ECBOT 30 Year Treasury Bond Future December 2007


Trading Metrics calculated at close of trading on 05-Sep-2007
Day Change Summary
Previous Current
04-Sep-2007 05-Sep-2007 Change Change % Previous Week
Open 111-17 111-13 -0-04 -0.1% 110-25
High 111-29 112-11 0-14 0.4% 111-31
Low 111-06 111-05 -0-01 0.0% 110-15
Close 111-13 112-07 0-26 0.7% 111-18
Range 0-23 1-06 0-15 65.2% 1-16
ATR 0-25 0-26 0-01 3.6% 0-00
Volume 293,817 281,962 -11,855 -4.0% 902,309
Daily Pivots for day following 05-Sep-2007
Classic Woodie Camarilla DeMark
R4 115-15 115-01 112-28
R3 114-09 113-27 112-17
R2 113-03 113-03 112-14
R1 112-21 112-21 112-10 112-28
PP 111-29 111-29 111-29 112-00
S1 111-15 111-15 112-04 111-22
S2 110-23 110-23 112-00
S3 109-17 110-09 111-29
S4 108-11 109-03 111-18
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
5 112-11 111-05 1-06 1.1% 0-26 0.7% 89% True True 260,410
10 112-11 109-16 2-27 2.5% 0-25 0.7% 96% True False 151,904
20 112-11 108-21 3-22 3.3% 0-27 0.7% 97% True False 76,988
40 112-11 106-11 6-00 5.3% 0-26 0.7% 98% True False 38,863
60 112-11 104-18 7-25 6.9% 0-24 0.7% 98% True False 26,018
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-06
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 117-12
2.618 115-14
1.618 114-08
1.000 113-17
0.618 113-02
HIGH 112-11
0.618 111-28
0.500 111-24
0.382 111-20
LOW 111-05
0.618 110-14
1.000 109-31
1.618 109-08
2.618 108-02
4.250 106-04
Fisher Pivots for day following 05-Sep-2007
Pivot 1 day 3 day
R1 112-02 112-02
PP 111-29 111-29
S1 111-24 111-24

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

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