ECBOT 30 Year Treasury Bond Future March 2008


Trading Metrics calculated at close of trading on 30-Oct-2007
Day Change Summary
Previous Current
29-Oct-2007 30-Oct-2007 Change Change % Previous Week
Open 113-18 113-18 0-00 0.0% 113-21
High 113-26 113-25 -0-01 0.0% 114-05
Low 113-18 113-09 -0-09 -0.2% 112-31
Close 113-22 113-20 -0-02 -0.1% 113-17
Range 0-08 0-16 0-08 100.0% 1-06
ATR 0-20 0-20 0-00 -1.4% 0-00
Volume 294 281 -13 -4.4% 2,358
Daily Pivots for day following 30-Oct-2007
Classic Woodie Camarilla DeMark
R4 115-02 114-27 113-29
R3 114-18 114-11 113-24
R2 114-02 114-02 113-23
R1 113-27 113-27 113-21 113-30
PP 113-18 113-18 113-18 113-20
S1 113-11 113-11 113-19 113-14
S2 113-02 113-02 113-17
S3 112-18 112-27 113-16
S4 112-02 112-11 113-11
Weekly Pivots for week ending 26-Oct-2007
Classic Woodie Camarilla DeMark
R4 117-04 116-16 114-06
R3 115-30 115-10 113-27
R2 114-24 114-24 113-24
R1 114-04 114-04 113-20 113-27
PP 113-18 113-18 113-18 113-13
S1 112-30 112-30 113-14 112-21
S2 112-12 112-12 113-10
S3 111-06 111-24 113-07
S4 110-00 110-18 112-28
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 114-05 113-06 0-31 0.9% 0-18 0.5% 45% False False 475
10 114-05 110-20 3-17 3.1% 0-23 0.6% 85% False False 353
20 114-05 110-01 4-04 3.6% 0-17 0.5% 87% False False 324
40 114-11 109-24 4-19 4.0% 0-18 0.5% 84% False False 183
60 114-11 109-01 5-10 4.7% 0-13 0.4% 86% False False 130
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-02
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 115-29
2.618 115-03
1.618 114-19
1.000 114-09
0.618 114-03
HIGH 113-25
0.618 113-19
0.500 113-17
0.382 113-15
LOW 113-09
0.618 112-31
1.000 112-25
1.618 112-15
2.618 111-31
4.250 111-05
Fisher Pivots for day following 30-Oct-2007
Pivot 1 day 3 day
R1 113-19 113-19
PP 113-18 113-19
S1 113-17 113-18

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

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