ECBOT 30 Year Treasury Bond Future June 2008


Trading Metrics calculated at close of trading on 11-Jan-2008
Day Change Summary
Previous Current
10-Jan-2008 11-Jan-2008 Change Change % Previous Week
Open 118-04 117-13 -0-23 -0.6% 117-08
High 118-05 117-20 -0-17 -0.4% 118-12
Low 116-21 117-10 0-21 0.6% 116-21
Close 116-26 117-18 0-24 0.6% 117-18
Range 1-16 0-10 -1-06 -79.2% 1-23
ATR 1-04 1-04 -0-01 -2.0% 0-00
Volume 462,324 423,469 -38,855 -8.4% 1,900,017
Daily Pivots for day following 11-Jan-2008
Classic Woodie Camarilla DeMark
R4 118-14 118-10 117-24
R3 118-04 118-00 117-21
R2 117-26 117-26 117-20
R1 117-22 117-22 117-19 117-24
PP 117-16 117-16 117-16 117-17
S1 117-12 117-12 117-17 117-14
S2 117-06 117-06 117-16
S3 116-28 117-02 117-15
S4 116-18 116-24 117-12
Weekly Pivots for week ending 11-Jan-2008
Classic Woodie Camarilla DeMark
R4 122-22 121-27 118-16
R3 120-31 120-04 118-01
R2 119-08 119-08 117-28
R1 118-13 118-13 117-23 118-26
PP 117-17 117-17 117-17 117-24
S1 116-22 116-22 117-13 117-04
S2 115-26 115-26 117-08
S3 114-03 114-31 117-03
S4 112-12 113-08 116-20
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-12 116-21 1-23 1.5% 0-26 0.7% 53% False False 380,003
10 118-12 113-25 4-19 3.9% 1-00 0.9% 82% False False 302,620
20 118-12 112-21 5-23 4.9% 0-30 0.8% 86% False False 254,839
40 118-12 112-21 5-23 4.9% 0-28 0.8% 86% False False 372,803
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-04
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 118-30
2.618 118-14
1.618 118-04
1.000 117-30
0.618 117-26
HIGH 117-20
0.618 117-16
0.500 117-15
0.382 117-14
LOW 117-10
0.618 117-04
1.000 117-00
1.618 116-26
2.618 116-16
4.250 116-00
Fisher Pivots for day following 11-Jan-2008
Pivot 1 day 3 day
R1 117-17 117-18
PP 117-16 117-17
S1 117-15 117-16

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

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