ECBOT 30 Year Treasury Bond Future March 2008


Trading Metrics calculated at close of trading on 02-Oct-2007
Day Change Summary
Previous Current
01-Oct-2007 02-Oct-2007 Change Change % Previous Week
Open 111-07 111-27 0-20 0.6% 110-15
High 111-09 112-07 0-30 0.8% 111-21
Low 111-07 111-27 0-20 0.6% 110-09
Close 111-19 111-29 0-10 0.3% 111-07
Range 0-02 0-12 0-10 500.0% 1-12
ATR 0-20 0-20 0-00 0.0% 0-00
Volume 99 11 -88 -88.9% 370
Daily Pivots for day following 02-Oct-2007
Classic Woodie Camarilla DeMark
R4 113-04 112-28 112-04
R3 112-24 112-16 112-00
R2 112-12 112-12 111-31
R1 112-04 112-04 111-30 112-08
PP 112-00 112-00 112-00 112-02
S1 111-24 111-24 111-28 111-28
S2 111-20 111-20 111-27
S3 111-08 111-12 111-26
S4 110-28 111-00 111-22
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
5 112-07 110-09 1-30 1.7% 0-10 0.3% 84% True False 33
10 112-08 109-24 2-16 2.2% 0-18 0.5% 86% False False 63
20 114-11 109-24 4-19 4.1% 0-19 0.5% 47% False False 43
40 114-11 109-01 5-10 4.7% 0-11 0.3% 54% False False 33
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 0-00
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 113-26
2.618 113-06
1.618 112-26
1.000 112-19
0.618 112-14
HIGH 112-07
0.618 112-02
0.500 112-01
0.382 112-00
LOW 111-27
0.618 111-20
1.000 111-15
1.618 111-08
2.618 110-28
4.250 110-08
Fisher Pivots for day following 02-Oct-2007
Pivot 1 day 3 day
R1 112-01 111-26
PP 112-00 111-23
S1 111-30 111-20

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

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