ECBOT 30 Year Treasury Bond Future March 2008


Trading Metrics calculated at close of trading on 25-Sep-2007
Day Change Summary
Previous Current
24-Sep-2007 25-Sep-2007 Change Change % Previous Week
Open 110-15 110-30 0-15 0.4% 112-29
High 110-26 110-30 0-04 0.1% 112-29
Low 110-14 110-28 0-14 0.4% 109-24
Close 110-24 110-22 -0-02 -0.1% 110-20
Range 0-12 0-02 -0-10 -83.3% 3-05
ATR 0-24 0-22 -0-01 -5.3% 0-00
Volume 83 231 148 178.3% 190
Daily Pivots for day following 25-Sep-2007
Classic Woodie Camarilla DeMark
R4 111-01 110-29 110-23
R3 110-31 110-27 110-23
R2 110-29 110-29 110-22
R1 110-25 110-25 110-22 110-26
PP 110-27 110-27 110-27 110-27
S1 110-23 110-23 110-22 110-24
S2 110-25 110-25 110-22
S3 110-23 110-21 110-21
S4 110-21 110-19 110-21
Weekly Pivots for week ending 21-Sep-2007
Classic Woodie Camarilla DeMark
R4 120-18 118-24 112-12
R3 117-13 115-19 111-16
R2 114-08 114-08 111-07
R1 112-14 112-14 110-29 111-24
PP 111-03 111-03 111-03 110-24
S1 109-09 109-09 110-11 108-20
S2 107-30 107-30 110-01
S3 104-25 106-04 109-24
S4 101-20 102-31 108-28
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 112-08 109-24 2-16 2.3% 0-26 0.7% 38% False False 93
10 113-12 109-24 3-20 3.3% 0-22 0.6% 26% False False 58
20 114-11 109-24 4-19 4.2% 0-18 0.5% 20% False False 38
40 114-11 109-01 5-10 4.8% 0-10 0.3% 31% False False 40
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 True
Stretch 0-01
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 111-06
2.618 111-03
1.618 111-01
1.000 111-00
0.618 110-31
HIGH 110-30
0.618 110-29
0.500 110-29
0.382 110-29
LOW 110-28
0.618 110-27
1.000 110-26
1.618 110-25
2.618 110-23
4.250 110-20
Fisher Pivots for day following 25-Sep-2007
Pivot 1 day 3 day
R1 110-29 110-18
PP 110-27 110-15
S1 110-24 110-11

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

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