ECBOT 30 Year Treasury Bond Future June 2008

Trading Metrics calculated at close of trading on 28-Dec-2007

Day Change Summary
	Previous	Current
	27-Dec-2007	28-Dec-2007	Change	Change %	Previous Week
Open	113-15	113-25	0-10	0.3%	114-00
High	114-08	115-10	1-02	0.9%	115-10
Low	113-15	113-25	0-10	0.3%	112-29
Close	113-26	115-02	1-08	1.1%	115-02
Range	0-25	1-17	0-24	96.0%	2-13
ATR	1-04	1-05	0-01	2.5%	0-00
Volume	126,787	136,265	9,478	7.5%	388,809

Daily Pivots for day following 28-Dec-2007
	Classic	Woodie	Camarilla	DeMark
R4	119-10	118-23	115-29
R3	117-25	117-06	115-15
R2	116-08	116-08	115-11
R1	115-21	115-21	115-06	115-30
PP	114-23	114-23	114-23	114-28
S1	114-04	114-04	114-30	114-14
S2	113-06	113-06	114-25
S3	111-21	112-19	114-21
S4	110-04	111-02	114-07

Weekly Pivots for week ending 28-Dec-2007
	Classic	Woodie	Camarilla	DeMark
R4	121-21	120-24	116-12
R3	119-08	118-11	115-23
R2	116-27	116-27	115-16
R1	115-30	115-30	115-09	116-12
PP	114-14	114-14	114-14	114-21
S1	113-17	113-17	114-27	114-00
S2	112-01	112-01	114-20
S3	109-20	111-04	114-13
S4	107-07	108-23	113-24

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	115-16	112-29	2-19	2.3%	0-29	0.8%	83%	False	False	117,025
10	116-12	112-21	3-23	3.2%	0-29	0.8%	65%	False	False	187,802
20	117-25	112-21	5-04	4.5%	1-01	0.9%	47%	False	False	301,651

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-04
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	121-26
2.618	119-10
1.618	117-25
1.000	116-27
0.618	116-08
HIGH	115-10
0.618	114-23
0.500	114-18
0.382	114-12
LOW	113-25
0.618	112-27
1.000	112-08
1.618	111-10
2.618	109-25
4.250	107-09

Fisher Pivots for day following 28-Dec-2007
Pivot	1 day	3 day
R1	114-28	114-24
PP	114-23	114-14
S1	114-18	114-04

Download as Excel Spreadsheet

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

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