ECBOT 30 Year Treasury Bond Future December 2007


Trading Metrics calculated at close of trading on 12-Sep-2007
Day Change Summary
Previous Current
11-Sep-2007 12-Sep-2007 Change Change % Previous Week
Open 113-30 113-22 -0-08 -0.2% 111-17
High 114-05 114-02 -0-03 -0.1% 113-15
Low 113-21 113-07 -0-14 -0.4% 111-05
Close 113-25 113-11 -0-14 -0.4% 113-10
Range 0-16 0-27 0-11 68.8% 2-10
ATR 0-27 0-27 0-00 0.0% 0-00
Volume 344,037 250,139 -93,898 -27.3% 1,223,782
Daily Pivots for day following 12-Sep-2007
Classic Woodie Camarilla DeMark
R4 116-02 115-18 113-26
R3 115-07 114-23 113-18
R2 114-12 114-12 113-16
R1 113-28 113-28 113-13 113-22
PP 113-17 113-17 113-17 113-15
S1 113-01 113-01 113-09 112-28
S2 112-22 112-22 113-06
S3 111-27 112-06 113-04
S4 111-00 111-11 112-28
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
5 114-08 111-28 2-12 2.1% 0-29 0.8% 62% False False 324,903
10 114-08 111-05 3-03 2.7% 0-27 0.8% 71% False False 292,656
20 114-08 108-30 5-10 4.7% 0-28 0.8% 83% False False 157,815
40 114-08 107-06 7-02 6.2% 0-26 0.7% 87% False False 79,435
60 114-08 105-17 8-23 7.7% 0-24 0.7% 90% False False 53,091
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-06
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 117-21
2.618 116-09
1.618 115-14
1.000 114-29
0.618 114-19
HIGH 114-02
0.618 113-24
0.500 113-20
0.382 113-17
LOW 113-07
0.618 112-22
1.000 112-12
1.618 111-27
2.618 111-00
4.250 109-20
Fisher Pivots for day following 12-Sep-2007
Pivot 1 day 3 day
R1 113-20 113-23
PP 113-17 113-19
S1 113-14 113-15

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

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