ECBOT 30 Year Treasury Bond Future March 2008


Trading Metrics calculated at close of trading on 20-Aug-2007
Day Change Summary
Previous Current
17-Aug-2007 20-Aug-2007 Change Change % Previous Week
Open 109-17 109-01 -0-16 -0.5% 109-10
High 109-17 109-24 0-07 0.2% 110-10
Low 109-17 109-01 -0-16 -0.5% 109-10
Close 109-17 109-29 0-12 0.3% 109-17
Range 0-00 0-23 0-23 1-00
ATR 0-15 0-15 0-01 4.0% 0-00
Volume 80 0 -80 -100.0% 100
Daily Pivots for day following 20-Aug-2007
Classic Woodie Camarilla DeMark
R4 111-23 111-17 110-10
R3 111-00 110-26 110-03
R2 110-09 110-09 110-01
R1 110-03 110-03 109-31 110-06
PP 109-18 109-18 109-18 109-20
S1 109-12 109-12 109-27 109-15
S2 108-27 108-27 109-25
S3 108-04 108-21 109-23
S4 107-13 107-30 109-16
Weekly Pivots for week ending 17-Aug-2007
Classic Woodie Camarilla DeMark
R4 112-23 112-04 110-03
R3 111-23 111-04 109-26
R2 110-23 110-23 109-23
R1 110-04 110-04 109-20 110-14
PP 109-23 109-23 109-23 109-28
S1 109-04 109-04 109-14 109-14
S2 108-23 108-23 109-11
S3 107-23 108-04 109-08
S4 106-23 107-04 108-31
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 110-10 109-01 1-09 1.2% 0-05 0.1% 68% False True 20
10 110-10 109-01 1-09 1.2% 0-03 0.1% 68% False True 36
20 110-15 108-08 2-07 2.0% 0-03 0.1% 75% False False 41
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 14 trading days
Fibonacci Retracements and Extensions
4.250 112-26
2.618 111-20
1.618 110-29
1.000 110-15
0.618 110-06
HIGH 109-24
0.618 109-15
0.500 109-12
0.382 109-10
LOW 109-01
0.618 108-19
1.000 108-10
1.618 107-28
2.618 107-05
4.250 105-31
Fisher Pivots for day following 20-Aug-2007
Pivot 1 day 3 day
R1 109-24 109-26
PP 109-18 109-24
S1 109-12 109-22

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

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