ECBOT 30 Year Treasury Bond Future December 2011

Trading Metrics calculated at close of trading on 29-Jul-2011

Day Change Summary
	Previous	Current
	28-Jul-2011	29-Jul-2011	Change	Change %	Previous Week
Open	124-08	125-00	0-24	0.6%	123-26
High	124-28	127-00	2-04	1.7%	127-00
Low	124-08	124-28	0-20	0.5%	123-10
Close	124-18	126-21	2-03	1.7%	126-21
Range	0-20	2-04	1-16	240.0%	3-22
ATR	0-31	1-02	0-03	10.8%	0-00
Volume	293	212	-81	-27.6%	1,891

Daily Pivots for day following 29-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	132-18	131-23	127-26
R3	130-14	129-19	127-08
R2	128-10	128-10	127-01
R1	127-15	127-15	126-27	127-28
PP	126-06	126-06	126-06	126-12
S1	125-11	125-11	126-15	125-24
S2	124-02	124-02	126-09
S3	121-30	123-07	126-02
S4	119-26	121-03	125-16

Weekly Pivots for week ending 29-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	136-23	135-12	128-22
R3	133-01	131-22	127-21
R2	129-11	129-11	127-11
R1	128-00	128-00	127-00	128-22
PP	125-21	125-21	125-21	126-00
S1	124-10	124-10	126-10	125-00
S2	121-31	121-31	125-31
S3	118-09	120-20	125-21
S4	114-19	116-30	124-20

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	127-00	123-10	3-22	2.9%	1-04	0.9%	91%	True	False	378
10	127-00	123-10	3-22	2.9%	1-02	0.8%	91%	True	False	277
20	127-00	121-01	5-31	4.7%	0-31	0.8%	94%	True	False	247
40	127-00	120-28	6-04	4.8%	0-24	0.6%	94%	True	False	132
60	127-00	120-28	6-04	4.8%	0-18	0.4%	94%	True	False	99

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-07
Widest range in 72 trading days

Fibonacci Retracements and Extensions
4.250	136-01
2.618	132-18
1.618	130-14
1.000	129-04
0.618	128-10
HIGH	127-00
0.618	126-06
0.500	125-30
0.382	125-22
LOW	124-28
0.618	123-18
1.000	122-24
1.618	121-14
2.618	119-10
4.250	115-27

Fisher Pivots for day following 29-Jul-2011
Pivot	1 day	3 day
R1	126-13	126-07
PP	126-06	125-25
S1	125-30	125-10

Download as Excel Spreadsheet

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

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