ECBOT 30 Year Treasury Bond Future March 2008


Trading Metrics calculated at close of trading on 04-Sep-2007
Day Change Summary
Previous Current
31-Aug-2007 04-Sep-2007 Change Change % Previous Week
Open 111-11 111-00 -0-11 -0.3% 111-06
High 111-11 111-14 0-03 0.1% 111-29
Low 111-11 110-30 -0-13 -0.4% 111-06
Close 111-17 111-12 -0-05 -0.1% 111-17
Range 0-00 0-16 0-16 0-23
ATR 0-14 0-14 0-00 2.6% 0-00
Volume 28 4 -24 -85.7% 63
Daily Pivots for day following 04-Sep-2007
Classic Woodie Camarilla DeMark
R4 112-24 112-18 111-21
R3 112-08 112-02 111-16
R2 111-24 111-24 111-15
R1 111-18 111-18 111-13 111-21
PP 111-08 111-08 111-08 111-10
S1 111-02 111-02 111-11 111-05
S2 110-24 110-24 111-09
S3 110-08 110-18 111-08
S4 109-24 110-02 111-03
Weekly Pivots for week ending 31-Aug-2007
Classic Woodie Camarilla DeMark
R4 113-22 113-11 111-30
R3 112-31 112-20 111-23
R2 112-08 112-08 111-21
R1 111-29 111-29 111-19 112-02
PP 111-17 111-17 111-17 111-20
S1 111-06 111-06 111-15 111-12
S2 110-26 110-26 111-13
S3 110-03 110-15 111-11
S4 109-12 109-24 111-04
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 111-29 110-30 0-31 0.9% 0-05 0.1% 45% False True 13
10 111-29 110-00 1-29 1.7% 0-02 0.1% 72% False False 11
20 111-29 109-01 2-28 2.6% 0-03 0.1% 82% False False 23
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 10 trading days
Fibonacci Retracements and Extensions
4.250 113-18
2.618 112-24
1.618 112-08
1.000 111-30
0.618 111-24
HIGH 111-14
0.618 111-08
0.500 111-06
0.382 111-04
LOW 110-30
0.618 110-20
1.000 110-14
1.618 110-04
2.618 109-20
4.250 108-26
Fisher Pivots for day following 04-Sep-2007
Pivot 1 day 3 day
R1 111-10 111-14
PP 111-08 111-13
S1 111-06 111-12

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

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