ECBOT 30 Year Treasury Bond Future March 2008


Trading Metrics calculated at close of trading on 13-Nov-2007
Day Change Summary
Previous Current
09-Nov-2007 13-Nov-2007 Change Change % Previous Week
Open 113-07 114-21 1-14 1.3% 114-18
High 114-24 114-22 -0-02 -0.1% 114-27
Low 113-07 114-07 1-00 0.9% 113-07
Close 114-21 114-13 -0-08 -0.2% 114-21
Range 1-17 0-15 -1-02 -69.4% 1-20
ATR 0-26 0-25 -0-01 -3.0% 0-00
Volume 686 0 -686 -100.0% 7,837
Daily Pivots for day following 13-Nov-2007
Classic Woodie Camarilla DeMark
R4 115-27 115-19 114-21
R3 115-12 115-04 114-17
R2 114-29 114-29 114-16
R1 114-21 114-21 114-14 114-18
PP 114-14 114-14 114-14 114-12
S1 114-06 114-06 114-12 114-02
S2 113-31 113-31 114-10
S3 113-16 113-23 114-09
S4 113-01 113-08 114-05
Weekly Pivots for week ending 09-Nov-2007
Classic Woodie Camarilla DeMark
R4 119-04 118-16 115-18
R3 117-16 116-28 115-03
R2 115-28 115-28 114-31
R1 115-08 115-08 114-26 115-18
PP 114-08 114-08 114-08 114-12
S1 113-20 113-20 114-16 113-30
S2 112-20 112-20 114-11
S3 111-00 112-00 114-07
S4 109-12 110-12 113-24
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 114-24 113-07 1-17 1.3% 0-26 0.7% 78% False False 1,417
10 114-27 112-09 2-18 2.2% 0-30 0.8% 83% False False 1,021
20 114-27 110-17 4-10 3.8% 0-26 0.7% 90% False False 703
40 114-27 109-24 5-03 4.5% 0-21 0.6% 91% False False 426
60 114-27 109-01 5-26 5.1% 0-17 0.5% 92% False False 289
80 114-27 108-08 6-19 5.8% 0-14 0.4% 93% False False 227
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-07
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 116-22
2.618 115-29
1.618 115-14
1.000 115-05
0.618 114-31
HIGH 114-22
0.618 114-16
0.500 114-14
0.382 114-13
LOW 114-07
0.618 113-30
1.000 113-24
1.618 113-15
2.618 113-00
4.250 112-07
Fisher Pivots for day following 13-Nov-2007
Pivot 1 day 3 day
R1 114-14 114-08
PP 114-14 114-04
S1 114-14 114-00

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

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