ECBOT 30 Year Treasury Bond Future December 2011

Trading Metrics calculated at close of trading on 08-Jul-2011

Day Change Summary
	Previous	Current
	07-Jul-2011	08-Jul-2011	Change	Change %	Previous Week
Open	121-25	121-23	-0-02	-0.1%	121-18
High	121-26	123-17	1-23	1.4%	123-17
Low	121-11	121-23	0-12	0.3%	121-11
Close	121-26	123-16	1-22	1.4%	123-16
Range	0-15	1-26	1-11	286.7%	2-06
ATR	0-26	0-28	0-02	9.1%	0-00
Volume	48	51	3	6.3%	602

Daily Pivots for day following 08-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	128-11	127-24	124-16
R3	126-17	125-30	124-00
R2	124-23	124-23	123-27
R1	124-04	124-04	123-21	124-14
PP	122-29	122-29	122-29	123-02
S1	122-10	122-10	123-11	122-20
S2	121-03	121-03	123-05
S3	119-09	120-16	123-00
S4	117-15	118-22	122-16

Weekly Pivots for week ending 08-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	129-11	128-20	124-22
R3	127-05	126-14	124-03
R2	124-31	124-31	123-29
R1	124-08	124-08	123-22	124-20
PP	122-25	122-25	122-25	122-31
S1	122-02	122-02	123-10	122-14
S2	120-19	120-19	123-03
S3	118-13	119-28	122-29
S4	116-07	117-22	122-10

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	123-17	121-01	2-16	2.0%	0-24	0.6%	99%	True	False	130
10	125-16	120-28	4-20	3.7%	0-29	0.7%	57%	False	False	81
20	125-16	120-28	4-20	3.7%	0-20	0.5%	57%	False	False	45
40	125-16	120-28	4-20	3.7%	0-13	0.3%	57%	False	False	34

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-01
Widest range in 57 trading days

Fibonacci Retracements and Extensions
4.250	131-08
2.618	128-09
1.618	126-15
1.000	125-11
0.618	124-21
HIGH	123-17
0.618	122-27
0.500	122-20
0.382	122-13
LOW	121-23
0.618	120-19
1.000	119-29
1.618	118-25
2.618	116-31
4.250	114-00

Fisher Pivots for day following 08-Jul-2011
Pivot	1 day	3 day
R1	123-07	123-05
PP	122-29	122-25
S1	122-20	122-14

Download as Excel Spreadsheet

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

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