ECBOT 30 Year Treasury Bond Future December 2011

Trading Metrics calculated at close of trading on 01-Aug-2011

Day Change Summary
	Previous	Current
	29-Jul-2011	01-Aug-2011	Change	Change %	Previous Week
Open	125-00	125-31	0-31	0.8%	123-26
High	127-00	127-26	0-26	0.6%	127-00
Low	124-28	125-28	1-00	0.8%	123-10
Close	126-21	127-18	0-29	0.7%	126-21
Range	2-04	1-30	-0-06	-8.8%	3-22
ATR	1-02	1-04	0-02	5.8%	0-00
Volume	212	1,258	1,046	493.4%	1,891

Daily Pivots for day following 01-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	132-29	132-05	128-20
R3	130-31	130-07	128-03
R2	129-01	129-01	127-29
R1	128-09	128-09	127-24	128-21
PP	127-03	127-03	127-03	127-08
S1	126-11	126-11	127-12	126-23
S2	125-05	125-05	127-07
S3	123-07	124-13	127-01
S4	121-09	122-15	126-16

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	127-26	123-10	4-16	3.5%	1-09	1.0%	94%	True	False	621
10	127-26	123-10	4-16	3.5%	1-05	0.9%	94%	True	False	393
20	127-26	121-11	6-15	5.1%	1-01	0.8%	96%	True	False	308
40	127-26	120-28	6-30	5.4%	0-25	0.6%	96%	True	False	162
60	127-26	120-28	6-30	5.4%	0-18	0.5%	96%	True	False	120

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0-06
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	136-02
2.618	132-28
1.618	130-30
1.000	129-24
0.618	129-00
HIGH	127-26
0.618	127-02
0.500	126-27
0.382	126-20
LOW	125-28
0.618	124-22
1.000	123-30
1.618	122-24
2.618	120-26
4.250	117-20

Fisher Pivots for day following 01-Aug-2011
Pivot	1 day	3 day
R1	127-10	127-02
PP	127-03	126-17
S1	126-27	126-01

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

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