ECBOT 30 Year Treasury Bond Future June 2008


Trading Metrics calculated at close of trading on 07-Dec-2007
Day Change Summary
Previous Current
06-Dec-2007 07-Dec-2007 Change Change % Previous Week
Open 116-03 115-16 -0-19 -0.5% 116-07
High 116-05 115-16 -0-21 -0.6% 117-25
Low 115-26 114-00 -1-26 -1.6% 114-00
Close 115-31 114-17 -1-14 -1.2% 114-17
Range 0-11 1-16 1-05 336.4% 3-25
ATR 0-27 0-29 0-03 9.8% 0-00
Volume 419,367 448,027 28,660 6.8% 2,065,768
Daily Pivots for day following 07-Dec-2007
Classic Woodie Camarilla DeMark
R4 119-06 118-11 115-11
R3 117-22 116-27 114-30
R2 116-06 116-06 114-26
R1 115-11 115-11 114-21 115-00
PP 114-22 114-22 114-22 114-16
S1 113-27 113-27 114-13 113-16
S2 113-06 113-06 114-08
S3 111-22 112-11 114-04
S4 110-06 110-27 113-23
Weekly Pivots for week ending 07-Dec-2007
Classic Woodie Camarilla DeMark
R4 126-25 124-14 116-20
R3 123-00 120-21 115-18
R2 119-07 119-07 115-07
R1 116-28 116-28 114-28 116-05
PP 115-14 115-14 115-14 115-02
S1 113-03 113-03 114-06 112-12
S2 111-21 111-21 113-27
S3 107-28 109-10 113-16
S4 104-03 105-17 112-14
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117-25 114-00 3-25 3.3% 0-28 0.8% 14% False True 413,153
10 118-06 114-00 4-06 3.7% 1-02 0.9% 13% False True 634,648
20 118-06 113-13 4-25 4.2% 0-19 0.5% 24% False False 493,282
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 121-28
2.618 119-14
1.618 117-30
1.000 117-00
0.618 116-14
HIGH 115-16
0.618 114-30
0.500 114-24
0.382 114-18
LOW 114-00
0.618 113-02
1.000 112-16
1.618 111-18
2.618 110-02
4.250 107-20
Fisher Pivots for day following 07-Dec-2007
Pivot 1 day 3 day
R1 114-24 115-18
PP 114-22 115-07
S1 114-19 114-28

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

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