ECBOT 30 Year Treasury Bond Future December 2007


Trading Metrics calculated at close of trading on 28-Sep-2007
Day Change Summary
Previous Current
27-Sep-2007 28-Sep-2007 Change Change % Previous Week
Open 110-23 111-11 0-20 0.6% 110-23
High 111-14 111-29 0-15 0.4% 111-29
Low 110-12 110-26 0-14 0.4% 110-06
Close 111-11 111-11 0-00 0.0% 111-11
Range 1-02 1-03 0-01 2.9% 1-23
ATR 0-30 0-30 0-00 1.2% 0-00
Volume 313,260 294,466 -18,794 -6.0% 1,481,938
Daily Pivots for day following 28-Sep-2007
Classic Woodie Camarilla DeMark
R4 114-20 114-03 111-30
R3 113-17 113-00 111-21
R2 112-14 112-14 111-17
R1 111-29 111-29 111-14 111-28
PP 111-11 111-11 111-11 111-11
S1 110-26 110-26 111-08 110-26
S2 110-08 110-08 111-05
S3 109-05 109-23 111-01
S4 108-02 108-20 110-24
Weekly Pivots for week ending 28-Sep-2007
Classic Woodie Camarilla DeMark
R4 116-10 115-17 112-09
R3 114-19 113-26 111-26
R2 112-28 112-28 111-21
R1 112-03 112-03 111-16 112-16
PP 111-05 111-05 111-05 111-11
S1 110-12 110-12 111-06 110-24
S2 109-14 109-14 111-01
S3 107-23 108-21 110-28
S4 106-00 106-30 110-13
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 111-29 110-06 1-23 1.5% 0-28 0.8% 67% True False 296,387
10 113-06 109-29 3-09 2.9% 1-01 0.9% 44% False False 324,096
20 114-08 109-29 4-11 3.9% 0-31 0.9% 33% False False 317,440
40 114-08 108-21 5-19 5.0% 0-29 0.8% 48% False False 176,021
60 114-08 105-30 8-10 7.5% 0-27 0.8% 65% False False 117,538
80 114-08 104-18 9-22 8.7% 0-26 0.7% 70% False False 88,241
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-07
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 116-18
2.618 114-25
1.618 113-22
1.000 113-00
0.618 112-19
HIGH 111-29
0.618 111-16
0.500 111-12
0.382 111-07
LOW 110-26
0.618 110-04
1.000 109-23
1.618 109-01
2.618 107-30
4.250 106-05
Fisher Pivots for day following 28-Sep-2007
Pivot 1 day 3 day
R1 111-12 111-08
PP 111-11 111-05
S1 111-11 111-02

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

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