ECBOT 30 Year Treasury Bond Future September 2008

Trading Metrics calculated at close of trading on 14-Apr-2008

Day Change Summary
	Previous	Current
	11-Apr-2008	14-Apr-2008	Change	Change %	Previous Week
Open	118-07	118-27	0-20	0.5%	117-07
High	118-26	118-27	0-01	0.0%	118-26
Low	118-07	118-01	-0-06	-0.2%	116-12
Close	118-18	118-06	-0-12	-0.3%	118-18
Range	0-19	0-26	0-07	36.8%	2-14
ATR	1-06	1-05	-0-01	-2.3%	0-00
Volume	76	26	-50	-65.8%	1,579

Daily Pivots for day following 14-Apr-2008
	Classic	Woodie	Camarilla	DeMark
R4	120-25	120-10	118-20
R3	119-31	119-16	118-13
R2	119-05	119-05	118-11
R1	118-22	118-22	118-08	118-16
PP	118-11	118-11	118-11	118-09
S1	117-28	117-28	118-04	117-22
S2	117-17	117-17	118-01
S3	116-23	117-02	117-31
S4	115-29	116-08	117-24

Weekly Pivots for week ending 11-Apr-2008
	Classic	Woodie	Camarilla	DeMark
R4	125-07	124-11	119-29
R3	122-25	121-29	119-07
R2	120-11	120-11	119-00
R1	119-15	119-15	118-25	119-29
PP	117-29	117-29	117-29	118-04
S1	117-01	117-01	118-11	117-15
S2	115-15	115-15	118-04
S3	113-01	114-19	117-29
S4	110-19	112-05	117-07

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	118-27	116-25	2-02	1.7%	1-00	0.8%	68%	True	False	276
10	118-27	115-25	3-02	2.6%	1-01	0.9%	79%	True	False	175
20	119-14	115-25	3-21	3.1%	1-01	0.9%	66%	False	False	97
40	119-14	112-31	6-15	5.5%	0-30	0.8%	81%	False	False	55

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	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-04
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	122-10
2.618	120-31
1.618	120-05
1.000	119-21
0.618	119-11
HIGH	118-27
0.618	118-17
0.500	118-14
0.382	118-11
LOW	118-01
0.618	117-17
1.000	117-07
1.618	116-23
2.618	115-29
4.250	114-18

Fisher Pivots for day following 14-Apr-2008
Pivot	1 day	3 day
R1	118-14	118-06
PP	118-11	118-06
S1	118-09	118-06

Download as Excel Spreadsheet

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

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