ECBOT 30 Year Treasury Bond Future June 2008


Trading Metrics calculated at close of trading on 21-Nov-2007
Day Change Summary
Previous Current
20-Nov-2007 21-Nov-2007 Change Change % Previous Week
Open 115-20 115-27 0-07 0.2% 114-00
High 115-20 115-27 0-07 0.2% 114-29
Low 115-20 115-27 0-07 0.2% 113-13
Close 115-20 115-27 0-07 0.2% 114-29
Range
ATR 0-16 0-16 -0-01 -4.1% 0-00
Volume 381,646 288,324 -93,322 -24.5% 1,497,786
Daily Pivots for day following 21-Nov-2007
Classic Woodie Camarilla DeMark
R4 115-27 115-27 115-27
R3 115-27 115-27 115-27
R2 115-27 115-27 115-27
R1 115-27 115-27 115-27 115-27
PP 115-27 115-27 115-27 115-27
S1 115-27 115-27 115-27 115-27
S2 115-27 115-27 115-27
S3 115-27 115-27 115-27
S4 115-27 115-27 115-27
Weekly Pivots for week ending 16-Nov-2007
Classic Woodie Camarilla DeMark
R4 118-29 118-13 115-23
R3 117-13 116-29 115-10
R2 115-29 115-29 115-06
R1 115-13 115-13 115-01 115-21
PP 114-13 114-13 114-13 114-17
S1 113-29 113-29 114-25 114-05
S2 112-29 112-29 114-20
S3 111-13 112-13 114-16
S4 109-29 110-29 114-03
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 115-27 114-15 1-12 1.2% 0-03 0.1% 100% True False 383,045
10 115-27 113-09 2-18 2.2% 0-03 0.1% 100% True False 388,412
Crabel Price Patterns
NR False
NR4 False
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 0-00
Fibonacci Retracements and Extensions
4.250 115-27
2.618 115-27
1.618 115-27
1.000 115-27
0.618 115-27
HIGH 115-27
0.618 115-27
0.500 115-27
0.382 115-27
LOW 115-27
0.618 115-27
1.000 115-27
1.618 115-27
2.618 115-27
4.250 115-27
Fisher Pivots for day following 21-Nov-2007
Pivot 1 day 3 day
R1 115-27 115-26
PP 115-27 115-24
S1 115-27 115-23

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

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