ECBOT 30 Year Treasury Bond Future March 2008


Trading Metrics calculated at close of trading on 01-Oct-2007
Day Change Summary
Previous Current
28-Sep-2007 01-Oct-2007 Change Change % Previous Week
Open 111-02 111-07 0-05 0.1% 110-15
High 111-21 111-09 -0-12 -0.3% 111-21
Low 111-02 111-07 0-05 0.1% 110-09
Close 111-07 111-19 0-12 0.3% 111-07
Range 0-19 0-02 -0-17 -89.5% 1-12
ATR 0-22 0-20 -0-01 -6.5% 0-00
Volume 10 99 89 890.0% 370
Daily Pivots for day following 01-Oct-2007
Classic Woodie Camarilla DeMark
R4 111-18 111-20 111-20
R3 111-16 111-18 111-20
R2 111-14 111-14 111-19
R1 111-16 111-16 111-19 111-15
PP 111-12 111-12 111-12 111-11
S1 111-14 111-14 111-19 111-13
S2 111-10 111-10 111-19
S3 111-08 111-12 111-18
S4 111-06 111-10 111-18
Weekly Pivots for week ending 28-Sep-2007
Classic Woodie Camarilla DeMark
R4 115-06 114-18 111-31
R3 113-26 113-06 111-19
R2 112-14 112-14 111-15
R1 111-26 111-26 111-11 112-04
PP 111-02 111-02 111-02 111-06
S1 110-14 110-14 111-03 110-24
S2 109-22 109-22 110-31
S3 108-10 109-02 110-27
S4 106-30 107-22 110-15
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 111-21 110-09 1-12 1.2% 0-08 0.2% 95% False False 77
10 112-26 109-24 3-02 2.7% 0-19 0.5% 60% False False 63
20 114-11 109-24 4-19 4.1% 0-19 0.5% 40% False False 42
40 114-11 109-01 5-10 4.8% 0-10 0.3% 48% False False 37
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-00
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 111-18
2.618 111-14
1.618 111-12
1.000 111-11
0.618 111-10
HIGH 111-09
0.618 111-08
0.500 111-08
0.382 111-08
LOW 111-07
0.618 111-06
1.000 111-05
1.618 111-04
2.618 111-02
4.250 110-30
Fisher Pivots for day following 01-Oct-2007
Pivot 1 day 3 day
R1 111-15 111-16
PP 111-12 111-13
S1 111-08 111-10

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

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