ECBOT 30 Year Treasury Bond Future March 2008


Trading Metrics calculated at close of trading on 18-Oct-2007
Day Change Summary
Previous Current
17-Oct-2007 18-Oct-2007 Change Change % Previous Week
Open 110-20 111-14 0-26 0.7% 110-23
High 111-24 112-07 0-15 0.4% 111-00
Low 110-20 111-14 0-26 0.7% 110-01
Close 111-20 112-04 0-16 0.4% 110-10
Range 1-04 0-25 -0-11 -30.6% 0-31
ATR 0-19 0-19 0-00 2.3% 0-00
Volume 164 316 152 92.7% 1,171
Daily Pivots for day following 18-Oct-2007
Classic Woodie Camarilla DeMark
R4 114-09 113-31 112-18
R3 113-16 113-06 112-11
R2 112-23 112-23 112-09
R1 112-13 112-13 112-06 112-18
PP 111-30 111-30 111-30 112-00
S1 111-20 111-20 112-02 111-25
S2 111-05 111-05 111-31
S3 110-12 110-27 111-29
S4 109-19 110-02 111-22
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
5 112-07 110-05 2-02 1.8% 0-18 0.5% 95% True False 258
10 112-07 110-01 2-06 2.0% 0-17 0.5% 96% True False 324
20 112-07 109-24 2-15 2.2% 0-13 0.4% 96% True False 200
40 114-11 109-24 4-19 4.1% 0-14 0.4% 52% False False 108
60 114-11 109-01 5-10 4.7% 0-11 0.3% 58% False False 86
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0-02
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 115-17
2.618 114-08
1.618 113-15
1.000 113-00
0.618 112-22
HIGH 112-07
0.618 111-29
0.500 111-26
0.382 111-24
LOW 111-14
0.618 110-31
1.000 110-21
1.618 110-06
2.618 109-13
4.250 108-04
Fisher Pivots for day following 18-Oct-2007
Pivot 1 day 3 day
R1 112-01 111-28
PP 111-30 111-20
S1 111-26 111-12

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

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