ECBOT 30 Year Treasury Bond Future September 2008

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

Day Change Summary
	Previous	Current
	24-Apr-2008	25-Apr-2008	Change	Change %	Previous Week
Open	115-13	115-00	-0-13	-0.4%	115-08
High	116-00	115-00	-1-00	-0.9%	116-14
Low	114-16	114-07	-0-09	-0.2%	114-07
Close	115-00	114-16	-0-16	-0.4%	114-16
Range	1-16	0-25	-0-23	-47.9%	2-07
ATR	1-06	1-05	-0-01	-2.4%	0-00
Volume	395	192	-203	-51.4%	929

Daily Pivots for day following 25-Apr-2008
	Classic	Woodie	Camarilla	DeMark
R4	116-29	116-16	114-30
R3	116-04	115-23	114-23
R2	115-11	115-11	114-21
R1	114-30	114-30	114-18	114-24
PP	114-18	114-18	114-18	114-16
S1	114-05	114-05	114-14	113-31
S2	113-25	113-25	114-11
S3	113-00	113-12	114-09
S4	112-07	112-19	114-02

Weekly Pivots for week ending 25-Apr-2008
	Classic	Woodie	Camarilla	DeMark
R4	121-23	120-10	115-23
R3	119-16	118-03	115-04
R2	117-09	117-09	114-29
R1	115-28	115-28	114-23	115-15
PP	115-02	115-02	115-02	114-27
S1	113-21	113-21	114-09	113-08
S2	112-27	112-27	114-03
S3	110-20	111-14	113-28
S4	108-13	109-07	113-09

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	116-14	114-07	2-07	1.9%	1-02	0.9%	13%	False	True	185
10	118-27	114-07	4-20	4.0%	1-02	0.9%	6%	False	True	238
20	118-27	114-07	4-20	4.0%	1-02	0.9%	6%	False	True	207
40	119-14	113-12	6-02	5.3%	1-02	0.9%	19%	False	False	111

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0-07
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	118-10
2.618	117-01
1.618	116-08
1.000	115-25
0.618	115-15
HIGH	115-00
0.618	114-22
0.500	114-20
0.382	114-17
LOW	114-07
0.618	113-24
1.000	113-14
1.618	112-31
2.618	112-06
4.250	110-29

Fisher Pivots for day following 25-Apr-2008
Pivot	1 day	3 day
R1	114-20	115-10
PP	114-18	115-02
S1	114-17	114-25

Download as Excel Spreadsheet

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

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