ECBOT 30 Year Treasury Bond Future June 2008

Trading Metrics calculated at close of trading on 18-Jan-2008

Day Change Summary
	Previous	Current
	17-Jan-2008	18-Jan-2008	Change	Change %	Previous Week
Open	118-13	119-07	0-26	0.7%	117-25
High	119-21	119-07	-0-14	-0.4%	119-21
Low	118-04	118-11	0-07	0.2%	117-25
Close	119-12	118-27	-0-17	-0.4%	118-27
Range	1-17	0-28	-0-21	-42.9%	1-28
ATR	1-04	1-04	0-00	-0.6%	0-00
Volume	457,369	305,076	-152,293	-33.3%	2,043,282

Daily Pivots for day following 18-Jan-2008
	Classic	Woodie	Camarilla	DeMark
R4	121-14	121-00	119-10
R3	120-18	120-04	119-03
R2	119-22	119-22	119-00
R1	119-08	119-08	118-30	119-01
PP	118-26	118-26	118-26	118-22
S1	118-12	118-12	118-24	118-05
S2	117-30	117-30	118-22
S3	117-02	117-16	118-19
S4	116-06	116-20	118-12

Weekly Pivots for week ending 18-Jan-2008
	Classic	Woodie	Camarilla	DeMark
R4	124-12	123-16	119-28
R3	122-16	121-20	119-12
R2	120-20	120-20	119-06
R1	119-24	119-24	119-00	120-06
PP	118-24	118-24	118-24	119-00
S1	117-28	117-28	118-22	118-10
S2	116-28	116-28	118-16
S3	115-00	116-00	118-10
S4	113-04	114-04	117-26

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	119-21	117-25	1-28	1.6%	0-30	0.8%	57%	False	False	408,656
10	119-21	116-21	3-00	2.5%	0-28	0.7%	73%	False	False	394,329
20	119-21	112-29	6-24	5.7%	0-30	0.8%	88%	False	False	288,699
40	119-21	112-21	7-00	5.9%	0-31	0.8%	88%	False	False	373,887

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-05
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	122-30
2.618	121-16
1.618	120-20
1.000	120-03
0.618	119-24
HIGH	119-07
0.618	118-28
0.500	118-25
0.382	118-22
LOW	118-11
0.618	117-26
1.000	117-15
1.618	116-30
2.618	116-02
4.250	114-20

Fisher Pivots for day following 18-Jan-2008
Pivot	1 day	3 day
R1	118-26	118-28
PP	118-26	118-28
S1	118-25	118-28

Download as Excel Spreadsheet

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

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