ECBOT 30 Year Treasury Bond Future December 2009

Trading Metrics calculated at close of trading on 21-Jul-2009

Day Change Summary
	Previous	Current
	20-Jul-2009	21-Jul-2009	Change	Change %	Previous Week
Open	114-29	115-08	0-11	0.3%	119-08
High	116-03	117-07	1-04	1.0%	119-31
Low	114-09	114-25	0-16	0.4%	114-31
Close	115-31	117-03	1-04	1.0%	115-02
Range	1-26	2-14	0-20	34.5%	5-00
ATR	1-15	1-18	0-02	4.6%	0-00
Volume	102	220	118	115.7%	413

Daily Pivots for day following 21-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	123-22	122-26	118-14
R3	121-08	120-12	117-24
R2	118-26	118-26	117-17
R1	117-30	117-30	117-10	118-12
PP	116-12	116-12	116-12	116-18
S1	115-16	115-16	116-28	115-30
S2	113-30	113-30	116-21
S3	111-16	113-02	116-14
S4	109-02	110-20	115-24

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	117-15	114-09	3-06	2.7%	1-26	1.5%	88%	False	False	126
10	120-01	114-09	5-24	4.9%	1-20	1.4%	49%	False	False	113
20	120-01	114-09	5-24	4.9%	1-12	1.2%	49%	False	False	111
40	120-01	110-08	9-25	8.4%	1-11	1.1%	70%	False	False	76

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-10
Widest range in 28 trading days

Fibonacci Retracements and Extensions
4.250	127-18
2.618	123-19
1.618	121-05
1.000	119-21
0.618	118-23
HIGH	117-07
0.618	116-09
0.500	116-00
0.382	115-23
LOW	114-25
0.618	113-09
1.000	112-11
1.618	110-27
2.618	108-13
4.250	104-14

Fisher Pivots for day following 21-Jul-2009
Pivot	1 day	3 day
R1	116-23	116-21
PP	116-12	116-06
S1	116-00	115-24

Download as Excel Spreadsheet

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

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