ECBOT 30 Year Treasury Bond Future December 2010

Trading Metrics calculated at close of trading on 03-Aug-2010

Day Change Summary
	Previous	Current
	02-Aug-2010	03-Aug-2010	Change	Change %	Previous Week
Open	127-02	126-08	-0-26	-0.6%	125-26
High	127-02	127-05	0-03	0.1%	127-11
Low	126-07	126-08	0-01	0.0%	124-22
Close	126-07	127-00	0-25	0.6%	127-10
Range	0-27	0-29	0-02	7.4%	2-21
ATR	1-01	1-00	0-00	-0.6%	0-00
Volume	508	324	-184	-36.2%	2,874

Daily Pivots for day following 03-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	129-17	129-05	127-16
R3	128-20	128-08	127-08
R2	127-23	127-23	127-05
R1	127-11	127-11	127-03	127-17
PP	126-26	126-26	126-26	126-28
S1	126-14	126-14	126-29	126-20
S2	125-29	125-29	126-27
S3	125-00	125-17	126-24
S4	124-03	124-20	126-16

Weekly Pivots for week ending 30-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	134-13	133-17	128-25
R3	131-24	130-28	128-01
R2	129-03	129-03	127-26
R1	128-07	128-07	127-18	128-21
PP	126-14	126-14	126-14	126-22
S1	125-18	125-18	127-02	126-00
S2	123-25	123-25	126-26
S3	121-04	122-29	126-19
S4	118-15	120-08	125-27

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	127-11	124-22	2-21	2.1%	1-00	0.8%	87%	False	False	590
10	127-26	124-22	3-04	2.5%	1-01	0.8%	74%	False	False	448
20	127-26	123-27	3-31	3.1%	0-31	0.8%	80%	False	False	364
40	127-26	121-16	6-10	5.0%	0-26	0.7%	87%	False	False	257

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	0-04
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	131-00
2.618	129-17
1.618	128-20
1.000	128-02
0.618	127-23
HIGH	127-05
0.618	126-26
0.500	126-22
0.382	126-19
LOW	126-08
0.618	125-22
1.000	125-11
1.618	124-25
2.618	123-28
4.250	122-13

Fisher Pivots for day following 03-Aug-2010
Pivot	1 day	3 day
R1	126-29	126-26
PP	126-26	126-20
S1	126-22	126-14

Download as Excel Spreadsheet

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

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