ECBOT 30 Year Treasury Bond Future June 2008


Trading Metrics calculated at close of trading on 11-Dec-2007
Day Change Summary
Previous Current
10-Dec-2007 11-Dec-2007 Change Change % Previous Week
Open 115-00 113-25 -1-07 -1.1% 116-07
High 115-00 116-01 1-01 0.9% 117-25
Low 113-14 113-25 0-11 0.3% 114-00
Close 114-03 115-27 1-24 1.5% 114-17
Range 1-18 2-08 0-22 44.0% 3-25
ATR 0-31 1-02 0-03 9.6% 0-00
Volume 315,781 325,382 9,601 3.0% 2,065,768
Daily Pivots for day following 11-Dec-2007
Classic Woodie Camarilla DeMark
R4 121-31 121-05 117-03
R3 119-23 118-29 116-15
R2 117-15 117-15 116-08
R1 116-21 116-21 116-02 117-02
PP 115-07 115-07 115-07 115-14
S1 114-13 114-13 115-20 114-26
S2 112-31 112-31 115-14
S3 110-23 112-05 115-07
S4 108-15 109-29 114-19
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
5 117-04 113-14 3-22 3.2% 1-08 1.1% 65% False False 377,308
10 118-02 113-14 4-20 4.0% 1-04 1.0% 52% False False 533,383
20 118-06 113-13 4-25 4.1% 0-25 0.7% 51% False False 483,979
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-02
Widest range in 28 trading days
Fibonacci Retracements and Extensions
4.250 125-19
2.618 121-29
1.618 119-21
1.000 118-09
0.618 117-13
HIGH 116-01
0.618 115-05
0.500 114-29
0.382 114-21
LOW 113-25
0.618 112-13
1.000 111-17
1.618 110-05
2.618 107-29
4.250 104-07
Fisher Pivots for day following 11-Dec-2007
Pivot 1 day 3 day
R1 115-17 115-15
PP 115-07 115-03
S1 114-29 114-24

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

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