ECBOT 30 Year Treasury Bond Future December 2010

Trading Metrics calculated at close of trading on 14-Jul-2010

Day Change Summary
	Previous	Current
	13-Jul-2010	14-Jul-2010	Change	Change %	Previous Week
Open	124-29	124-03	-0-26	-0.7%	125-30
High	125-08	125-08	0-00	0.0%	126-24
Low	123-27	124-03	0-08	0.2%	124-24
Close	124-02	125-06	1-04	0.9%	124-28
Range	1-13	1-05	-0-08	-17.8%	2-00
ATR	0-30	0-31	0-01	1.9%	0-00
Volume	127	72	-55	-43.3%	656

Daily Pivots for day following 14-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	128-10	127-29	125-26
R3	127-05	126-24	125-16
R2	126-00	126-00	125-13
R1	125-19	125-19	125-09	125-26
PP	124-27	124-27	124-27	124-30
S1	124-14	124-14	125-03	124-20
S2	123-22	123-22	124-31
S3	122-17	123-09	124-28
S4	121-12	122-04	124-18

Weekly Pivots for week ending 09-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	131-15	130-05	125-31
R3	129-15	128-05	125-14
R2	127-15	127-15	125-08
R1	126-05	126-05	125-02	125-26
PP	125-15	125-15	125-15	125-09
S1	124-05	124-05	124-22	123-26
S2	123-15	123-15	124-16
S3	121-15	122-05	124-10
S4	119-15	120-05	123-25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	125-27	123-27	2-00	1.6%	0-30	0.8%	67%	False	False	77
10	127-00	123-27	3-05	2.5%	0-29	0.7%	43%	False	False	218
20	127-00	121-16	5-16	4.4%	0-26	0.6%	67%	False	False	159
40	127-00	120-04	6-28	5.5%	0-20	0.5%	74%	False	False	94

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	0-06
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	130-05
2.618	128-09
1.618	127-04
1.000	126-13
0.618	125-31
HIGH	125-08
0.618	124-26
0.500	124-22
0.382	124-17
LOW	124-03
0.618	123-12
1.000	122-30
1.618	122-07
2.618	121-02
4.250	119-06

Fisher Pivots for day following 14-Jul-2010
Pivot	1 day	3 day
R1	125-00	125-00
PP	124-27	124-27
S1	124-22	124-22

Download as Excel Spreadsheet

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

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