ECBOT 30 Year Treasury Bond Future June 2008


Trading Metrics calculated at close of trading on 17-Jan-2008
Day Change Summary
Previous Current
16-Jan-2008 17-Jan-2008 Change Change % Previous Week
Open 119-08 118-13 -0-27 -0.7% 117-08
High 119-18 119-21 0-03 0.1% 118-12
Low 118-07 118-04 -0-03 -0.1% 116-21
Close 118-15 119-12 0-29 0.8% 117-18
Range 1-11 1-17 0-06 14.0% 1-23
ATR 1-03 1-04 0-01 2.8% 0-00
Volume 536,320 457,369 -78,951 -14.7% 1,900,017
Daily Pivots for day following 17-Jan-2008
Classic Woodie Camarilla DeMark
R4 123-21 123-01 120-07
R3 122-04 121-16 119-25
R2 120-19 120-19 119-21
R1 119-31 119-31 119-16 120-09
PP 119-02 119-02 119-02 119-06
S1 118-14 118-14 119-08 118-24
S2 117-17 117-17 119-03
S3 116-00 116-29 118-31
S4 114-15 115-12 118-17
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
5 119-21 117-10 2-11 2.0% 0-26 0.7% 88% True False 432,335
10 119-21 116-20 3-01 2.5% 0-29 0.8% 91% True False 401,302
20 119-21 112-29 6-24 5.7% 0-30 0.8% 96% True False 290,369
40 119-21 112-21 7-00 5.9% 0-31 0.8% 96% True False 375,801
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-05
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 126-05
2.618 123-21
1.618 122-04
1.000 121-06
0.618 120-19
HIGH 119-21
0.618 119-02
0.500 118-28
0.382 118-23
LOW 118-04
0.618 117-06
1.000 116-19
1.618 115-21
2.618 114-04
4.250 111-20
Fisher Pivots for day following 17-Jan-2008
Pivot 1 day 3 day
R1 119-07 119-07
PP 119-02 119-02
S1 118-28 118-28

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

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