ECBOT 30 Year Treasury Bond Future December 2007


Trading Metrics calculated at close of trading on 05-Oct-2007
Day Change Summary
Previous Current
04-Oct-2007 05-Oct-2007 Change Change % Previous Week
Open 111-20 112-05 0-17 0.5% 111-07
High 112-07 112-07 0-00 0.0% 112-10
Low 111-15 110-15 -1-00 -0.9% 110-15
Close 112-03 110-25 -1-10 -1.2% 110-25
Range 0-24 1-24 1-00 133.3% 1-27
ATR 0-29 0-31 0-02 6.6% 0-00
Volume 278,158 194,927 -83,231 -29.9% 1,416,485
Daily Pivots for day following 05-Oct-2007
Classic Woodie Camarilla DeMark
R4 116-13 115-11 111-24
R3 114-21 113-19 111-08
R2 112-29 112-29 111-03
R1 111-27 111-27 110-30 111-16
PP 111-05 111-05 111-05 111-00
S1 110-03 110-03 110-20 109-24
S2 109-13 109-13 110-15
S3 107-21 108-11 110-10
S4 105-29 106-19 109-26
Weekly Pivots for week ending 05-Oct-2007
Classic Woodie Camarilla DeMark
R4 116-23 115-19 111-25
R3 114-28 113-24 111-09
R2 113-01 113-01 111-04
R1 111-29 111-29 110-30 111-18
PP 111-06 111-06 111-06 111-00
S1 110-02 110-02 110-20 109-22
S2 109-11 109-11 110-14
S3 107-16 108-07 110-09
S4 105-21 106-12 109-25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 112-10 110-15 1-27 1.7% 0-31 0.9% 17% False True 283,297
10 112-10 110-06 2-04 1.9% 0-29 0.8% 28% False False 289,842
20 114-08 109-29 4-11 3.9% 1-00 0.9% 20% False False 313,299
40 114-08 108-23 5-17 5.0% 0-29 0.8% 37% False False 211,257
60 114-08 106-18 7-22 6.9% 0-28 0.8% 55% False False 141,125
80 114-08 105-17 8-23 7.9% 0-26 0.7% 60% False False 105,937
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 0-08
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 119-21
2.618 116-26
1.618 115-02
1.000 113-31
0.618 113-10
HIGH 112-07
0.618 111-18
0.500 111-11
0.382 111-04
LOW 110-15
0.618 109-12
1.000 108-23
1.618 107-20
2.618 105-28
4.250 103-01
Fisher Pivots for day following 05-Oct-2007
Pivot 1 day 3 day
R1 111-11 111-12
PP 111-05 111-06
S1 110-31 111-00

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

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