ECBOT 30 Year Treasury Bond Future June 2008


Trading Metrics calculated at close of trading on 13-Dec-2007
Day Change Summary
Previous Current
12-Dec-2007 13-Dec-2007 Change Change % Previous Week
Open 115-00 114-16 -0-16 -0.4% 116-07
High 115-10 114-16 -0-26 -0.7% 117-25
Low 114-00 113-16 -0-16 -0.4% 114-00
Close 115-01 113-27 -1-06 -1.0% 114-17
Range 1-10 1-00 -0-10 -23.8% 3-25
ATR 1-03 1-04 0-01 2.7% 0-00
Volume 432,485 328,828 -103,657 -24.0% 2,065,768
Daily Pivots for day following 13-Dec-2007
Classic Woodie Camarilla DeMark
R4 116-30 116-13 114-13
R3 115-30 115-13 114-04
R2 114-30 114-30 114-01
R1 114-13 114-13 113-30 114-06
PP 113-30 113-30 113-30 113-27
S1 113-13 113-13 113-24 113-06
S2 112-30 112-30 113-21
S3 111-30 112-13 113-18
S4 110-30 111-13 113-09
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
5 116-01 113-14 2-19 2.3% 1-17 1.3% 16% False False 370,100
10 117-25 113-14 4-11 3.8% 1-04 1.0% 9% False False 415,500
20 118-06 113-14 4-24 4.2% 0-28 0.8% 9% False False 488,557
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 0-02
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 118-24
2.618 117-04
1.618 116-04
1.000 115-16
0.618 115-04
HIGH 114-16
0.618 114-04
0.500 114-00
0.382 113-28
LOW 113-16
0.618 112-28
1.000 112-16
1.618 111-28
2.618 110-28
4.250 109-08
Fisher Pivots for day following 13-Dec-2007
Pivot 1 day 3 day
R1 114-00 114-24
PP 113-30 114-15
S1 113-29 114-05

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

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