ECBOT 30 Year Treasury Bond Future March 2008


Trading Metrics calculated at close of trading on 05-Nov-2007
Day Change Summary
Previous Current
02-Nov-2007 05-Nov-2007 Change Change % Previous Week
Open 113-31 114-18 0-19 0.5% 113-18
High 114-22 114-27 0-05 0.1% 114-22
Low 113-14 114-00 0-18 0.5% 112-09
Close 114-18 114-08 -0-10 -0.3% 114-18
Range 1-08 0-27 -0-13 -32.5% 2-13
ATR 0-24 0-25 0-00 0.8% 0-00
Volume 1,373 749 -624 -45.4% 2,671
Daily Pivots for day following 05-Nov-2007
Classic Woodie Camarilla DeMark
R4 116-29 116-13 114-23
R3 116-02 115-18 114-15
R2 115-07 115-07 114-13
R1 114-23 114-23 114-10 114-18
PP 114-12 114-12 114-12 114-09
S1 113-28 113-28 114-06 113-22
S2 113-17 113-17 114-03
S3 112-22 113-01 114-01
S4 111-27 112-06 113-25
Weekly Pivots for week ending 02-Nov-2007
Classic Woodie Camarilla DeMark
R4 121-02 120-07 115-28
R3 118-21 117-26 115-07
R2 116-08 116-08 115-00
R1 115-13 115-13 114-25 115-26
PP 113-27 113-27 113-27 114-02
S1 113-00 113-00 114-11 113-14
S2 111-14 111-14 114-04
S3 109-01 110-19 113-29
S4 106-20 108-06 113-08
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 114-27 112-09 2-18 2.2% 1-03 0.9% 77% True False 625
10 114-27 112-09 2-18 2.2% 0-26 0.7% 77% True False 546
20 114-27 110-01 4-26 4.2% 0-23 0.6% 88% True False 410
40 114-27 109-24 5-03 4.5% 0-20 0.5% 88% True False 252
60 114-27 109-01 5-26 5.1% 0-15 0.4% 90% True False 173
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 False
Stretch 0-06
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 118-14
2.618 117-02
1.618 116-07
1.000 115-22
0.618 115-12
HIGH 114-27
0.618 114-17
0.500 114-14
0.382 114-10
LOW 114-00
0.618 113-15
1.000 113-05
1.618 112-20
2.618 111-25
4.250 110-13
Fisher Pivots for day following 05-Nov-2007
Pivot 1 day 3 day
R1 114-14 114-01
PP 114-12 113-25
S1 114-10 113-18

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

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