ECBOT 30 Year Treasury Bond Future September 2008

Trading Metrics calculated at close of trading on 17-Apr-2008

Day Change Summary
	Previous	Current
	16-Apr-2008	17-Apr-2008	Change	Change %	Previous Week
Open	117-04	116-07	-0-29	-0.8%	117-07
High	117-07	116-07	-1-00	-0.9%	118-26
Low	115-23	115-11	-0-12	-0.3%	116-12
Close	115-28	115-18	-0-10	-0.3%	118-18
Range	1-16	0-28	-0-20	-41.7%	2-14
ATR	1-07	1-06	-0-01	-2.0%	0-00
Volume	708	129	-579	-81.8%	1,579

Daily Pivots for day following 17-Apr-2008
	Classic	Woodie	Camarilla	DeMark
R4	118-11	117-26	116-01
R3	117-15	116-30	115-26
R2	116-19	116-19	115-23
R1	116-02	116-02	115-21	115-28
PP	115-23	115-23	115-23	115-20
S1	115-06	115-06	115-15	115-00
S2	114-27	114-27	115-13
S3	113-31	114-10	115-10
S4	113-03	113-14	115-03

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	115-11	3-16	3.0%	0-31	0.8%	6%	False	True	301
10	118-27	115-11	3-16	3.0%	1-02	0.9%	6%	False	True	302
20	119-14	115-11	4-03	3.5%	1-02	0.9%	5%	False	True	164
40	119-14	112-31	6-15	5.6%	1-00	0.9%	40%	False	False	89

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-04
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	119-30
2.618	118-16
1.618	117-20
1.000	117-03
0.618	116-24
HIGH	116-07
0.618	115-28
0.500	115-25
0.382	115-22
LOW	115-11
0.618	114-26
1.000	114-15
1.618	113-30
2.618	113-02
4.250	111-20

Fisher Pivots for day following 17-Apr-2008
Pivot	1 day	3 day
R1	115-25	116-20
PP	115-23	116-09
S1	115-20	115-29

Download as Excel Spreadsheet

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

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