ECBOT 30 Year Treasury Bond Future December 2009

Trading Metrics calculated at close of trading on 20-Jul-2009

Day Change Summary
	Previous	Current
	17-Jul-2009	20-Jul-2009	Change	Change %	Previous Week
Open	115-16	114-29	-0-19	-0.5%	119-08
High	116-12	116-03	-0-09	-0.2%	119-31
Low	114-31	114-09	-0-22	-0.6%	114-31
Close	115-02	115-31	0-29	0.8%	115-02
Range	1-13	1-26	0-13	28.9%	5-00
ATR	1-15	1-15	0-01	1.7%	0-00
Volume	71	102	31	43.7%	413

Daily Pivots for day following 20-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	120-28	120-08	116-31
R3	119-02	118-14	116-15
R2	117-08	117-08	116-10
R1	116-20	116-20	116-04	116-30
PP	115-14	115-14	115-14	115-20
S1	114-26	114-26	115-26	115-04
S2	113-20	113-20	115-20
S3	111-26	113-00	115-15
S4	110-00	111-06	114-31

Weekly Pivots for week ending 17-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	131-21	128-12	117-26
R3	126-21	123-12	116-14
R2	121-21	121-21	115-31
R1	118-12	118-12	115-17	117-16
PP	116-21	116-21	116-21	116-08
S1	113-12	113-12	114-19	112-16
S2	111-21	111-21	114-05
S3	106-21	108-12	113-22
S4	101-21	103-12	112-10

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	118-29	114-09	4-20	4.0%	1-22	1.4%	36%	False	True	92
10	120-01	114-09	5-24	5.0%	1-16	1.3%	29%	False	True	97
20	120-01	114-09	5-24	5.0%	1-10	1.1%	29%	False	True	102

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-09
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	123-26
2.618	120-27
1.618	119-01
1.000	117-29
0.618	117-07
HIGH	116-03
0.618	115-13
0.500	115-06
0.382	114-31
LOW	114-09
0.618	113-05
1.000	112-15
1.618	111-11
2.618	109-17
4.250	106-18

Fisher Pivots for day following 20-Jul-2009
Pivot	1 day	3 day
R1	115-23	115-25
PP	115-14	115-20
S1	115-06	115-14

Download as Excel Spreadsheet

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

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