ECBOT 30 Year Treasury Bond Future December 2007


Trading Metrics calculated at close of trading on 07-Sep-2007
Day Change Summary
Previous Current
06-Sep-2007 07-Sep-2007 Change Change % Previous Week
Open 112-10 111-29 -0-13 -0.4% 111-17
High 112-13 113-15 1-02 0.9% 113-15
Low 111-28 111-28 0-00 0.0% 111-05
Close 112-02 113-10 1-08 1.1% 113-10
Range 0-17 1-19 1-02 200.0% 2-10
ATR 0-26 0-27 0-02 7.1% 0-00
Volume 348,547 299,456 -49,091 -14.1% 1,223,782
Daily Pivots for day following 07-Sep-2007
Classic Woodie Camarilla DeMark
R4 117-21 117-03 114-06
R3 116-02 115-16 113-24
R2 114-15 114-15 113-19
R1 113-29 113-29 113-15 114-06
PP 112-28 112-28 112-28 113-01
S1 112-10 112-10 113-05 112-19
S2 111-09 111-09 113-01
S3 109-22 110-23 112-28
S4 108-03 109-04 112-14
Weekly Pivots for week ending 07-Sep-2007
Classic Woodie Camarilla DeMark
R4 119-19 118-24 114-19
R3 117-09 116-14 113-30
R2 114-31 114-31 113-24
R1 114-04 114-04 113-17 114-18
PP 112-21 112-21 112-21 112-27
S1 111-26 111-26 113-03 112-08
S2 110-11 110-11 112-28
S3 108-01 109-16 112-22
S4 105-23 107-06 112-01
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 113-15 111-05 2-10 2.0% 0-30 0.8% 93% True False 299,862
10 113-15 110-08 3-07 2.8% 0-26 0.7% 95% True False 215,225
20 113-15 108-23 4-24 4.2% 0-27 0.7% 97% True False 109,216
40 113-15 106-18 6-29 6.1% 0-26 0.7% 98% True False 55,037
60 113-15 105-17 7-30 7.0% 0-24 0.7% 98% True False 36,817
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-05
Widest range in 41 trading days
Fibonacci Retracements and Extensions
4.250 120-08
2.618 117-21
1.618 116-02
1.000 115-02
0.618 114-15
HIGH 113-15
0.618 112-28
0.500 112-22
0.382 112-15
LOW 111-28
0.618 110-28
1.000 110-09
1.618 109-09
2.618 107-22
4.250 105-03
Fisher Pivots for day following 07-Sep-2007
Pivot 1 day 3 day
R1 113-03 112-31
PP 112-28 112-21
S1 112-22 112-10

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

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