ECBOT 30 Year Treasury Bond Future December 2009

Trading Metrics calculated at close of trading on 28-Jul-2009

Day Change Summary
	Previous	Current
	27-Jul-2009	28-Jul-2009	Change	Change %	Previous Week
Open	114-30	114-14	-0-16	-0.4%	114-29
High	115-02	115-14	0-12	0.3%	117-07
Low	113-24	114-00	0-08	0.2%	114-09
Close	114-09	114-23	0-14	0.4%	114-27
Range	1-10	1-14	0-04	9.5%	2-30
ATR	1-16	1-16	0-00	-0.3%	0-00
Volume	52	141	89	171.2%	2,200

Daily Pivots for day following 28-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	119-01	118-10	115-16
R3	117-19	116-28	115-04
R2	116-05	116-05	114-31
R1	115-14	115-14	114-27	115-26
PP	114-23	114-23	114-23	114-29
S1	114-00	114-00	114-19	114-12
S2	113-09	113-09	114-15
S3	111-27	112-18	114-10
S4	110-13	111-04	113-30

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	117-06	113-24	3-14	3.0%	1-12	1.2%	28%	False	False	414
10	117-15	113-24	3-23	3.2%	1-19	1.4%	26%	False	False	270
20	120-01	113-24	6-09	5.5%	1-12	1.2%	15%	False	False	196
40	120-01	110-08	9-25	8.5%	1-10	1.1%	46%	False	False	121

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	0-10
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	121-18
2.618	119-06
1.618	117-24
1.000	116-28
0.618	116-10
HIGH	115-14
0.618	114-28
0.500	114-23
0.382	114-18
LOW	114-00
0.618	113-04
1.000	112-18
1.618	111-22
2.618	110-08
4.250	107-28

Fisher Pivots for day following 28-Jul-2009
Pivot	1 day	3 day
R1	114-23	114-22
PP	114-23	114-20
S1	114-23	114-19

Download as Excel Spreadsheet

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

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