ECBOT 30 Year Treasury Bond Future March 2008


Trading Metrics calculated at close of trading on 19-Sep-2007
Day Change Summary
Previous Current
18-Sep-2007 19-Sep-2007 Change Change % Previous Week
Open 112-26 111-16 -1-10 -1.2% 113-11
High 112-26 111-20 -1-06 -1.1% 114-11
Low 112-00 111-08 -0-24 -0.7% 112-16
Close 112-16 111-20 -0-28 -0.8% 112-26
Range 0-26 0-12 -0-14 -53.8% 1-27
ATR 0-19 0-20 0-02 8.2% 0-00
Volume 12 22 10 83.3% 153
Daily Pivots for day following 19-Sep-2007
Classic Woodie Camarilla DeMark
R4 112-20 112-16 111-27
R3 112-08 112-04 111-23
R2 111-28 111-28 111-22
R1 111-24 111-24 111-21 111-26
PP 111-16 111-16 111-16 111-17
S1 111-12 111-12 111-19 111-14
S2 111-04 111-04 111-18
S3 110-24 111-00 111-17
S4 110-12 110-20 111-13
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
5 113-12 111-08 2-04 1.9% 0-21 0.6% 18% False True 19
10 114-11 111-08 3-03 2.8% 0-19 0.5% 12% False True 24
20 114-11 110-00 4-11 3.9% 0-12 0.3% 37% False False 16
40 114-11 108-23 5-20 5.0% 0-07 0.2% 52% False False 29
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
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
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 113-07
2.618 112-19
1.618 112-07
1.000 112-00
0.618 111-27
HIGH 111-20
0.618 111-15
0.500 111-14
0.382 111-13
LOW 111-08
0.618 111-01
1.000 110-28
1.618 110-21
2.618 110-09
4.250 109-21
Fisher Pivots for day following 19-Sep-2007
Pivot 1 day 3 day
R1 111-18 112-02
PP 111-16 111-30
S1 111-14 111-25

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

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