ECBOT 30 Year Treasury Bond Future December 2007


Trading Metrics calculated at close of trading on 06-Dec-2007
Day Change Summary
Previous Current
05-Dec-2007 06-Dec-2007 Change Change % Previous Week
Open 117-31 117-02 -0-29 -0.8% 116-25
High 118-00 117-04 -0-28 -0.7% 119-12
Low 116-31 116-11 -0-20 -0.5% 116-13
Close 117-21 116-20 -1-01 -0.9% 117-06
Range 1-01 0-25 -0-08 -24.2% 2-31
ATR 1-06 1-06 0-00 0.8% 0-00
Volume 38,425 25,433 -12,992 -33.8% 2,688,886
Daily Pivots for day following 06-Dec-2007
Classic Woodie Camarilla DeMark
R4 119-01 118-20 117-02
R3 118-08 117-27 116-27
R2 117-15 117-15 116-25
R1 117-02 117-02 116-22 116-28
PP 116-22 116-22 116-22 116-20
S1 116-09 116-09 116-18 116-03
S2 115-29 115-29 116-15
S3 115-04 115-16 116-13
S4 114-11 114-23 116-06
Weekly Pivots for week ending 30-Nov-2007
Classic Woodie Camarilla DeMark
R4 126-18 124-27 118-26
R3 123-19 121-28 118-00
R2 120-20 120-20 117-23
R1 118-29 118-29 117-15 119-24
PP 117-21 117-21 117-21 118-03
S1 115-30 115-30 116-29 116-26
S2 114-22 114-22 116-21
S3 111-23 112-31 116-12
S4 108-24 110-00 115-18
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-20 116-11 2-09 2.0% 1-04 1.0% 12% False True 204,915
10 119-12 116-11 3-01 2.6% 1-13 1.2% 9% False True 329,138
20 119-12 113-19 5-25 5.0% 1-05 1.0% 52% False False 323,901
40 119-12 110-02 9-10 8.0% 1-01 0.9% 70% False False 335,799
60 119-12 109-29 9-15 8.1% 1-01 0.9% 71% False False 322,335
80 119-12 108-30 10-14 8.9% 1-00 0.8% 74% False False 281,205
100 119-12 107-06 12-06 10.5% 0-30 0.8% 77% False False 225,175
120 119-12 105-17 13-27 11.9% 0-29 0.8% 80% False False 187,713
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0-07
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 120-14
2.618 119-05
1.618 118-12
1.000 117-29
0.618 117-19
HIGH 117-04
0.618 116-26
0.500 116-24
0.382 116-21
LOW 116-11
0.618 115-28
1.000 115-18
1.618 115-03
2.618 114-10
4.250 113-01
Fisher Pivots for day following 06-Dec-2007
Pivot 1 day 3 day
R1 116-24 117-16
PP 116-22 117-06
S1 116-21 116-29

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

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