ECBOT 30 Year Treasury Bond Future December 2011

Trading Metrics calculated at close of trading on 15-Jul-2011

Day Change Summary
	Previous	Current
	14-Jul-2011	15-Jul-2011	Change	Change %	Previous Week
Open	125-00	124-02	-0-30	-0.8%	123-18
High	125-06	124-20	-0-18	-0.4%	125-29
Low	124-07	123-30	-0-09	-0.2%	123-18
Close	124-11	124-18	0-07	0.2%	124-18
Range	0-31	0-22	-0-09	-29.0%	2-11
ATR	0-30	0-30	-0-01	-1.9%	0-00
Volume	71	122	51	71.8%	1,532

Daily Pivots for day following 15-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	126-14	126-06	124-30
R3	125-24	125-16	124-24
R2	125-02	125-02	124-22
R1	124-26	124-26	124-20	124-30
PP	124-12	124-12	124-12	124-14
S1	124-04	124-04	124-16	124-08
S2	123-22	123-22	124-14
S3	123-00	123-14	124-12
S4	122-10	122-24	124-06

Weekly Pivots for week ending 15-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	131-23	130-15	125-27
R3	129-12	128-04	125-07
R2	127-01	127-01	125-00
R1	125-25	125-25	124-25	126-13
PP	124-22	124-22	124-22	125-00
S1	123-14	123-14	124-11	124-02
S2	122-11	122-11	124-04
S3	120-00	121-03	123-29
S4	117-21	118-24	123-09

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	125-29	123-18	2-11	1.9%	1-01	0.8%	43%	False	False	306
10	125-29	121-01	4-28	3.9%	0-28	0.7%	72%	False	False	218
20	125-29	120-28	5-01	4.0%	0-26	0.7%	73%	False	False	118
40	125-29	120-28	5-01	4.0%	0-17	0.4%	73%	False	False	64
60	125-29	118-01	7-28	6.3%	0-12	0.3%	83%	False	False	54

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	True
Bull Hook	False
Stretch	0-02
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	127-18
2.618	126-14
1.618	125-24
1.000	125-10
0.618	125-02
HIGH	124-20
0.618	124-12
0.500	124-09
0.382	124-06
LOW	123-30
0.618	123-16
1.000	123-08
1.618	122-26
2.618	122-04
4.250	121-00

Fisher Pivots for day following 15-Jul-2011
Pivot	1 day	3 day
R1	124-15	124-22
PP	124-12	124-21
S1	124-09	124-19

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

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