.6%	110-22
Range	0-22	0-25	0-03	13.6%	1-15
ATR	0-26	0-26	0-00	-0.3%	0-00
Volume	206,485	244,256	37,771	18.3%	45,405

Daily Pivots for day following 30-Aug-2007
	Classic	Woodie	Camarilla	DeMark
R4	114-01	113-25	112-12
R3	113-08	113-00	112-05
R2	112-15	112-15	112-03
R1	112-07	112-07	112-00	112-11
PP	111-22	111-22	111-22	111-24
S1	111-14	111-14	111-28	111-18
S2	110-29	110-29	111-25
S3	110-04	110-21	111-23
S4	109-11	109-28	111-16

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	111-31	110-08	1-23	1.5%	0-23	0.6%	98%	True	False	130,588
10	111-31	108-30	3-01	2.7%	0-25	0.7%	99%	True	False	67,402
20	111-31	108-21	3-10	3.0%	0-26	0.7%	99%	True	False	34,602
40	111-31	105-30	6-01	5.4%	0-25	0.7%	99%	True	False	17,586
60	111-31	104-18	7-13	6.6%	0-24	0.7%	100%	True	False	11,841

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-05
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	115-09
2.618	114-00
1.618	113-07
1.000	112-24
0.618	112-14
HIGH	111-31
0.618	111-21
0.500	111-18
0.382	111-16
LOW	111-06
0.618	110-23
1.000	110-13
1.618	109-30
2.618	109-05
4.250	107-28

Fisher Pivots for day following 30-Aug-2007
Pivot	1 day	3 day
R1	111-26	111-26
PP	111-22	111-22
S1	111-18	111-18

Download as Excel Spreadsheet

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

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