ECBOT 30 Year Treasury Bond Future December 2007


Trading Metrics calculated at close of trading on 04-Sep-2007
Day Change Summary
Previous Current
31-Aug-2007 04-Sep-2007 Change Change % Previous Week
Open 111-27 111-17 -0-10 -0.3% 110-25
High 111-30 111-29 -0-01 0.0% 111-31
Low 111-10 111-06 -0-04 -0.1% 110-15
Close 111-18 111-13 -0-05 -0.1% 111-18
Range 0-20 0-23 0-03 15.0% 1-16
ATR 0-25 0-25 0-00 -0.7% 0-00
Volume 275,531 293,817 18,286 6.6% 902,309
Daily Pivots for day following 04-Sep-2007
Classic Woodie Camarilla DeMark
R4 113-21 113-08 111-26
R3 112-30 112-17 111-19
R2 112-07 112-07 111-17
R1 111-26 111-26 111-15 111-21
PP 111-16 111-16 111-16 111-14
S1 111-03 111-03 111-11 110-30
S2 110-25 110-25 111-09
S3 110-02 110-12 111-07
S4 109-11 109-21 111-00
Weekly Pivots for week ending 31-Aug-2007
Classic Woodie Camarilla DeMark
R4 115-27 115-06 112-12
R3 114-11 113-22 111-31
R2 112-27 112-27 111-27
R1 112-06 112-06 111-22 112-16
PP 111-11 111-11 111-11 111-16
S1 110-22 110-22 111-14 111-00
S2 109-27 109-27 111-09
S3 108-11 109-06 111-05
S4 106-27 107-22 110-24
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 111-31 111-04 0-27 0.8% 0-22 0.6% 33% False False 233,590
10 111-31 109-16 2-15 2.2% 0-22 0.6% 77% False False 124,013
20 111-31 108-21 3-10 3.0% 0-26 0.7% 83% False False 62,971
40 111-31 106-11 5-20 5.0% 0-26 0.7% 90% False False 31,818
60 111-31 104-18 7-13 6.6% 0-23 0.7% 92% False False 21,319
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 True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-05
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 114-31
2.618 113-25
1.618 113-02
1.000 112-20
0.618 112-11
HIGH 111-29
0.618 111-20
0.500 111-18
0.382 111-15
LOW 111-06
0.618 110-24
1.000 110-15
1.618 110-01
2.618 109-10
4.250 108-04
Fisher Pivots for day following 04-Sep-2007
Pivot 1 day 3 day
R1 111-18 111-18
PP 111-16 111-17
S1 111-14 111-15

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

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