ECBOT 30 Year Treasury Bond Future December 2012

Trading Metrics calculated at close of trading on 02-Aug-2012

Day Change Summary
	Previous	Current
	01-Aug-2012	02-Aug-2012	Change	Change %	Previous Week
Open	152-20	151-22	-0-30	-0.6%	153-04
High	152-20	153-05	0-17	0.3%	154-17
Low	151-10	150-17	-0-25	-0.5%	150-14
Close	151-10	152-19	1-09	0.8%	151-02
Range	1-10	2-20	1-10	100.0%	4-03
ATR	1-09	1-12	0-03	7.5%	0-00
Volume	623	400	-223	-35.8%	3,930

Daily Pivots for day following 02-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	159-31	158-29	154-01
R3	157-11	156-09	153-10
R2	154-23	154-23	153-02
R1	153-21	153-21	152-27	154-06
PP	152-03	152-03	152-03	152-12
S1	151-01	151-01	152-11	151-18
S2	149-15	149-15	152-04
S3	146-27	148-13	151-28
S4	144-07	145-25	151-05

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	153-10	150-14	2-28	1.9%	1-25	1.2%	75%	False	False	710
10	154-17	150-14	4-03	2.7%	1-16	1.0%	53%	False	False	689
20	154-17	150-06	4-11	2.8%	1-05	0.8%	55%	False	False	459
40	154-17	148-01	6-16	4.3%	1-08	0.8%	70%	False	False	418
60	154-17	143-00	11-17	7.6%	1-07	0.8%	83%	False	False	374

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	0-09
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	164-10
2.618	160-01
1.618	157-13
1.000	155-25
0.618	154-25
HIGH	153-05
0.618	152-05
0.500	151-27
0.382	151-17
LOW	150-17
0.618	148-29
1.000	147-29
1.618	146-09
2.618	143-21
4.250	139-12

Fisher Pivots for day following 02-Aug-2012
Pivot	1 day	3 day
R1	152-11	152-11
PP	152-03	152-03
S1	151-27	151-27

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

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