ECBOT 30 Year Treasury Bond Future March 2008


Trading Metrics calculated at close of trading on 01-Nov-2007
Day Change Summary
Previous Current
31-Oct-2007 01-Nov-2007 Change Change % Previous Week
Open 113-13 112-16 -0-29 -0.8% 113-21
High 113-21 114-04 0-15 0.4% 114-05
Low 112-22 112-09 -0-13 -0.4% 112-31
Close 112-20 113-29 1-09 1.1% 113-17
Range 0-31 1-27 0-28 90.3% 1-06
ATR 0-20 0-23 0-03 13.5% 0-00
Volume 289 434 145 50.2% 2,358
Daily Pivots for day following 01-Nov-2007
Classic Woodie Camarilla DeMark
R4 118-31 118-09 114-29
R3 117-04 116-14 114-13
R2 115-09 115-09 114-08
R1 114-19 114-19 114-02 114-30
PP 113-14 113-14 113-14 113-20
S1 112-24 112-24 113-24 113-03
S2 111-19 111-19 113-18
S3 109-24 110-29 113-13
S4 107-29 109-02 112-29
Weekly Pivots for week ending 26-Oct-2007
Classic Woodie Camarilla DeMark
R4 117-04 116-16 114-06
R3 115-30 115-10 113-27
R2 114-24 114-24 113-24
R1 114-04 114-04 113-20 113-27
PP 113-18 113-18 113-18 113-13
S1 112-30 112-30 113-14 112-21
S2 112-12 112-12 113-10
S3 111-06 111-24 113-07
S4 110-00 110-18 112-28
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 114-04 112-09 1-27 1.6% 0-26 0.7% 88% True True 284
10 114-05 112-05 2-00 1.8% 0-26 0.7% 88% False False 378
20 114-05 110-01 4-04 3.6% 0-21 0.6% 94% False False 351
40 114-11 109-24 4-19 4.0% 0-20 0.5% 90% False False 200
60 114-11 109-01 5-10 4.7% 0-14 0.4% 92% False False 140
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-03
Widest range in 30 trading days
Fibonacci Retracements and Extensions
4.250 121-31
2.618 118-30
1.618 117-03
1.000 115-31
0.618 115-08
HIGH 114-04
0.618 113-13
0.500 113-06
0.382 113-00
LOW 112-09
0.618 111-05
1.000 110-14
1.618 109-10
2.618 107-15
4.250 104-14
Fisher Pivots for day following 01-Nov-2007
Pivot 1 day 3 day
R1 113-22 113-22
PP 113-14 113-14
S1 113-06 113-06

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

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