ECBOT 30 Year Treasury Bond Future December 2007


Trading Metrics calculated at close of trading on 16-Oct-2007
Day Change Summary
Previous Current
15-Oct-2007 16-Oct-2007 Change Change % Previous Week
Open 110-10 110-14 0-04 0.1% 112-05
High 110-17 110-27 0-10 0.3% 112-07
Low 110-02 110-08 0-06 0.2% 110-02
Close 110-14 110-13 -0-01 0.0% 110-12
Range 0-15 0-19 0-04 26.7% 2-05
ATR 0-29 0-29 -0-01 -2.5% 0-00
Volume 345,794 204,461 -141,333 -40.9% 1,250,144
Daily Pivots for day following 16-Oct-2007
Classic Woodie Camarilla DeMark
R4 112-09 111-30 110-23
R3 111-22 111-11 110-18
R2 111-03 111-03 110-16
R1 110-24 110-24 110-15 110-20
PP 110-16 110-16 110-16 110-14
S1 110-05 110-05 110-11 110-01
S2 109-29 109-29 110-10
S3 109-10 109-18 110-08
S4 108-23 108-31 110-03
Weekly Pivots for week ending 12-Oct-2007
Classic Woodie Camarilla DeMark
R4 117-11 116-01 111-18
R3 115-06 113-28 110-31
R2 113-01 113-01 110-25
R1 111-23 111-23 110-18 111-10
PP 110-28 110-28 110-28 110-22
S1 109-18 109-18 110-06 109-04
S2 108-23 108-23 109-31
S3 106-18 107-13 109-25
S4 104-13 105-08 109-06
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 111-04 110-02 1-02 1.0% 0-22 0.6% 32% False False 283,701
10 112-10 110-02 2-08 2.0% 0-29 0.8% 15% False False 259,019
20 112-16 109-29 2-19 2.3% 0-30 0.9% 19% False False 295,190
40 114-08 109-16 4-24 4.3% 0-29 0.8% 19% False False 255,912
60 114-08 108-04 6-04 5.5% 0-28 0.8% 37% False False 171,107
80 114-08 105-30 8-10 7.5% 0-27 0.8% 54% False False 128,427
100 114-08 104-18 9-22 8.8% 0-25 0.7% 60% False False 102,764
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-05
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 113-12
2.618 112-13
1.618 111-26
1.000 111-14
0.618 111-07
HIGH 110-27
0.618 110-20
0.500 110-18
0.382 110-15
LOW 110-08
0.618 109-28
1.000 109-21
1.618 109-09
2.618 108-22
4.250 107-23
Fisher Pivots for day following 16-Oct-2007
Pivot 1 day 3 day
R1 110-18 110-16
PP 110-16 110-15
S1 110-14 110-14

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

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