ECBOT 30 Year Treasury Bond Future December 2010

Trading Metrics calculated at close of trading on 20-Jul-2010

Day Change Summary
	Previous	Current
	19-Jul-2010	20-Jul-2010	Change	Change %	Previous Week
Open	127-03	126-19	-0-16	-0.4%	124-31
High	127-03	126-20	-0-15	-0.4%	127-00
Low	126-07	126-08	0-01	0.0%	123-27
Close	126-06	126-18	0-12	0.3%	126-22
Range	0-28	0-12	-0-16	-57.1%	3-05
ATR	1-00	0-31	-0-01	-4.0%	0-00
Volume	1,232	301	-931	-75.6%	888

Daily Pivots for day following 20-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	127-19	127-15	126-25
R3	127-07	127-03	126-21
R2	126-27	126-27	126-20
R1	126-23	126-23	126-19	126-19
PP	126-15	126-15	126-15	126-14
S1	126-11	126-11	126-17	126-07
S2	126-03	126-03	126-16
S3	125-23	125-31	126-15
S4	125-11	125-19	126-11

Weekly Pivots for week ending 16-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	135-10	134-05	128-14
R3	132-05	131-00	127-18
R2	129-00	129-00	127-09
R1	127-27	127-27	126-31	128-14
PP	125-27	125-27	125-27	126-04
S1	124-22	124-22	126-13	125-08
S2	122-22	122-22	126-03
S3	119-17	121-17	125-26
S4	116-12	118-12	124-30

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	127-03	124-03	3-00	2.4%	1-00	0.8%	82%	False	False	447
10	127-03	123-27	3-08	2.6%	0-30	0.7%	84%	False	False	279
20	127-03	121-30	5-05	4.1%	0-29	0.7%	90%	False	False	250
40	127-03	120-04	6-31	5.5%	0-22	0.5%	92%	False	False	147

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-06
Narrowest range in 21 trading days

Fibonacci Retracements and Extensions
4.250	128-07
2.618	127-19
1.618	127-07
1.000	127-00
0.618	126-27
HIGH	126-20
0.618	126-15
0.500	126-14
0.382	126-13
LOW	126-08
0.618	126-01
1.000	125-28
1.618	125-21
2.618	125-09
4.250	124-21

Fisher Pivots for day following 20-Jul-2010
Pivot	1 day	3 day
R1	126-17	126-17
PP	126-15	126-16
S1	126-14	126-16

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

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