ECBOT 30 Year Treasury Bond Future September 2008

Trading Metrics calculated at close of trading on 25-Feb-2008

Day Change Summary
	Previous	Current
	22-Feb-2008	25-Feb-2008	Change	Change %	Previous Week
Open	115-03	115-03	0-00	0.0%	114-19
High	115-17	115-17	0-00	0.0%	115-17
Low	114-27	113-27	-1-00	-0.9%	112-31
Close	115-10	113-18	-1-24	-1.5%	115-10
Range	0-22	1-22	1-00	145.5%	2-18
ATR
Volume	4	17	13	325.0%	34

Daily Pivots for day following 25-Feb-2008
	Classic	Woodie	Camarilla	DeMark
R4	119-12	118-05	114-16
R3	117-22	116-15	114-01
R2	116-00	116-00	113-28
R1	114-25	114-25	113-23	114-18
PP	114-10	114-10	114-10	114-06
S1	113-03	113-03	113-13	112-28
S2	112-20	112-20	113-08
S3	110-30	111-13	113-03
S4	109-08	109-23	112-20

Weekly Pivots for week ending 22-Feb-2008
	Classic	Woodie	Camarilla	DeMark
R4	122-09	121-12	116-23
R3	119-23	118-26	116-01
R2	117-05	117-05	115-25
R1	116-08	116-08	115-18	116-22
PP	114-19	114-19	114-19	114-27
S1	113-22	113-22	115-02	114-04
S2	112-01	112-01	114-27
S3	109-15	111-04	114-19
S4	106-29	108-18	113-29

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	115-17	112-31	2-18	2.3%	0-31	0.8%	23%	True	False	6
10	116-08	112-31	3-09	2.9%	0-22	0.6%	18%	False	False	36

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	0-03
Widest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	122-22
2.618	119-30
1.618	118-08
1.000	117-07
0.618	116-18
HIGH	115-17
0.618	114-28
0.500	114-22
0.382	114-16
LOW	113-27
0.618	112-26
1.000	112-05
1.618	111-04
2.618	109-14
4.250	106-22

Fisher Pivots for day following 25-Feb-2008
Pivot	1 day	3 day
R1	114-22	114-22
PP	114-10	114-10
S1	113-30	113-30

Download as Excel Spreadsheet

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

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