ECBOT 30 Year Treasury Bond Future June 2008


Trading Metrics calculated at close of trading on 03-Dec-2007
Day Change Summary
Previous Current
30-Nov-2007 03-Dec-2007 Change Change % Previous Week
Open 116-25 116-07 -0-18 -0.5% 116-08
High 116-25 117-25 1-00 0.9% 118-06
Low 116-00 116-07 0-07 0.2% 116-00
Close 116-17 117-12 0-27 0.7% 116-17
Range 0-25 1-18 0-25 100.0% 2-06
ATR 0-25 0-26 0-02 7.4% 0-00
Volume 686,764 419,328 -267,436 -38.9% 4,280,715
Daily Pivots for day following 03-Dec-2007
Classic Woodie Camarilla DeMark
R4 121-26 121-05 118-08
R3 120-08 119-19 117-26
R2 118-22 118-22 117-21
R1 118-01 118-01 117-17 118-12
PP 117-04 117-04 117-04 117-09
S1 116-15 116-15 117-07 116-26
S2 115-18 115-18 117-03
S3 114-00 114-29 116-30
S4 112-14 113-11 116-16
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
5 118-05 116-00 2-05 1.8% 1-05 1.0% 64% False False 804,059
10 118-06 115-19 2-19 2.2% 0-25 0.7% 69% False False 589,420
20 118-06 113-09 4-29 4.2% 0-16 0.4% 83% False False 498,381
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 124-14
2.618 121-28
1.618 120-10
1.000 119-11
0.618 118-24
HIGH 117-25
0.618 117-06
0.500 117-00
0.382 116-26
LOW 116-07
0.618 115-08
1.000 114-21
1.618 113-22
2.618 112-04
4.250 109-18
Fisher Pivots for day following 03-Dec-2007
Pivot 1 day 3 day
R1 117-08 117-08
PP 117-04 117-05
S1 117-00 117-01

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

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