ECBOT 30 Year Treasury Bond Future December 2009

Trading Metrics calculated at close of trading on 10-Aug-2009

Day Change Summary
	Previous	Current
	07-Aug-2009	10-Aug-2009	Change	Change %	Previous Week
Open	115-00	113-24	-1-08	-1.1%	117-13
High	115-06	115-08	0-02	0.1%	117-24
Low	113-16	113-19	0-03	0.1%	113-16
Close	114-00	115-03	1-03	1.0%	114-00
Range	1-22	1-21	-0-01	-1.9%	4-08
ATR	1-18	1-19	0-00	0.4%	0-00
Volume	389	593	204	52.4%	4,578

Daily Pivots for day following 10-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	119-20	119-00	116-00
R3	117-31	117-11	115-18
R2	116-10	116-10	115-13
R1	115-22	115-22	115-08	116-00
PP	114-21	114-21	114-21	114-26
S1	114-01	114-01	114-30	114-11
S2	113-00	113-00	114-25
S3	111-11	112-12	114-20
S4	109-22	110-23	114-06

Weekly Pivots for week ending 07-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	127-27	125-05	116-11
R3	123-19	120-29	115-05
R2	119-11	119-11	114-25
R1	116-21	116-21	114-12	115-28
PP	115-03	115-03	115-03	114-22
S1	112-13	112-13	113-20	111-20
S2	110-27	110-27	113-07
S3	106-19	108-05	112-27
S4	102-11	103-29	111-21

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	117-02	113-16	3-18	3.1%	1-20	1.4%	45%	False	False	956
10	118-00	113-16	4-16	3.9%	1-21	1.4%	35%	False	False	628
20	118-29	113-16	5-13	4.7%	1-20	1.4%	29%	False	False	444
40	120-01	112-15	7-18	6.6%	1-13	1.2%	35%	False	False	267

Crabel Price Patterns
NR	True
NR4	False
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 2 trading days

Fibonacci Retracements and Extensions
4.250	122-09
2.618	119-19
1.618	117-30
1.000	116-29
0.618	116-09
HIGH	115-08
0.618	114-20
0.500	114-14
0.382	114-07
LOW	113-19
0.618	112-18
1.000	111-30
1.618	110-29
2.618	109-08
4.250	106-18

Fisher Pivots for day following 10-Aug-2009
Pivot	1 day	3 day
R1	114-28	114-29
PP	114-21	114-23
S1	114-14	114-16

Download as Excel Spreadsheet

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

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