ECBOT 30 Year Treasury Bond Future September 2008

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

Day Change Summary
	Previous	Current
	17-Apr-2008	18-Apr-2008	Change	Change %	Previous Week
Open	116-07	115-02	-1-05	-1.0%	118-27
High	116-07	115-22	-0-17	-0.5%	118-27
Low	115-11	114-13	-0-30	-0.8%	114-13
Close	115-18	115-11	-0-07	-0.2%	115-11
Range	0-28	1-09	0-13	46.4%	4-14
ATR	1-06	1-06	0-00	0.6%	0-00
Volume	129	23	-106	-82.2%	1,456

Daily Pivots for day following 18-Apr-2008
	Classic	Woodie	Camarilla	DeMark
R4	119-00	118-14	116-02
R3	117-23	117-05	115-22
R2	116-14	116-14	115-19
R1	115-28	115-28	115-15	116-05
PP	115-05	115-05	115-05	115-09
S1	114-19	114-19	115-07	114-28
S2	113-28	113-28	115-03
S3	112-19	113-10	115-00
S4	111-10	112-01	114-20

Weekly Pivots for week ending 18-Apr-2008
	Classic	Woodie	Camarilla	DeMark
R4	129-16	126-28	117-25
R3	125-02	122-14	116-18
R2	120-20	120-20	116-05
R1	118-00	118-00	115-24	117-03
PP	116-06	116-06	116-06	115-24
S1	113-18	113-18	114-30	112-21
S2	111-24	111-24	114-17
S3	107-10	109-04	114-04
S4	102-28	104-22	112-29

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	118-27	114-13	4-14	3.8%	1-03	1.0%	21%	False	True	291
10	118-27	114-13	4-14	3.8%	1-02	0.9%	21%	False	True	303
20	119-00	114-13	4-19	4.0%	1-03	0.9%	20%	False	True	163
40	119-14	113-12	6-02	5.3%	1-01	0.9%	32%	False	False	89

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	121-04
2.618	119-01
1.618	117-24
1.000	116-31
0.618	116-15
HIGH	115-22
0.618	115-06
0.500	115-02
0.382	114-29
LOW	114-13
0.618	113-20
1.000	113-04
1.618	112-11
2.618	111-02
4.250	108-31

Fisher Pivots for day following 18-Apr-2008
Pivot	1 day	3 day
R1	115-08	115-26
PP	115-05	115-21
S1	115-02	115-16

Download as Excel Spreadsheet

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

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