ECBOT 30 Year Treasury Bond Future June 2008


Trading Metrics calculated at close of trading on 30-Nov-2007
Day Change Summary
Previous Current
29-Nov-2007 30-Nov-2007 Change Change % Previous Week
Open 116-25 116-25 0-00 0.0% 116-08
High 118-02 116-25 -1-09 -1.1% 118-06
Low 116-25 116-00 -0-25 -0.7% 116-00
Close 117-03 116-17 -0-18 -0.5% 116-17
Range 1-09 0-25 -0-16 -39.0% 2-06
ATR 0-24 0-25 0-01 3.4% 0-00
Volume 1,056,396 686,764 -369,632 -35.0% 4,280,715
Daily Pivots for day following 30-Nov-2007
Classic Woodie Camarilla DeMark
R4 118-25 118-14 116-31
R3 118-00 117-21 116-24
R2 117-07 117-07 116-22
R1 116-28 116-28 116-19 116-21
PP 116-14 116-14 116-14 116-10
S1 116-03 116-03 116-15 115-28
S2 115-21 115-21 116-12
S3 114-28 115-10 116-10
S4 114-03 114-17 116-03
Weekly Pivots for week ending 30-Nov-2007
Classic Woodie Camarilla DeMark
R4 123-15 122-06 117-24
R3 121-09 120-00 117-04
R2 119-03 119-03 116-30
R1 117-26 117-26 116-23 118-14
PP 116-29 116-29 116-29 117-07
S1 115-20 115-20 116-11 116-08
S2 114-23 114-23 116-04
S3 112-17 113-14 115-30
S4 110-11 111-08 115-10
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-06 116-00 2-06 1.9% 1-08 1.1% 24% False True 856,143
10 118-06 114-29 3-09 2.8% 0-20 0.5% 50% False False 587,127
20 118-06 113-09 4-29 4.2% 0-14 0.4% 66% False False 501,565
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0-03
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 120-03
2.618 118-26
1.618 118-01
1.000 117-18
0.618 117-08
HIGH 116-25
0.618 116-15
0.500 116-12
0.382 116-10
LOW 116-00
0.618 115-17
1.000 115-07
1.618 114-24
2.618 113-31
4.250 112-22
Fisher Pivots for day following 30-Nov-2007
Pivot 1 day 3 day
R1 116-16 117-01
PP 116-14 116-28
S1 116-12 116-22

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

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