ECBOT 30 Year Treasury Bond Future December 2010

Trading Metrics calculated at close of trading on 22-Jul-2010

Day Change Summary
	Previous	Current
	21-Jul-2010	22-Jul-2010	Change	Change %	Previous Week
Open	126-12	127-21	1-09	1.0%	124-31
High	127-26	127-25	-0-01	0.0%	127-00
Low	126-05	126-23	0-18	0.4%	123-27
Close	127-14	126-22	-0-24	-0.6%	126-22
Range	1-21	1-02	-0-19	-35.8%	3-05
ATR	1-00	1-00	0-00	0.4%	0-00
Volume	266	333	67	25.2%	888

Daily Pivots for day following 22-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	130-08	129-17	127-09
R3	129-06	128-15	126-31
R2	128-04	128-04	126-28
R1	127-13	127-13	126-25	127-08
PP	127-02	127-02	127-02	126-31
S1	126-11	126-11	126-19	126-06
S2	126-00	126-00	126-16
S3	124-30	125-09	126-13
S4	123-28	124-07	126-03

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	127-26	125-28	1-30	1.5%	1-01	0.8%	42%	False	False	507
10	127-26	123-27	3-31	3.1%	1-01	0.8%	72%	False	False	310
20	127-26	123-14	4-12	3.5%	0-30	0.7%	74%	False	False	274
40	127-26	120-04	7-22	6.1%	0-24	0.6%	85%	False	False	162

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
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	132-10
2.618	130-18
1.618	129-16
1.000	128-27
0.618	128-14
HIGH	127-25
0.618	127-12
0.500	127-08
0.382	127-04
LOW	126-23
0.618	126-02
1.000	125-21
1.618	125-00
2.618	123-30
4.250	122-06

Fisher Pivots for day following 22-Jul-2010
Pivot	1 day	3 day
R1	127-08	127-00
PP	127-02	126-28
S1	126-28	126-25

Download as Excel Spreadsheet

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

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