ECBOT 30 Year Treasury Bond Future December 2010

Trading Metrics calculated at close of trading on 27-Jul-2010

Day Change Summary
	Previous	Current
	26-Jul-2010	27-Jul-2010	Change	Change %	Previous Week
Open	125-26	125-23	-0-03	-0.1%	127-03
High	125-26	125-23	-0-03	-0.1%	127-26
Low	125-10	124-26	-0-16	-0.4%	125-23
Close	125-26	124-30	-0-28	-0.7%	125-24
Range	0-16	0-29	0-13	81.3%	2-03
ATR	0-31	0-31	0-00	0.2%	0-00
Volume	417	339	-78	-18.7%	2,315

Daily Pivots for day following 27-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	127-28	127-10	125-14
R3	126-31	126-13	125-06
R2	126-02	126-02	125-03
R1	125-16	125-16	125-01	125-10
PP	125-05	125-05	125-05	125-02
S1	124-19	124-19	124-27	124-14
S2	124-08	124-08	124-25
S3	123-11	123-22	124-22
S4	122-14	122-25	124-14

Weekly Pivots for week ending 23-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	132-23	131-10	126-29
R3	130-20	129-07	126-10
R2	128-17	128-17	126-04
R1	127-04	127-04	125-30	126-25
PP	126-14	126-14	126-14	126-08
S1	125-01	125-01	125-18	124-22
S2	124-11	124-11	125-12
S3	122-08	122-30	125-06
S4	120-05	120-27	124-19

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	127-26	124-26	3-00	2.4%	1-01	0.8%	4%	False	True	307
10	127-26	124-03	3-23	3.0%	1-01	0.8%	23%	False	False	377
20	127-26	123-27	3-31	3.2%	0-30	0.7%	28%	False	False	298
40	127-26	120-04	7-22	6.2%	0-25	0.6%	63%	False	False	184

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-05
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	129-18
2.618	128-03
1.618	127-06
1.000	126-20
0.618	126-09
HIGH	125-23
0.618	125-12
0.500	125-08
0.382	125-05
LOW	124-26
0.618	124-08
1.000	123-29
1.618	123-11
2.618	122-14
4.250	120-31

Fisher Pivots for day following 27-Jul-2010
Pivot	1 day	3 day
R1	125-08	125-26
PP	125-05	125-16
S1	125-02	125-07

Download as Excel Spreadsheet

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

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