ECBOT 30 Year Treasury Bond Future March 2008

Trading Metrics calculated at close of trading on 18-Sep-2007

Day Change Summary
	Previous	Current
	17-Sep-2007	18-Sep-2007	Change	Change %	Previous Week
Open	112-29	112-26	-0-03	-0.1%	113-11
High	112-29	112-26	-0-03	-0.1%	114-11
Low	112-16	112-00	-0-16	-0.4%	112-16
Close	112-26	112-16	-0-10	-0.3%	112-26
Range	0-13	0-26	0-13	100.0%	1-27
ATR	0-18	0-19	0-01	3.1%	0-00
Volume	26	12	-14	-53.8%	153

Daily Pivots for day following 18-Sep-2007
	Classic	Woodie	Camarilla	DeMark
R4	114-28	114-16	112-30
R3	114-02	113-22	112-23
R2	113-08	113-08	112-21
R1	112-28	112-28	112-18	112-21
PP	112-14	112-14	112-14	112-10
S1	112-02	112-02	112-14	111-27
S2	111-20	111-20	112-11
S3	110-26	111-08	112-09
S4	110-00	110-14	112-02

Weekly Pivots for week ending 14-Sep-2007
	Classic	Woodie	Camarilla	DeMark
R4	118-24	117-20	113-26
R3	116-29	115-25	113-10
R2	115-02	115-02	113-05
R1	113-30	113-30	112-31	113-18
PP	113-07	113-07	113-07	113-01
S1	112-03	112-03	112-21	111-24
S2	111-12	111-12	112-15
S3	109-17	110-08	112-10
S4	107-22	108-13	111-26

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	113-12	112-00	1-12	1.2%	0-19	0.5%	36%	False	True	24
10	114-11	111-26	2-17	2.3%	0-20	0.5%	27%	False	False	23
20	114-11	110-00	4-11	3.9%	0-11	0.3%	58%	False	False	17
40	114-11	108-08	6-03	5.4%	0-07	0.2%	70%	False	False	29

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 3 trading days

Fibonacci Retracements and Extensions
4.250	116-08
2.618	114-30
1.618	114-04
1.000	113-20
0.618	113-10
HIGH	112-26
0.618	112-16
0.500	112-13
0.382	112-10
LOW	112-00
0.618	111-16
1.000	111-06
1.618	110-22
2.618	109-28
4.250	108-18

Fisher Pivots for day following 18-Sep-2007
Pivot	1 day	3 day
R1	112-15	112-20
PP	112-14	112-19
S1	112-13	112-18

Download as Excel Spreadsheet

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

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