ECBOT 30 Year Treasury Bond Future March 2008


Trading Metrics calculated at close of trading on 27-Sep-2007
Day Change Summary
Previous Current
26-Sep-2007 27-Sep-2007 Change Change % Previous Week
Open 110-09 111-00 0-23 0.7% 112-29
High 110-16 111-08 0-24 0.7% 112-29
Low 110-09 111-00 0-23 0.7% 109-24
Close 110-18 111-06 0-20 0.6% 110-20
Range 0-07 0-08 0-01 14.3% 3-05
ATR 0-22 0-22 0-00 0.1% 0-00
Volume 39 7 -32 -82.1% 190
Daily Pivots for day following 27-Sep-2007
Classic Woodie Camarilla DeMark
R4 111-29 111-25 111-10
R3 111-21 111-17 111-08
R2 111-13 111-13 111-07
R1 111-09 111-09 111-07 111-11
PP 111-05 111-05 111-05 111-06
S1 111-01 111-01 111-05 111-03
S2 110-29 110-29 111-05
S3 110-21 110-25 111-04
S4 110-13 110-17 111-02
Weekly Pivots for week ending 21-Sep-2007
Classic Woodie Camarilla DeMark
R4 120-18 118-24 112-12
R3 117-13 115-19 111-16
R2 114-08 114-08 111-07
R1 112-14 112-14 110-29 111-24
PP 111-03 111-03 111-03 110-24
S1 109-09 109-09 110-11 108-20
S2 107-30 107-30 110-01
S3 104-25 106-04 109-24
S4 101-20 102-31 108-28
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 111-08 109-24 1-16 1.3% 0-11 0.3% 96% True False 94
10 113-09 109-24 3-17 3.2% 0-21 0.6% 41% False False 57
20 114-11 109-24 4-19 4.1% 0-18 0.5% 31% False False 38
40 114-11 109-01 5-10 4.8% 0-10 0.3% 41% False False 35
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
4.250 112-10
2.618 111-29
1.618 111-21
1.000 111-16
0.618 111-13
HIGH 111-08
0.618 111-05
0.500 111-04
0.382 111-03
LOW 111-00
0.618 110-27
1.000 110-24
1.618 110-19
2.618 110-11
4.250 109-30
Fisher Pivots for day following 27-Sep-2007
Pivot 1 day 3 day
R1 111-05 111-02
PP 111-05 110-29
S1 111-04 110-24

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

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