ECBOT 30 Year Treasury Bond Future September 2007


Trading Metrics calculated at close of trading on 31-May-2007
Day Change Summary
Previous Current
30-May-2007 31-May-2007 Change Change % Previous Week
Open 109-01 109-08 0-07 0.2% 109-29
High 109-16 109-10 -0-06 -0.2% 110-05
Low 109-00 108-21 -0-11 -0.3% 108-25
Close 109-04 109-04 0-00 0.0% 109-08
Range 0-16 0-21 0-05 31.3% 1-12
ATR 0-18 0-18 0-00 1.4% 0-00
Volume 281,466 279,453 -2,013 -0.7% 330,593
Daily Pivots for day following 31-May-2007
Classic Woodie Camarilla DeMark
R4 111-00 110-23 109-16
R3 110-11 110-02 109-10
R2 109-22 109-22 109-08
R1 109-13 109-13 109-06 109-07
PP 109-01 109-01 109-01 108-30
S1 108-24 108-24 109-02 108-18
S2 108-12 108-12 109-00
S3 107-23 108-03 108-30
S4 107-02 107-14 108-24
Weekly Pivots for week ending 25-May-2007
Classic Woodie Camarilla DeMark
R4 113-17 112-24 110-00
R3 112-05 111-12 109-20
R2 110-25 110-25 109-16
R1 110-00 110-00 109-12 109-22
PP 109-13 109-13 109-13 109-08
S1 108-20 108-20 109-04 108-10
S2 108-01 108-01 109-00
S3 106-21 107-08 108-28
S4 105-09 105-28 108-16
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 109-19 108-21 0-30 0.9% 0-18 0.5% 50% False True 175,861
10 111-00 108-21 2-11 2.1% 0-19 0.5% 20% False True 102,410
20 112-11 108-21 3-22 3.4% 0-19 0.6% 13% False True 54,706
40 112-11 108-21 3-22 3.4% 0-16 0.5% 13% False True 28,103
60 113-10 108-21 4-21 4.3% 0-14 0.4% 10% False True 18,804
80 113-26 108-21 5-05 4.7% 0-11 0.3% 9% False True 14,107
100 113-26 108-21 5-05 4.7% 0-09 0.3% 9% False True 11,286
120 114-00 108-21 5-11 4.9% 0-09 0.3% 9% False True 9,406
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0-03
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 112-03
2.618 111-01
1.618 110-12
1.000 109-31
0.618 109-23
HIGH 109-10
0.618 109-02
0.500 109-00
0.382 108-29
LOW 108-21
0.618 108-08
1.000 108-00
1.618 107-19
2.618 106-30
4.250 105-28
Fisher Pivots for day following 31-May-2007
Pivot 1 day 3 day
R1 109-02 109-04
PP 109-01 109-03
S1 109-00 109-02

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

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