ECBOT 30 Year Treasury Bond Future September 2008

Trading Metrics calculated at close of trading on 23-Apr-2008

Day Change Summary
	Previous	Current
	22-Apr-2008	23-Apr-2008	Change	Change %	Previous Week
Open	116-09	115-29	-0-12	-0.3%	118-27
High	116-13	116-14	0-01	0.0%	118-27
Low	115-18	115-07	-0-11	-0.3%	114-13
Close	116-01	115-28	-0-05	-0.1%	115-11
Range	0-27	1-07	0-12	44.4%	4-14
ATR	1-05	1-05	0-00	0.4%	0-00
Volume	80	220	140	175.0%	1,456

Daily Pivots for day following 23-Apr-2008
	Classic	Woodie	Camarilla	DeMark
R4	119-16	118-29	116-17
R3	118-09	117-22	116-07
R2	117-02	117-02	116-03
R1	116-15	116-15	116-00	116-05
PP	115-27	115-27	115-27	115-22
S1	115-08	115-08	115-24	114-30
S2	114-20	114-20	115-21
S3	113-13	114-01	115-17
S4	112-06	112-26	115-07

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	116-14	114-13	2-01	1.8%	1-01	0.9%	72%	True	False	98
10	118-27	114-13	4-14	3.8%	1-00	0.9%	33%	False	False	224
20	118-27	114-13	4-14	3.8%	1-02	0.9%	33%	False	False	178
40	119-14	113-12	6-02	5.2%	1-00	0.9%	41%	False	False	97

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	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-05
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	121-20
2.618	119-20
1.618	118-13
1.000	117-21
0.618	117-06
HIGH	116-14
0.618	115-31
0.500	115-26
0.382	115-22
LOW	115-07
0.618	114-15
1.000	114-00
1.618	113-08
2.618	112-01
4.250	110-01

Fisher Pivots for day following 23-Apr-2008
Pivot	1 day	3 day
R1	115-28	115-27
PP	115-27	115-26
S1	115-26	115-24

Download as Excel Spreadsheet

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

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