ECBOT 30 Year Treasury Bond Future December 2009

Trading Metrics calculated at close of trading on 03-Jul-2009

Day Change Summary
	Previous	Current
	02-Jul-2009	03-Jul-2009	Change	Change %	Previous Week
Open	117-03	117-20	0-17	0.5%	117-11
High	117-30	117-20	-0-10	-0.3%	117-30
Low	116-23	117-17	0-26	0.7%	116-03
Close	117-20	117-20	0-00	0.0%	117-20
Range	1-07	0-03	-1-04	-92.3%	1-27
ATR	1-13	1-10	-0-03	-6.7%	0-00
Volume	123	219	96	78.0%	643

Daily Pivots for day following 03-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	117-28	117-27	117-22
R3	117-25	117-24	117-21
R2	117-22	117-22	117-21
R1	117-21	117-21	117-20	117-22
PP	117-19	117-19	117-19	117-19
S1	117-18	117-18	117-20	117-18
S2	117-16	117-16	117-19
S3	117-13	117-15	117-19
S4	117-10	117-12	117-18

Weekly Pivots for week ending 03-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	122-24	122-01	118-20
R3	120-29	120-06	118-04
R2	119-02	119-02	117-31
R1	118-11	118-11	117-25	118-22
PP	117-07	117-07	117-07	117-13
S1	116-16	116-16	117-15	116-28
S2	115-12	115-12	117-09
S3	113-17	114-21	117-04
S4	111-22	112-26	116-20

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	117-30	116-03	1-27	1.6%	0-28	0.7%	83%	False	False	128
10	117-30	114-12	3-18	3.0%	1-04	0.9%	91%	False	False	85
20	117-30	110-08	7-22	6.5%	1-06	1.0%	96%	False	False	60

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	0-08
Narrowest range in 29 trading days

Fibonacci Retracements and Extensions
4.250	118-01
2.618	117-28
1.618	117-25
1.000	117-23
0.618	117-22
HIGH	117-20
0.618	117-19
0.500	117-18
0.382	117-18
LOW	117-17
0.618	117-15
1.000	117-14
1.618	117-12
2.618	117-09
4.250	117-04

Fisher Pivots for day following 03-Jul-2009
Pivot	1 day	3 day
R1	117-20	117-14
PP	117-19	117-07
S1	117-18	117-00

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

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