ECBOT 30 Year Treasury Bond Future December 2011

Trading Metrics calculated at close of trading on 27-Jul-2011

Day Change Summary
	Previous	Current
	26-Jul-2011	27-Jul-2011	Change	Change %	Previous Week
Open	123-23	124-08	0-17	0.4%	124-10
High	124-12	124-09	-0-03	-0.1%	125-18
Low	123-10	123-21	0-11	0.3%	123-10
Close	124-11	124-05	-0-06	-0.2%	124-11
Range	1-02	0-20	-0-14	-41.2%	2-08
ATR	1-00	1-00	-0-01	-2.3%	0-00
Volume	185	1,158	973	525.9%	881

Daily Pivots for day following 27-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	125-29	125-21	124-16
R3	125-09	125-01	124-10
R2	124-21	124-21	124-09
R1	124-13	124-13	124-07	124-07
PP	124-01	124-01	124-01	123-30
S1	123-25	123-25	124-03	123-19
S2	123-13	123-13	124-01
S3	122-25	123-05	124-00
S4	122-05	122-17	123-26

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	124-17	123-10	1-07	1.0%	0-26	0.7%	69%	False	False	376
10	125-18	123-10	2-08	1.8%	0-31	0.8%	38%	False	False	246
20	125-29	120-28	5-01	4.1%	0-30	0.8%	65%	False	False	228
40	125-29	120-28	5-01	4.1%	0-22	0.6%	65%	False	False	120
60	125-29	120-06	5-23	4.6%	0-16	0.4%	69%	False	False	91

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
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	0-08
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	126-30
2.618	125-29
1.618	125-09
1.000	124-29
0.618	124-21
HIGH	124-09
0.618	124-01
0.500	123-31
0.382	123-29
LOW	123-21
0.618	123-09
1.000	123-01
1.618	122-21
2.618	122-01
4.250	121-00

Fisher Pivots for day following 27-Jul-2011
Pivot	1 day	3 day
R1	124-03	124-02
PP	124-01	124-00
S1	123-31	123-30

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

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