ECBOT 30 Year Treasury Bond Future March 2008

Trading Metrics calculated at close of trading on 31-Jul-2007

Day Change Summary
	Previous	Current
	30-Jul-2007	31-Jul-2007	Change	Change %	Previous Week
Open	109-16	109-07	-0-09	-0.3%	108-22
High	109-16	110-06	0-22	0.6%	109-24
Low	109-16	109-06	-0-10	-0.3%	108-08
Close	109-16	109-30	0-14	0.4%	109-20
Range	0-00	1-00	1-00		1-16
ATR
Volume	21	112	91	433.3%	3

Daily Pivots for day following 31-Jul-2007
	Classic	Woodie	Camarilla	DeMark
R4	112-25	112-11	110-16
R3	111-25	111-11	110-07
R2	110-25	110-25	110-04
R1	110-11	110-11	110-01	110-18
PP	109-25	109-25	109-25	109-28
S1	109-11	109-11	109-27	109-18
S2	108-25	108-25	109-24
S3	107-25	108-11	109-21
S4	106-25	107-11	109-12

Weekly Pivots for week ending 27-Jul-2007
	Classic	Woodie	Camarilla	DeMark
R4	113-23	113-05	110-14
R3	112-07	111-21	110-01
R2	110-23	110-23	109-29
R1	110-05	110-05	109-24	110-14
PP	109-07	109-07	109-07	109-11
S1	108-21	108-21	109-16	108-30
S2	107-23	107-23	109-11
S3	106-07	107-05	109-07
S4	104-23	105-21	108-26

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	110-06	108-23	1-15	1.3%	0-06	0.2%	83%	True	False	27
10	110-06	107-06	3-00	2.7%	0-05	0.1%	92%	True	False	16

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-00
Widest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	114-14
2.618	112-26
1.618	111-26
1.000	111-06
0.618	110-26
HIGH	110-06
0.618	109-26
0.500	109-22
0.382	109-18
LOW	109-06
0.618	108-18
1.000	108-06
1.618	107-18
2.618	106-18
4.250	104-30

Fisher Pivots for day following 31-Jul-2007
Pivot	1 day	3 day
R1	109-27	109-27
PP	109-25	109-25
S1	109-22	109-22

Download as Excel Spreadsheet

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

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