ECBOT 30 Year Treasury Bond Future June 2008

Trading Metrics calculated at close of trading on 30-Nov-2007

Day Change Summary
	Previous	Current
	29-Nov-2007	30-Nov-2007	Change	Change %	Previous Week
Open	116-25	116-25	0-00	0.0%	116-08
High	118-02	116-25	-1-09	-1.1%	118-06
Low	116-25	116-00	-0-25	-0.7%	116-00
Close	117-03	116-17	-0-18	-0.5%	116-17
Range	1-09	0-25	-0-16	-39.0%	2-06
ATR	0-24	0-25	0-01	3.4%	0-00
Volume	1,056,396	686,764	-369,632	-35.0%	4,280,715

Daily Pivots for day following 30-Nov-2007
	Classic	Woodie	Camarilla	DeMark
R4	118-25	118-14	116-31
R3	118-00	117-21	116-24
R2	117-07	117-07	116-22
R1	116-28	116-28	116-19	116-21
PP	116-14	116-14	116-14	116-10
S1	116-03	116-03	116-15	115-28
S2	115-21	115-21	116-12
S3	114-28	115-10	116-10
S4	114-03	114-17	116-03

Weekly Pivots for week ending 30-Nov-2007
	Classic	Woodie	Camarilla	DeMark
R4	123-15	122-06	117-24
R3	121-09	120-00	117-04
R2	119-03	119-03	116-30
R1	117-26	117-26	116-23	118-14
PP	116-29	116-29	116-29	117-07
S1	115-20	115-20	116-11	116-08
S2	114-23	114-23	116-04
S3	112-17	113-14	115-30
S4	110-11	111-08	115-10

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	118-06	116-00	2-06	1.9%	1-08	1.1%	24%	False	True	856,143
10	118-06	114-29	3-09	2.8%	0-20	0.5%	50%	False	False	587,127
20	118-06	113-09	4-29	4.2%	0-14	0.4%	66%	False	False	501,565

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0-03
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	120-03
2.618	118-26
1.618	118-01
1.000	117-18
0.618	117-08
HIGH	116-25
0.618	116-15
0.500	116-12
0.382	116-10
LOW	116-00
0.618	115-17
1.000	115-07
1.618	114-24
2.618	113-31
4.250	112-22

Fisher Pivots for day following 30-Nov-2007
Pivot	1 day	3 day
R1	116-16	117-01
PP	116-14	116-28
S1	116-12	116-22

Download as Excel Spreadsheet

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

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