ECBOT 30 Year Treasury Bond Future June 2008


Trading Metrics calculated at close of trading on 24-Dec-2007
Day Change Summary
Previous Current
21-Dec-2007 24-Dec-2007 Change Change % Previous Week
Open 115-16 114-00 -1-16 -1.3% 112-23
High 115-16 114-02 -1-14 -1.2% 116-12
Low 114-13 113-25 -0-20 -0.5% 112-21
Close 114-13 113-25 -0-20 -0.5% 114-13
Range 1-03 0-09 -0-26 -74.3% 3-23
ATR 1-06 1-04 -0-01 -3.3% 0-00
Volume 196,318 41,425 -154,893 -78.9% 1,249,797
Daily Pivots for day following 24-Dec-2007
Classic Woodie Camarilla DeMark
R4 114-23 114-17 113-30
R3 114-14 114-08 113-27
R2 114-05 114-05 113-27
R1 113-31 113-31 113-26 113-30
PP 113-28 113-28 113-28 113-27
S1 113-22 113-22 113-24 113-20
S2 113-19 113-19 113-23
S3 113-10 113-13 113-23
S4 113-01 113-04 113-20
Weekly Pivots for week ending 21-Dec-2007
Classic Woodie Camarilla DeMark
R4 125-20 123-24 116-14
R3 121-29 120-01 115-14
R2 118-06 118-06 115-03
R1 116-10 116-10 114-24 117-08
PP 114-15 114-15 114-15 114-30
S1 112-19 112-19 114-02 113-17
S2 110-24 110-24 113-23
S3 107-01 108-28 113-12
S4 103-10 105-05 112-12
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 116-12 113-25 2-19 2.3% 0-23 0.6% 0% False True 220,314
10 116-12 112-21 3-23 3.3% 1-02 0.9% 30% False False 261,733
20 118-05 112-21 5-16 4.8% 1-01 0.9% 20% False False 429,992
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-04
Narrowest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 115-08
2.618 114-26
1.618 114-17
1.000 114-11
0.618 114-08
HIGH 114-02
0.618 113-31
0.500 113-30
0.382 113-28
LOW 113-25
0.618 113-19
1.000 113-16
1.618 113-10
2.618 113-01
4.250 112-19
Fisher Pivots for day following 24-Dec-2007
Pivot 1 day 3 day
R1 113-30 115-02
PP 113-28 114-21
S1 113-26 114-07

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

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