ECBOT 30 Year Treasury Bond Future June 2008


Trading Metrics calculated at close of trading on 26-Dec-2007
Day Change Summary
Previous Current
24-Dec-2007 26-Dec-2007 Change Change % Previous Week
Open 114-00 113-16 -0-16 -0.4% 112-23
High 114-02 113-25 -0-09 -0.2% 116-12
Low 113-25 112-29 -0-28 -0.8% 112-21
Close 113-25 112-29 -0-28 -0.8% 114-13
Range 0-09 0-28 0-19 211.1% 3-23
ATR 1-04 1-04 -0-01 -1.6% 0-00
Volume 41,425 84,332 42,907 103.6% 1,249,797
Daily Pivots for day following 26-Dec-2007
Classic Woodie Camarilla DeMark
R4 115-26 115-08 113-12
R3 114-30 114-12 113-05
R2 114-02 114-02 113-02
R1 113-16 113-16 113-00 113-11
PP 113-06 113-06 113-06 113-04
S1 112-20 112-20 112-26 112-15
S2 112-10 112-10 112-24
S3 111-14 111-24 112-21
S4 110-18 110-28 112-14
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
5 116-12 112-29 3-15 3.1% 0-26 0.7% 0% False True 183,238
10 116-12 112-21 3-23 3.3% 0-29 0.8% 7% False False 237,628
20 118-02 112-21 5-13 4.8% 1-00 0.9% 5% False False 385,506
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-05
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 117-16
2.618 116-02
1.618 115-06
1.000 114-21
0.618 114-10
HIGH 113-25
0.618 113-14
0.500 113-11
0.382 113-08
LOW 112-29
0.618 112-12
1.000 112-01
1.618 111-16
2.618 110-20
4.250 109-06
Fisher Pivots for day following 26-Dec-2007
Pivot 1 day 3 day
R1 113-11 114-06
PP 113-06 113-25
S1 113-02 113-11

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

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