ECBOT 30 Year Treasury Bond Future December 2007


Trading Metrics calculated at close of trading on 11-Sep-2007
Day Change Summary
Previous Current
10-Sep-2007 11-Sep-2007 Change Change % Previous Week
Open 113-10 113-30 0-20 0.6% 111-17
High 114-08 114-05 -0-03 -0.1% 113-15
Low 113-06 113-21 0-15 0.4% 111-05
Close 113-31 113-25 -0-06 -0.2% 113-10
Range 1-02 0-16 -0-18 -52.9% 2-10
ATR 0-28 0-27 -0-01 -3.0% 0-00
Volume 382,337 344,037 -38,300 -10.0% 1,223,782
Daily Pivots for day following 11-Sep-2007
Classic Woodie Camarilla DeMark
R4 115-12 115-02 114-02
R3 114-28 114-18 113-29
R2 114-12 114-12 113-28
R1 114-02 114-02 113-26 113-31
PP 113-28 113-28 113-28 113-26
S1 113-18 113-18 113-24 113-15
S2 113-12 113-12 113-22
S3 112-28 113-02 113-21
S4 112-12 112-18 113-16
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
5 114-08 111-05 3-03 2.7% 0-31 0.9% 85% False False 331,267
10 114-08 111-04 3-04 2.7% 0-26 0.7% 85% False False 282,429
20 114-08 108-30 5-10 4.7% 0-28 0.8% 91% False False 145,370
40 114-08 106-30 7-10 6.4% 0-26 0.7% 94% False False 73,186
60 114-08 105-17 8-23 7.7% 0-24 0.7% 95% False False 48,923
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-05
Narrowest range in 27 trading days
Fibonacci Retracements and Extensions
4.250 116-09
2.618 115-15
1.618 114-31
1.000 114-21
0.618 114-15
HIGH 114-05
0.618 113-31
0.500 113-29
0.382 113-27
LOW 113-21
0.618 113-11
1.000 113-05
1.618 112-27
2.618 112-11
4.250 111-17
Fisher Pivots for day following 11-Sep-2007
Pivot 1 day 3 day
R1 113-29 113-17
PP 113-28 113-10
S1 113-26 113-02

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

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