ECBOT 30 Year Treasury Bond Future June 2008

Trading Metrics calculated at close of trading on 02-Jan-2008

Day Change Summary
	Previous	Current
	31-Dec-2007	02-Jan-2008	Change	Change %	Previous Week
Open	115-16	115-18	0-02	0.1%	114-00
High	116-09	117-16	1-07	1.0%	115-10
Low	115-16	115-18	0-02	0.1%	112-29
Close	115-24	117-11	1-19	1.4%	115-02
Range	0-25	1-30	1-05	148.0%	2-13
ATR	1-05	1-07	0-02	4.7%	0-00
Volume	89,003	268,071	179,068	201.2%	388,809

Daily Pivots for day following 02-Jan-2008
	Classic	Woodie	Camarilla	DeMark
R4	122-20	121-29	118-13
R3	120-22	119-31	117-28
R2	118-24	118-24	117-22
R1	118-01	118-01	117-17	118-12
PP	116-26	116-26	116-26	116-31
S1	116-03	116-03	117-05	116-14
S2	114-28	114-28	117-00
S3	112-30	114-05	116-26
S4	111-00	112-07	116-09

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	117-16	112-29	4-19	3.9%	1-06	1.0%	97%	True	False	140,891
10	117-16	112-29	4-19	3.9%	0-30	0.8%	97%	True	False	180,603
20	117-25	112-21	5-04	4.4%	1-01	0.9%	91%	False	False	264,200
40	118-06	112-21	5-17	4.7%	0-25	0.7%	85%	False	False	381,291

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	0-02
Widest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	125-24
2.618	122-18
1.618	120-20
1.000	119-14
0.618	118-22
HIGH	117-16
0.618	116-24
0.500	116-17
0.382	116-10
LOW	115-18
0.618	114-12
1.000	113-20
1.618	112-14
2.618	110-16
4.250	107-10

Fisher Pivots for day following 02-Jan-2008
Pivot	1 day	3 day
R1	117-02	116-25
PP	116-26	116-07
S1	116-17	115-20

Download as Excel Spreadsheet

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

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