ECBOT 30 Year Treasury Bond Future December 2009

Trading Metrics calculated at close of trading on 24-Jul-2009

Day Change Summary
	Previous	Current
	23-Jul-2009	24-Jul-2009	Change	Change %	Previous Week
Open	116-08	115-00	-1-08	-1.1%	114-29
High	116-19	115-04	-1-15	-1.3%	117-07
Low	114-11	114-16	0-05	0.1%	114-09
Close	114-13	114-27	0-14	0.4%	114-27
Range	2-08	0-20	-1-20	-72.2%	2-30
ATR	1-19	1-17	-0-02	-3.9%	0-00
Volume	1,075	390	-685	-63.7%	2,200

Daily Pivots for day following 24-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	116-22	116-13	115-06
R3	116-02	115-25	115-00
R2	115-14	115-14	114-31
R1	115-05	115-05	114-29	115-00
PP	114-26	114-26	114-26	114-24
S1	114-17	114-17	114-25	114-12
S2	114-06	114-06	114-23
S3	113-18	113-29	114-22
S4	112-30	113-09	114-16

Weekly Pivots for week ending 24-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	124-08	122-16	116-15
R3	121-10	119-18	115-21
R2	118-12	118-12	115-12
R1	116-20	116-20	115-04	116-01
PP	115-14	115-14	115-14	115-05
S1	113-22	113-22	114-18	113-03
S2	112-16	112-16	114-10
S3	109-18	110-24	114-01
S4	106-20	107-26	113-07

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	2.6%	1-21	1.5%	19%	False	False	440
10	119-31	114-09	5-22	5.0%	1-20	1.4%	10%	False	False	261
20	120-01	114-09	5-24	5.0%	1-11	1.2%	10%	False	False	196
40	120-01	110-08	9-25	8.5%	1-11	1.2%	47%	False	False	122

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	0-11
Narrowest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	117-25
2.618	116-24
1.618	116-04
1.000	115-24
0.618	115-16
HIGH	115-04
0.618	114-28
0.500	114-26
0.382	114-24
LOW	114-16
0.618	114-04
1.000	113-28
1.618	113-16
2.618	112-28
4.250	111-27

Fisher Pivots for day following 24-Jul-2009
Pivot	1 day	3 day
R1	114-27	115-24
PP	114-26	115-15
S1	114-26	115-05

Download as Excel Spreadsheet

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

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