ECBOT 30 Year Treasury Bond Future June 2008


Trading Metrics calculated at close of trading on 27-Dec-2007
Day Change Summary
Previous Current
26-Dec-2007 27-Dec-2007 Change Change % Previous Week
Open 113-16 113-15 -0-01 0.0% 112-23
High 113-25 114-08 0-15 0.4% 116-12
Low 112-29 113-15 0-18 0.5% 112-21
Close 112-29 113-26 0-29 0.8% 114-13
Range 0-28 0-25 -0-03 -10.7% 3-23
ATR 1-04 1-04 0-01 1.4% 0-00
Volume 84,332 126,787 42,455 50.3% 1,249,797
Daily Pivots for day following 27-Dec-2007
Classic Woodie Camarilla DeMark
R4 116-06 115-25 114-08
R3 115-13 115-00 114-01
R2 114-20 114-20 113-31
R1 114-07 114-07 113-28 114-14
PP 113-27 113-27 113-27 113-30
S1 113-14 113-14 113-24 113-20
S2 113-02 113-02 113-21
S3 112-09 112-21 113-19
S4 111-16 111-28 113-12
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 3.0% 0-24 0.6% 26% False False 140,901
10 116-12 112-21 3-23 3.3% 0-28 0.8% 31% False False 207,058
20 118-02 112-21 5-13 4.8% 1-00 0.9% 21% False False 347,658
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-04
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 117-18
2.618 116-09
1.618 115-16
1.000 115-01
0.618 114-23
HIGH 114-08
0.618 113-30
0.500 113-28
0.382 113-25
LOW 113-15
0.618 113-00
1.000 112-22
1.618 112-07
2.618 111-14
4.250 110-05
Fisher Pivots for day following 27-Dec-2007
Pivot 1 day 3 day
R1 113-28 113-24
PP 113-27 113-21
S1 113-26 113-18

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

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