ECBOT 30 Year Treasury Bond Future December 2009

Trading Metrics calculated at close of trading on 22-Jul-2009

Day Change Summary
	Previous	Current
	21-Jul-2009	22-Jul-2009	Change	Change %	Previous Week
Open	115-08	117-02	1-26	1.6%	119-08
High	117-07	117-06	-0-01	0.0%	119-31
Low	114-25	115-31	1-06	1.0%	114-31
Close	117-03	116-01	-1-02	-0.9%	115-02
Range	2-14	1-07	-1-07	-50.0%	5-00
ATR	1-18	1-17	-0-01	-1.5%	0-00
Volume	220	413	193	87.7%	413

Daily Pivots for day following 22-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	120-02	119-08	116-22
R3	118-27	118-01	116-12
R2	117-20	117-20	116-08
R1	116-26	116-26	116-05	116-20
PP	116-13	116-13	116-13	116-09
S1	115-19	115-19	115-29	115-12
S2	115-06	115-06	115-26
S3	113-31	114-12	115-22
S4	112-24	113-05	115-12

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	117-07	114-09	2-30	2.5%	1-19	1.4%	60%	False	False	190
10	119-31	114-09	5-22	4.9%	1-18	1.3%	31%	False	False	151
20	120-01	114-09	5-24	5.0%	1-11	1.2%	30%	False	False	130
40	120-01	110-08	9-25	8.4%	1-10	1.1%	59%	False	False	86

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
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	0-10
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	122-12
2.618	120-12
1.618	119-05
1.000	118-13
0.618	117-30
HIGH	117-06
0.618	116-23
0.500	116-18
0.382	116-14
LOW	115-31
0.618	115-07
1.000	114-24
1.618	114-00
2.618	112-25
4.250	110-25

Fisher Pivots for day following 22-Jul-2009
Pivot	1 day	3 day
R1	116-18	115-30
PP	116-13	115-27
S1	116-07	115-24

Download as Excel Spreadsheet

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

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