ECBOT 30 Year Treasury Bond Future March 2008


Trading Metrics calculated at close of trading on 11-Sep-2007
Day Change Summary
Previous Current
10-Sep-2007 11-Sep-2007 Change Change % Previous Week
Open 113-11 113-27 0-16 0.4% 111-00
High 114-00 114-11 0-11 0.3% 113-09
Low 113-11 113-18 0-07 0.2% 110-30
Close 113-30 113-24 -0-06 -0.2% 113-09
Range 0-21 0-25 0-04 19.0% 2-11
ATR 0-17 0-17 0-01 3.5% 0-00
Volume 57 14 -43 -75.4% 43
Daily Pivots for day following 11-Sep-2007
Classic Woodie Camarilla DeMark
R4 116-07 115-25 114-06
R3 115-14 115-00 113-31
R2 114-21 114-21 113-29
R1 114-07 114-07 113-26 114-02
PP 113-28 113-28 113-28 113-26
S1 113-14 113-14 113-22 113-08
S2 113-03 113-03 113-19
S3 112-10 112-21 113-17
S4 111-17 111-28 113-10
Weekly Pivots for week ending 07-Sep-2007
Classic Woodie Camarilla DeMark
R4 119-17 118-24 114-18
R3 117-06 116-13 113-30
R2 114-27 114-27 113-23
R1 114-02 114-02 113-16 114-14
PP 112-16 112-16 112-16 112-22
S1 111-23 111-23 113-02 112-04
S2 110-05 110-05 112-27
S3 107-26 109-12 112-20
S4 105-15 107-01 112-00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 114-11 111-26 2-17 2.2% 0-20 0.6% 77% True False 22
10 114-11 110-30 3-13 3.0% 0-13 0.3% 83% True False 17
20 114-11 109-01 5-10 4.7% 0-07 0.2% 89% True False 16
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-01
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 117-21
2.618 116-12
1.618 115-19
1.000 115-04
0.618 114-26
HIGH 114-11
0.618 114-01
0.500 113-30
0.382 113-28
LOW 113-18
0.618 113-03
1.000 112-25
1.618 112-10
2.618 111-17
4.250 110-08
Fisher Pivots for day following 11-Sep-2007
Pivot 1 day 3 day
R1 113-30 113-18
PP 113-28 113-12
S1 113-26 113-06

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

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