ECBOT 30 Year Treasury Bond Future June 2008

Trading Metrics calculated at close of trading on 10-Jan-2008

Day Change Summary
	Previous	Current
	09-Jan-2008	10-Jan-2008	Change	Change %	Previous Week
Open	118-05	118-04	-0-01	0.0%	115-16
High	118-12	118-05	-0-07	-0.2%	117-29
Low	117-28	116-21	-1-07	-1.0%	115-16
Close	118-06	116-26	-1-12	-1.2%	117-16
Range	0-16	1-16	1-00	200.0%	2-13
ATR	1-03	1-04	0-01	2.7%	0-00
Volume	379,156	462,324	83,168	21.9%	989,924

Daily Pivots for day following 10-Jan-2008
	Classic	Woodie	Camarilla	DeMark
R4	121-23	120-24	117-20
R3	120-07	119-08	117-07
R2	118-23	118-23	117-03
R1	117-24	117-24	116-30	117-16
PP	117-07	117-07	117-07	117-02
S1	116-08	116-08	116-22	116-00
S2	115-23	115-23	116-17
S3	114-07	114-24	116-13
S4	112-23	113-08	116-00

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	118-12	116-20	1-24	1.5%	1-00	0.9%	11%	False	False	370,270
10	118-12	113-15	4-29	4.2%	1-02	0.9%	68%	False	False	272,952
20	118-12	112-21	5-23	4.9%	1-00	0.8%	73%	False	False	255,290
40	118-12	112-21	5-23	4.9%	0-28	0.8%	73%	False	False	369,635

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-03
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	124-17
2.618	122-03
1.618	120-19
1.000	119-21
0.618	119-03
HIGH	118-05
0.618	117-19
0.500	117-13
0.382	117-07
LOW	116-21
0.618	115-23
1.000	115-05
1.618	114-07
2.618	112-23
4.250	110-09

Fisher Pivots for day following 10-Jan-2008
Pivot	1 day	3 day
R1	117-13	117-16
PP	117-07	117-09
S1	117-00	117-02

Download as Excel Spreadsheet

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

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