ECBOT 30 Year Treasury Bond Future June 2008


Trading Metrics calculated at close of trading on 23-Nov-2007
Day Change Summary
Previous Current
21-Nov-2007 23-Nov-2007 Change Change % Previous Week
Open 115-27 116-06 0-11 0.3% 115-25
High 115-27 116-06 0-11 0.3% 116-06
Low 115-27 116-06 0-11 0.3% 115-19
Close 115-27 116-06 0-11 0.3% 116-06
Range
ATR 0-16 0-15 0-00 -2.1% 0-00
Volume 288,324 106,966 -181,358 -62.9% 1,194,166
Daily Pivots for day following 23-Nov-2007
Classic Woodie Camarilla DeMark
R4 116-06 116-06 116-06
R3 116-06 116-06 116-06
R2 116-06 116-06 116-06
R1 116-06 116-06 116-06 116-06
PP 116-06 116-06 116-06 116-06
S1 116-06 116-06 116-06 116-06
S2 116-06 116-06 116-06
S3 116-06 116-06 116-06
S4 116-06 116-06 116-06
Weekly Pivots for week ending 23-Nov-2007
Classic Woodie Camarilla DeMark
R4 117-25 117-18 116-16
R3 117-06 116-31 116-11
R2 116-19 116-19 116-09
R1 116-12 116-12 116-08 116-16
PP 116-00 116-00 116-00 116-01
S1 115-25 115-25 116-04 115-28
S2 115-13 115-13 116-03
S3 114-26 115-06 116-01
S4 114-07 114-19 115-28
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 116-06 114-29 1-09 1.1% 0-01 0.0% 100% True False 318,111
10 116-06 113-13 2-25 2.4% 0-03 0.1% 100% True False 351,917
Crabel Price Patterns
NR False
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 0-00
Fibonacci Retracements and Extensions
4.250 116-06
2.618 116-06
1.618 116-06
1.000 116-06
0.618 116-06
HIGH 116-06
0.618 116-06
0.500 116-06
0.382 116-06
LOW 116-06
0.618 116-06
1.000 116-06
1.618 116-06
2.618 116-06
4.250 116-06
Fisher Pivots for day following 23-Nov-2007
Pivot 1 day 3 day
R1 116-06 116-03
PP 116-06 116-00
S1 116-06 115-29

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

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