ECBOT 30 Year Treasury Bond Future December 2009

Trading Metrics calculated at close of trading on 05-Aug-2009

Day Change Summary
	Previous	Current
	04-Aug-2009	05-Aug-2009	Change	Change %	Previous Week
Open	116-17	115-31	-0-18	-0.5%	114-30
High	117-02	116-13	-0-21	-0.6%	118-00
Low	115-07	114-23	-0-16	-0.4%	113-24
Close	115-25	114-25	-1-00	-0.9%	117-24
Range	1-27	1-22	-0-05	-8.5%	4-08
ATR	1-19	1-19	0-00	0.5%	0-00
Volume	1,855	1,599	-256	-13.8%	1,163

Daily Pivots for day following 05-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	120-12	119-08	115-23
R3	118-22	117-18	115-08
R2	117-00	117-00	115-03
R1	115-28	115-28	114-30	115-19
PP	115-10	115-10	115-10	115-05
S1	114-06	114-06	114-20	113-29
S2	113-20	113-20	114-15
S3	111-30	112-16	114-10
S4	110-08	110-26	113-27

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	114-17	3-15	3.0%	1-25	1.6%	7%	False	False	951
10	118-00	113-24	4-08	3.7%	1-19	1.4%	24%	False	False	647
20	119-31	113-24	6-07	5.4%	1-18	1.4%	17%	False	False	399
40	120-01	110-08	9-25	8.5%	1-13	1.2%	46%	False	False	235

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
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	0-12
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	123-18
2.618	120-26
1.618	119-04
1.000	118-03
0.618	117-14
HIGH	116-13
0.618	115-24
0.500	115-18
0.382	115-12
LOW	114-23
0.618	113-22
1.000	113-01
1.618	112-00
2.618	110-10
4.250	107-18

Fisher Pivots for day following 05-Aug-2009
Pivot	1 day	3 day
R1	115-18	116-08
PP	115-10	115-24
S1	115-01	115-08

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

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