ECBOT 30 Year Treasury Bond Future March 2008


Trading Metrics calculated at close of trading on 18-Sep-2007
Day Change Summary
Previous Current
17-Sep-2007 18-Sep-2007 Change Change % Previous Week
Open 112-29 112-26 -0-03 -0.1% 113-11
High 112-29 112-26 -0-03 -0.1% 114-11
Low 112-16 112-00 -0-16 -0.4% 112-16
Close 112-26 112-16 -0-10 -0.3% 112-26
Range 0-13 0-26 0-13 100.0% 1-27
ATR 0-18 0-19 0-01 3.1% 0-00
Volume 26 12 -14 -53.8% 153
Daily Pivots for day following 18-Sep-2007
Classic Woodie Camarilla DeMark
R4 114-28 114-16 112-30
R3 114-02 113-22 112-23
R2 113-08 113-08 112-21
R1 112-28 112-28 112-18 112-21
PP 112-14 112-14 112-14 112-10
S1 112-02 112-02 112-14 111-27
S2 111-20 111-20 112-11
S3 110-26 111-08 112-09
S4 110-00 110-14 112-02
Weekly Pivots for week ending 14-Sep-2007
Classic Woodie Camarilla DeMark
R4 118-24 117-20 113-26
R3 116-29 115-25 113-10
R2 115-02 115-02 113-05
R1 113-30 113-30 112-31 113-18
PP 113-07 113-07 113-07 113-01
S1 112-03 112-03 112-21 111-24
S2 111-12 111-12 112-15
S3 109-17 110-08 112-10
S4 107-22 108-13 111-26
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 113-12 112-00 1-12 1.2% 0-19 0.5% 36% False True 24
10 114-11 111-26 2-17 2.3% 0-20 0.5% 27% False False 23
20 114-11 110-00 4-11 3.9% 0-11 0.3% 58% False False 17
40 114-11 108-08 6-03 5.4% 0-07 0.2% 70% False False 29
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-01
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 116-08
2.618 114-30
1.618 114-04
1.000 113-20
0.618 113-10
HIGH 112-26
0.618 112-16
0.500 112-13
0.382 112-10
LOW 112-00
0.618 111-16
1.000 111-06
1.618 110-22
2.618 109-28
4.250 108-18
Fisher Pivots for day following 18-Sep-2007
Pivot 1 day 3 day
R1 112-15 112-20
PP 112-14 112-19
S1 112-13 112-18

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

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