ECBOT 30 Year Treasury Bond Future December 2012

Trading Metrics calculated at close of trading on 27-Jul-2012

Day Change Summary
	Previous	Current
	26-Jul-2012	27-Jul-2012	Change	Change %	Previous Week
Open	154-05	153-10	-0-27	-0.5%	153-04
High	154-12	153-10	-1-02	-0.7%	154-17
Low	153-14	150-14	-3-00	-2.0%	150-14
Close	153-23	151-02	-2-21	-1.7%	151-02
Range	0-30	2-28	1-30	206.7%	4-03
ATR	1-05	1-10	0-05	13.1%	0-00
Volume	813	821	8	1.0%	3,930

Daily Pivots for day following 27-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	160-07	158-17	152-21
R3	157-11	155-21	151-27
R2	154-15	154-15	151-19
R1	152-25	152-25	151-10	152-06
PP	151-19	151-19	151-19	151-10
S1	149-29	149-29	150-26	149-10
S2	148-23	148-23	150-17
S3	145-27	147-01	150-09
S4	142-31	144-05	149-15

Weekly Pivots for week ending 27-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	164-09	161-25	153-10
R3	160-06	157-22	152-06
R2	156-03	156-03	151-26
R1	153-19	153-19	151-14	152-26
PP	152-00	152-00	152-00	151-20
S1	149-16	149-16	150-22	148-22
S2	147-29	147-29	150-10
S3	143-26	145-13	149-30
S4	139-23	141-10	148-26

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	154-17	150-14	4-03	2.7%	1-16	1.0%	15%	False	True	786
10	154-17	150-14	4-03	2.7%	1-07	0.8%	15%	False	True	537
20	154-17	148-21	5-28	3.9%	1-04	0.8%	41%	False	False	464
40	154-17	148-01	6-16	4.3%	1-08	0.8%	47%	False	False	386
60	154-17	142-00	12-17	8.3%	1-04	0.8%	72%	False	False	330

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	0-04
Widest range in 64 trading days

Fibonacci Retracements and Extensions
4.250	165-17
2.618	160-27
1.618	157-31
1.000	156-06
0.618	155-03
HIGH	153-10
0.618	152-07
0.500	151-28
0.382	151-17
LOW	150-14
0.618	148-21
1.000	147-18
1.618	145-25
2.618	142-29
4.250	138-07

Fisher Pivots for day following 27-Jul-2012
Pivot	1 day	3 day
R1	151-28	152-16
PP	151-19	152-00
S1	151-11	151-17

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

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