ECBOT 30 Year Treasury Bond Future June 2007


Trading Metrics calculated at close of trading on 08-Mar-2007
Day Change Summary
Previous Current
07-Mar-2007 08-Mar-2007 Change Change % Previous Week
Open 113-04 113-18 0-14 0.4% 111-20
High 113-20 113-19 -0-01 0.0% 114-02
Low 113-00 113-02 0-02 0.1% 111-20
Close 113-14 113-10 -0-04 -0.1% 113-06
Range 0-20 0-17 -0-03 -15.0% 2-14
ATR 0-22 0-22 0-00 -1.7% 0-00
Volume 498,489 419,421 -79,068 -15.9% 2,368,380
Daily Pivots for day following 08-Mar-2007
Classic Woodie Camarilla DeMark
R4 114-29 114-21 113-19
R3 114-12 114-04 113-15
R2 113-27 113-27 113-13
R1 113-19 113-19 113-12 113-14
PP 113-10 113-10 113-10 113-08
S1 113-02 113-02 113-08 112-30
S2 112-25 112-25 113-07
S3 112-08 112-17 113-05
S4 111-23 112-00 113-01
Weekly Pivots for week ending 02-Mar-2007
Classic Woodie Camarilla DeMark
R4 120-09 119-05 114-17
R3 117-27 116-23 113-27
R2 115-13 115-13 113-20
R1 114-09 114-09 113-13 114-27
PP 112-31 112-31 112-31 113-08
S1 111-27 111-27 112-31 112-13
S2 110-17 110-17 112-24
S3 108-03 109-13 112-17
S4 105-21 106-31 111-27
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 113-30 112-22 1-08 1.1% 0-20 0.6% 50% False False 485,054
10 114-02 110-30 3-04 2.8% 0-27 0.7% 76% False False 442,410
20 114-02 109-31 4-03 3.6% 0-22 0.6% 82% False False 231,973
40 114-02 109-06 4-28 4.3% 0-19 0.5% 85% False False 116,439
60 114-02 109-06 4-28 4.3% 0-17 0.5% 85% False False 77,665
80 114-22 109-06 5-16 4.9% 0-14 0.4% 75% False False 58,252
100 114-22 109-06 5-16 4.9% 0-11 0.3% 75% False False 46,601
120 114-22 109-06 5-16 4.9% 0-11 0.3% 75% False False 38,835
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-03
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 115-27
2.618 115-00
1.618 114-15
1.000 114-04
0.618 113-30
HIGH 113-19
0.618 113-13
0.500 113-10
0.382 113-08
LOW 113-02
0.618 112-23
1.000 112-17
1.618 112-06
2.618 111-21
4.250 110-26
Fisher Pivots for day following 08-Mar-2007
Pivot 1 day 3 day
R1 113-10 113-10
PP 113-10 113-09
S1 113-10 113-09

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

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