ECBOT 30 Year Treasury Bond Future June 2008


Trading Metrics calculated at close of trading on 14-Jan-2008
Day Change Summary
Previous Current
11-Jan-2008 14-Jan-2008 Change Change % Previous Week
Open 117-13 117-25 0-12 0.3% 117-08
High 117-20 117-29 0-09 0.2% 118-12
Low 117-10 117-25 0-15 0.4% 116-21
Close 117-18 117-26 0-08 0.2% 117-18
Range 0-10 0-04 -0-06 -60.0% 1-23
ATR 1-04 1-02 -0-02 -4.9% 0-00
Volume 423,469 312,684 -110,785 -26.2% 1,900,017
Daily Pivots for day following 14-Jan-2008
Classic Woodie Camarilla DeMark
R4 118-07 118-04 117-28
R3 118-03 118-00 117-27
R2 117-31 117-31 117-27
R1 117-28 117-28 117-26 117-30
PP 117-27 117-27 117-27 117-27
S1 117-24 117-24 117-26 117-26
S2 117-23 117-23 117-25
S3 117-19 117-20 117-25
S4 117-15 117-16 117-24
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% 0-21 0.6% 67% False False 384,037
10 118-12 115-16 2-28 2.4% 0-28 0.7% 80% False False 320,262
20 118-12 112-21 5-23 4.9% 0-29 0.8% 90% False False 254,032
40 118-12 112-21 5-23 4.9% 0-28 0.7% 90% False False 371,295
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-04
Narrowest range in 34 trading days
Fibonacci Retracements and Extensions
4.250 118-14
2.618 118-07
1.618 118-03
1.000 118-01
0.618 117-31
HIGH 117-29
0.618 117-27
0.500 117-27
0.382 117-27
LOW 117-25
0.618 117-23
1.000 117-21
1.618 117-19
2.618 117-15
4.250 117-08
Fisher Pivots for day following 14-Jan-2008
Pivot 1 day 3 day
R1 117-27 117-22
PP 117-27 117-17
S1 117-26 117-13

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

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