ECBOT 30 Year Treasury Bond Future December 2011

Trading Metrics calculated at close of trading on 25-Jul-2011

Day Change Summary
	Previous	Current
	22-Jul-2011	25-Jul-2011	Change	Change %	Previous Week
Open	123-24	123-26	0-02	0.1%	124-10
High	124-15	124-17	0-02	0.1%	125-18
Low	123-24	123-11	-0-13	-0.3%	123-10
Close	124-11	123-17	-0-26	-0.7%	124-11
Range	0-23	1-06	0-15	65.2%	2-08
ATR	1-00	1-00	0-00	1.4%	0-00
Volume	419	43	-376	-89.7%	881

Daily Pivots for day following 25-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	127-12	126-20	124-06
R3	126-06	125-14	123-27
R2	125-00	125-00	123-24
R1	124-08	124-08	123-20	124-01
PP	123-26	123-26	123-26	123-22
S1	123-02	123-02	123-14	122-27
S2	122-20	122-20	123-10
S3	121-14	121-28	123-07
S4	120-08	120-22	122-28

Weekly Pivots for week ending 22-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	131-05	130-00	125-19
R3	128-29	127-24	124-31
R2	126-21	126-21	124-24
R1	125-16	125-16	124-18	126-02
PP	124-13	124-13	124-13	124-22
S1	123-08	123-08	124-04	123-26
S2	122-05	122-05	123-30
S3	119-29	121-00	123-23
S4	117-21	118-24	123-03

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%	1-01	0.8%	10%	False	False	165
10	125-29	123-10	2-19	2.1%	1-01	0.8%	8%	False	False	159
20	125-29	120-28	5-01	4.1%	1-00	0.8%	53%	False	False	163
40	125-29	120-28	5-01	4.1%	0-22	0.5%	53%	False	False	87
60	125-29	119-14	6-15	5.2%	0-15	0.4%	63%	False	False	69

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-06
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	129-18
2.618	127-20
1.618	126-14
1.000	125-23
0.618	125-08
HIGH	124-17
0.618	124-02
0.500	123-30
0.382	123-26
LOW	123-11
0.618	122-20
1.000	122-05
1.618	121-14
2.618	120-08
4.250	118-10

Fisher Pivots for day following 25-Jul-2011
Pivot	1 day	3 day
R1	123-30	123-30
PP	123-26	123-25
S1	123-21	123-21

Download as Excel Spreadsheet

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

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