ECBOT 30 Year Treasury Bond Future December 2011

Trading Metrics calculated at close of trading on 20-Jul-2011

Day Change Summary
	Previous	Current
	19-Jul-2011	20-Jul-2011	Change	Change %	Previous Week
Open	124-01	125-04	1-03	0.9%	123-18
High	125-18	125-04	-0-14	-0.3%	125-29
Low	123-18	124-15	0-29	0.7%	123-18
Close	125-05	124-13	-0-24	-0.6%	124-18
Range	2-00	0-21	-1-11	-67.2%	2-11
ATR	1-01	1-00	-0-01	-2.3%	0-00
Volume	96	193	97	101.0%	1,532

Daily Pivots for day following 20-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	126-20	126-06	124-25
R3	125-31	125-17	124-19
R2	125-10	125-10	124-17
R1	124-28	124-28	124-15	124-24
PP	124-21	124-21	124-21	124-20
S1	124-07	124-07	124-11	124-04
S2	124-00	124-00	124-09
S3	123-11	123-18	124-07
S4	122-22	122-29	124-01

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	125-18	123-18	2-00	1.6%	1-03	0.9%	42%	False	False	116
10	125-29	121-11	4-18	3.7%	1-04	0.9%	67%	False	False	201
20	125-29	120-28	5-01	4.0%	0-30	0.8%	70%	False	False	137
40	125-29	120-28	5-01	4.0%	0-20	0.5%	70%	False	False	74
60	125-29	118-14	7-15	6.0%	0-14	0.4%	80%	False	False	60

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-04
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	127-29
2.618	126-27
1.618	126-06
1.000	125-25
0.618	125-17
HIGH	125-04
0.618	124-28
0.500	124-26
0.382	124-23
LOW	124-15
0.618	124-02
1.000	123-26
1.618	123-13
2.618	122-24
4.250	121-22

Fisher Pivots for day following 20-Jul-2011
Pivot	1 day	3 day
R1	124-26	124-18
PP	124-21	124-16
S1	124-17	124-15

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

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