ECBOT 30 Year Treasury Bond Future December 2009

Trading Metrics calculated at close of trading on 31-Jul-2009

Day Change Summary
	Previous	Current
	30-Jul-2009	31-Jul-2009	Change	Change %	Previous Week
Open	115-00	116-00	1-00	0.9%	114-30
High	116-03	118-00	1-29	1.6%	118-00
Low	114-17	115-28	1-11	1.2%	113-24
Close	115-25	117-24	1-31	1.7%	117-24
Range	1-18	2-04	0-18	36.0%	4-08
ATR	1-16	1-18	0-02	3.4%	0-00
Volume	200	714	514	257.0%	1,163

Daily Pivots for day following 31-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	123-19	122-25	118-29
R3	121-15	120-21	118-11
R2	119-11	119-11	118-04
R1	118-17	118-17	117-30	118-30
PP	117-07	117-07	117-07	117-13
S1	116-13	116-13	117-18	116-26
S2	115-03	115-03	117-12
S3	112-31	114-09	117-05
S4	110-27	112-05	116-19

Weekly Pivots for week ending 31-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	129-08	127-24	120-03
R3	125-00	123-16	118-29
R2	120-24	120-24	118-17
R1	119-08	119-08	118-04	120-00
PP	116-16	116-16	116-16	116-28
S1	115-00	115-00	117-12	115-24
S2	112-08	112-08	116-31
S3	108-00	110-24	116-19
S4	103-24	106-16	115-13

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	118-00	113-24	4-08	3.6%	1-19	1.3%	94%	True	False	232
10	118-00	113-24	4-08	3.6%	1-20	1.4%	94%	True	False	336
20	120-01	113-24	6-09	5.3%	1-16	1.3%	64%	False	False	222
40	120-01	110-08	9-25	8.3%	1-11	1.1%	77%	False	False	141

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-11
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	127-01
2.618	123-18
1.618	121-14
1.000	120-04
0.618	119-10
HIGH	118-00
0.618	117-06
0.500	116-30
0.382	116-22
LOW	115-28
0.618	114-18
1.000	113-24
1.618	112-14
2.618	110-10
4.250	106-27

Fisher Pivots for day following 31-Jul-2009
Pivot	1 day	3 day
R1	117-15	117-07
PP	117-07	116-22
S1	116-30	116-04

Download as Excel Spreadsheet

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

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