ECBOT 30 Year Treasury Bond Future March 2008


Trading Metrics calculated at close of trading on 16-Oct-2007
Day Change Summary
Previous Current
15-Oct-2007 16-Oct-2007 Change Change % Previous Week
Open 110-05 110-22 0-17 0.5% 110-23
High 110-13 110-23 0-10 0.3% 111-00
Low 110-05 110-17 0-12 0.3% 110-01
Close 110-13 110-12 -0-01 0.0% 110-10
Range 0-08 0-06 -0-02 -25.0% 0-31
ATR 0-17 0-17 -0-01 -3.1% 0-00
Volume 137 592 455 332.1% 1,171
Daily Pivots for day following 16-Oct-2007
Classic Woodie Camarilla DeMark
R4 111-03 110-30 110-15
R3 110-29 110-24 110-14
R2 110-23 110-23 110-13
R1 110-18 110-18 110-13 110-18
PP 110-17 110-17 110-17 110-17
S1 110-12 110-12 110-11 110-12
S2 110-11 110-11 110-11
S3 110-05 110-06 110-10
S4 109-31 110-00 110-09
Weekly Pivots for week ending 12-Oct-2007
Classic Woodie Camarilla DeMark
R4 113-11 112-26 110-27
R3 112-12 111-27 110-19
R2 111-13 111-13 110-16
R1 110-28 110-28 110-13 110-21
PP 110-14 110-14 110-14 110-11
S1 109-29 109-29 110-07 109-22
S2 109-15 109-15 110-04
S3 108-16 108-30 110-01
S4 107-17 107-31 109-25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 111-00 110-01 0-31 0.9% 0-14 0.4% 35% False False 363
10 111-30 110-01 1-29 1.7% 0-11 0.3% 18% False False 294
20 112-08 109-24 2-16 2.3% 0-15 0.4% 25% False False 178
40 114-11 109-24 4-19 4.2% 0-13 0.4% 14% False False 97
60 114-11 108-08 6-03 5.5% 0-10 0.3% 35% False False 79
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 True
8BNR False
Bear Hook False
Bull Hook True
Stretch 0-02
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 111-16
2.618 111-07
1.618 111-01
1.000 110-29
0.618 110-27
HIGH 110-23
0.618 110-21
0.500 110-20
0.382 110-19
LOW 110-17
0.618 110-13
1.000 110-11
1.618 110-07
2.618 110-01
4.250 109-24
Fisher Pivots for day following 16-Oct-2007
Pivot 1 day 3 day
R1 110-20 110-16
PP 110-17 110-14
S1 110-15 110-13

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

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