ECBOT 30 Year Treasury Bond Future March 2008


Trading Metrics calculated at close of trading on 24-Oct-2007
Day Change Summary
Previous Current
23-Oct-2007 24-Oct-2007 Change Change % Previous Week
Open 113-00 113-06 0-06 0.2% 110-05
High 113-12 114-05 0-25 0.7% 113-16
Low 112-31 113-06 0-07 0.2% 110-05
Close 113-06 113-31 0-25 0.7% 113-07
Range 0-13 0-31 0-18 138.5% 3-11
ATR 0-20 0-21 0-01 3.7% 0-00
Volume 240 611 371 154.6% 1,335
Daily Pivots for day following 24-Oct-2007
Classic Woodie Camarilla DeMark
R4 116-22 116-09 114-16
R3 115-23 115-10 114-08
R2 114-24 114-24 114-05
R1 114-11 114-11 114-02 114-18
PP 113-25 113-25 113-25 113-28
S1 113-12 113-12 113-28 113-18
S2 112-26 112-26 113-25
S3 111-27 112-13 113-22
S4 110-28 111-14 113-14
Weekly Pivots for week ending 19-Oct-2007
Classic Woodie Camarilla DeMark
R4 122-10 121-04 115-02
R3 118-31 117-25 114-04
R2 115-20 115-20 113-27
R1 114-14 114-14 113-17 115-01
PP 112-09 112-09 112-09 112-19
S1 111-03 111-03 112-29 111-22
S2 108-30 108-30 112-19
S3 105-19 107-24 112-10
S4 102-08 104-13 111-12
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 114-05 111-14 2-23 2.4% 0-26 0.7% 93% True False 321
10 114-05 110-01 4-04 3.6% 0-22 0.6% 95% True False 329
20 114-05 110-01 4-04 3.6% 0-16 0.4% 95% True False 242
40 114-11 109-24 4-19 4.0% 0-17 0.5% 92% False False 140
60 114-11 109-01 5-10 4.7% 0-12 0.3% 93% False False 106
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
4.250 118-09
2.618 116-22
1.618 115-23
1.000 115-04
0.618 114-24
HIGH 114-05
0.618 113-25
0.500 113-22
0.382 113-18
LOW 113-06
0.618 112-19
1.000 112-07
1.618 111-20
2.618 110-21
4.250 109-02
Fisher Pivots for day following 24-Oct-2007
Pivot 1 day 3 day
R1 113-28 113-27
PP 113-25 113-22
S1 113-22 113-18

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

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