ECBOT 30 Year Treasury Bond Future December 2011

Trading Metrics calculated at close of trading on 21-Jul-2011

Day Change Summary
	Previous	Current
	20-Jul-2011	21-Jul-2011	Change	Change %	Previous Week
Open	125-04	123-16	-1-20	-1.3%	123-18
High	125-04	123-27	-1-09	-1.0%	125-29
Low	124-15	123-10	-1-05	-0.9%	123-18
Close	124-13	123-19	-0-26	-0.7%	124-18
Range	0-21	0-17	-0-04	-19.0%	2-11
ATR	1-00	1-00	0-00	0.7%	0-00
Volume	193	75	-118	-61.1%	1,532

Daily Pivots for day following 21-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	125-06	124-29	123-28
R3	124-21	124-12	123-24
R2	124-04	124-04	123-22
R1	123-27	123-27	123-21	124-00
PP	123-19	123-19	123-19	123-21
S1	123-10	123-10	123-17	123-14
S2	123-02	123-02	123-16
S3	122-17	122-25	123-14
S4	122-00	122-08	123-10

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	123-10	2-08	1.8%	1-00	0.8%	13%	False	True	116
10	125-29	121-23	4-06	3.4%	1-04	0.9%	45%	False	False	204
20	125-29	120-28	5-01	4.1%	0-30	0.8%	54%	False	False	140
40	125-29	120-28	5-01	4.1%	0-21	0.5%	54%	False	False	76
60	125-29	118-14	7-15	6.0%	0-14	0.4%	69%	False	False	61

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
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	0-05
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	126-03
2.618	125-08
1.618	124-23
1.000	124-12
0.618	124-06
HIGH	123-27
0.618	123-21
0.500	123-18
0.382	123-16
LOW	123-10
0.618	122-31
1.000	122-25
1.618	122-14
2.618	121-29
4.250	121-02

Fisher Pivots for day following 21-Jul-2011
Pivot	1 day	3 day
R1	123-19	124-14
PP	123-19	124-05
S1	123-18	123-28

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

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