ECBOT 30 Year Treasury Bond Future June 2008


Trading Metrics calculated at close of trading on 17-Dec-2007
Day Change Summary
Previous Current
14-Dec-2007 17-Dec-2007 Change Change % Previous Week
Open 113-15 112-23 -0-24 -0.7% 115-00
High 113-24 114-09 0-17 0.5% 116-01
Low 113-00 112-21 -0-11 -0.3% 113-00
Close 113-06 113-23 0-17 0.5% 113-06
Range 0-24 1-20 0-28 116.7% 3-01
ATR 1-04 1-05 0-01 3.2% 0-00
Volume 239,419 189,650 -49,769 -20.8% 1,641,895
Daily Pivots for day following 17-Dec-2007
Classic Woodie Camarilla DeMark
R4 118-14 117-22 114-20
R3 116-26 116-02 114-05
R2 115-06 115-06 114-01
R1 114-14 114-14 113-28 114-26
PP 113-18 113-18 113-18 113-24
S1 112-26 112-26 113-18 113-06
S2 111-30 111-30 113-13
S3 110-10 111-06 113-09
S4 108-22 109-18 112-26
Weekly Pivots for week ending 14-Dec-2007
Classic Woodie Camarilla DeMark
R4 123-05 121-07 114-27
R3 120-04 118-06 114-01
R2 117-03 117-03 113-24
R1 115-05 115-05 113-15 114-20
PP 114-02 114-02 114-02 113-26
S1 112-04 112-04 112-29 111-18
S2 111-01 111-01 112-20
S3 108-00 109-03 112-11
S4 104-31 106-02 111-17
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 116-01 112-21 3-12 3.0% 1-12 1.2% 31% False True 303,152
10 117-25 112-21 5-04 4.5% 1-04 1.0% 21% False True 347,798
20 118-06 112-21 5-17 4.9% 0-31 0.8% 19% False True 468,609
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-03
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 121-06
2.618 118-17
1.618 116-29
1.000 115-29
0.618 115-09
HIGH 114-09
0.618 113-21
0.500 113-15
0.382 113-09
LOW 112-21
0.618 111-21
1.000 111-01
1.618 110-01
2.618 108-13
4.250 105-24
Fisher Pivots for day following 17-Dec-2007
Pivot 1 day 3 day
R1 113-20 113-22
PP 113-18 113-20
S1 113-15 113-18

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

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