ECBOT 30 Year Treasury Bond Future March 2008


Trading Metrics calculated at close of trading on 17-Oct-2007
Day Change Summary
Previous Current
16-Oct-2007 17-Oct-2007 Change Change % Previous Week
Open 110-22 110-20 -0-02 -0.1% 110-23
High 110-23 111-24 1-01 0.9% 111-00
Low 110-17 110-20 0-03 0.1% 110-01
Close 110-12 111-20 1-08 1.1% 110-10
Range 0-06 1-04 0-30 500.0% 0-31
ATR 0-17 0-19 0-02 11.4% 0-00
Volume 592 164 -428 -72.3% 1,171
Daily Pivots for day following 17-Oct-2007
Classic Woodie Camarilla DeMark
R4 114-23 114-09 112-08
R3 113-19 113-05 111-30
R2 112-15 112-15 111-27
R1 112-01 112-01 111-23 112-08
PP 111-11 111-11 111-11 111-14
S1 110-29 110-29 111-17 111-04
S2 110-07 110-07 111-13
S3 109-03 109-25 111-10
S4 107-31 108-21 111-00
Weekly Pivots for week ending 12-Oct-2007
Classic Woodie Camarilla DeMark
R4 113-11 112-26 110-27
R3 112-12 111-27 110-19
R2 111-13 111-13 110-16
R1 110-28 110-28 110-13 110-21
PP 110-14 110-14 110-14 110-11
S1 109-29 109-29 110-07 109-22
S2 109-15 109-15 110-04
S3 108-16 108-30 110-01
S4 107-17 107-31 109-25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 111-24 110-01 1-23 1.5% 0-18 0.5% 93% True False 336
10 111-25 110-01 1-24 1.6% 0-15 0.4% 91% False False 299
20 112-08 109-24 2-16 2.2% 0-16 0.4% 75% False False 185
40 114-11 109-24 4-19 4.1% 0-14 0.4% 41% False False 101
60 114-11 108-23 5-20 5.0% 0-10 0.3% 52% False False 81
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-02
Widest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 116-17
2.618 114-22
1.618 113-18
1.000 112-28
0.618 112-14
HIGH 111-24
0.618 111-10
0.500 111-06
0.382 111-02
LOW 110-20
0.618 109-30
1.000 109-16
1.618 108-26
2.618 107-22
4.250 105-27
Fisher Pivots for day following 17-Oct-2007
Pivot 1 day 3 day
R1 111-15 111-13
PP 111-11 111-06
S1 111-06 110-30

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

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