ECBOT 30 Year Treasury Bond Future June 2008

Trading Metrics calculated at close of trading on 05-Dec-2007

Day Change Summary
	Previous	Current
	04-Dec-2007	05-Dec-2007	Change	Change %	Previous Week
Open	117-19	117-04	-0-15	-0.4%	116-08
High	117-25	117-04	-0-21	-0.6%	118-06
Low	117-13	116-16	-0-29	-0.8%	116-00
Close	117-13	117-01	-0-12	-0.3%	116-17
Range	0-12	0-20	0-08	66.7%	2-06
ATR	0-25	0-26	0-00	1.0%	0-00
Volume	401,059	377,987	-23,072	-5.8%	4,280,715

Daily Pivots for day following 05-Dec-2007
	Classic	Woodie	Camarilla	DeMark
R4	118-24	118-17	117-12
R3	118-04	117-29	117-06
R2	117-16	117-16	117-05
R1	117-09	117-09	117-03	117-02
PP	116-28	116-28	116-28	116-25
S1	116-21	116-21	116-31	116-14
S2	116-08	116-08	116-29
S3	115-20	116-01	116-28
S4	115-00	115-13	116-22

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	118-02	116-00	2-02	1.8%	0-30	0.8%	50%	False	False	588,306
10	118-06	115-27	2-11	2.0%	0-28	0.7%	51%	False	False	587,437
20	118-06	113-09	4-29	4.2%	0-16	0.4%	76%	False	False	492,519

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	0-04
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	119-25
2.618	118-24
1.618	118-04
1.000	117-24
0.618	117-16
HIGH	117-04
0.618	116-28
0.500	116-26
0.382	116-24
LOW	116-16
0.618	116-04
1.000	115-28
1.618	115-16
2.618	114-28
4.250	113-27

Fisher Pivots for day following 05-Dec-2007
Pivot	1 day	3 day
R1	116-31	117-01
PP	116-28	117-00
S1	116-26	117-00

Download as Excel Spreadsheet

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

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