ECBOT 30 Year Treasury Bond Future September 2011

Trading Metrics calculated at close of trading on 07-Jul-2011

Day Change Summary
	Previous	Current
	06-Jul-2011	07-Jul-2011	Change	Change %	Previous Week
Open	123-09	123-16	0-07	0.2%	126-17
High	123-29	123-19	-0-10	-0.3%	126-27
Low	122-31	122-25	-0-06	-0.2%	122-05
Close	123-21	123-09	-0-12	-0.3%	122-22
Range	0-30	0-26	-0-04	-13.3%	4-22
ATR	1-05	1-05	-0-01	-1.8%	0-00
Volume	295,536	264,718	-30,818	-10.4%	1,832,593

Daily Pivots for day following 07-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	125-21	125-09	123-23
R3	124-27	124-15	123-16
R2	124-01	124-01	123-14
R1	123-21	123-21	123-11	123-14
PP	123-07	123-07	123-07	123-04
S1	122-27	122-27	123-07	122-20
S2	122-13	122-13	123-04
S3	121-19	122-01	123-02
S4	120-25	121-07	122-27

Weekly Pivots for week ending 01-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	137-31	135-00	125-08
R3	133-09	130-10	123-31
R2	128-19	128-19	123-18
R1	125-20	125-20	123-04	124-24
PP	123-29	123-29	123-29	123-15
S1	120-30	120-30	122-08	120-02
S2	119-07	119-07	121-26
S3	114-17	116-08	121-13
S4	109-27	111-18	120-04

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	123-29	122-05	1-24	1.4%	1-02	0.9%	64%	False	False	306,285
10	127-01	122-05	4-28	4.0%	1-06	1.0%	23%	False	False	328,268
20	127-01	122-05	4-28	4.0%	1-07	1.0%	23%	False	False	338,701
40	127-01	122-04	4-29	4.0%	1-04	0.9%	24%	False	False	254,918
60	127-01	117-15	9-18	7.8%	1-00	0.8%	61%	False	False	170,279
80	127-01	116-11	10-22	8.7%	0-28	0.7%	65%	False	False	127,737
100	127-01	115-07	11-26	9.6%	0-23	0.6%	68%	False	False	102,190

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-08
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	127-02
2.618	125-23
1.618	124-29
1.000	124-13
0.618	124-03
HIGH	123-19
0.618	123-09
0.500	123-06
0.382	123-03
LOW	122-25
0.618	122-09
1.000	121-31
1.618	121-15
2.618	120-21
4.250	119-10

Fisher Pivots for day following 07-Jul-2011
Pivot	1 day	3 day
R1	123-08	123-09
PP	123-07	123-09
S1	123-06	123-09

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

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