ECBOT 30 Year Treasury Bond Future June 2008

Trading Metrics calculated at close of trading on 04-Jan-2008

Day Change Summary
	Previous	Current
	03-Jan-2008	04-Jan-2008	Change	Change %	Previous Week
Open	117-06	116-20	-0-18	-0.5%	115-16
High	117-10	117-29	0-19	0.5%	117-29
Low	116-25	116-20	-0-05	-0.1%	115-16
Close	117-06	117-16	0-10	0.3%	117-16
Range	0-17	1-09	0-24	141.2%	2-13
ATR	1-06	1-06	0-00	0.7%	0-00
Volume	258,045	374,805	116,760	45.2%	989,924

Daily Pivots for day following 04-Jan-2008
	Classic	Woodie	Camarilla	DeMark
R4	121-06	120-20	118-07
R3	119-29	119-11	117-27
R2	118-20	118-20	117-24
R1	118-02	118-02	117-20	118-11
PP	117-11	117-11	117-11	117-16
S1	116-25	116-25	117-12	117-02
S2	116-02	116-02	117-08
S3	114-25	115-16	117-05
S4	113-16	114-07	116-25

Weekly Pivots for week ending 04-Jan-2008
	Classic	Woodie	Camarilla	DeMark
R4	124-06	123-08	118-26
R3	121-25	120-27	118-05
R2	119-12	119-12	117-30
R1	118-14	118-14	117-23	118-29
PP	116-31	116-31	116-31	117-06
S1	116-01	116-01	117-09	116-16
S2	114-18	114-18	117-02
S3	112-05	113-20	116-27
S4	109-24	111-07	116-06

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	117-29	113-25	4-04	3.5%	1-07	1.0%	90%	True	False	225,237
10	117-29	112-29	5-00	4.3%	0-31	0.8%	92%	True	False	183,069
20	117-29	112-21	5-08	4.5%	1-03	0.9%	92%	True	False	256,890
40	118-06	112-21	5-17	4.7%	0-25	0.7%	88%	False	False	374,705

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-02
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	123-11
2.618	121-08
1.618	119-31
1.000	119-06
0.618	118-22
HIGH	117-29
0.618	117-13
0.500	117-08
0.382	117-04
LOW	116-20
0.618	115-27
1.000	115-11
1.618	114-18
2.618	113-09
4.250	111-06

Fisher Pivots for day following 04-Jan-2008
Pivot	1 day	3 day
R1	117-14	117-08
PP	117-11	117-00
S1	117-08	116-24

Download as Excel Spreadsheet

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

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