ECBOT 30 Year Treasury Bond Future March 2010

Trading Metrics calculated at close of trading on 02-Nov-2009

Day Change Summary
	Previous	Current
	30-Oct-2009	02-Nov-2009	Change	Change %	Previous Week
Open	118-13	119-25	1-12	1.2%	118-09
High	119-19	119-25	0-06	0.2%	119-19
Low	118-11	118-29	0-18	0.5%	117-05
Close	119-16	119-03	-0-13	-0.3%	119-16
Range	1-08	0-28	-0-12	-30.0%	2-14
ATR	1-06	1-05	-0-01	-1.9%	0-00
Volume	699	759	60	8.6%	3,925

Daily Pivots for day following 02-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	121-28	121-12	119-18
R3	121-00	120-16	119-11
R2	120-04	120-04	119-08
R1	119-20	119-20	119-06	119-14
PP	119-08	119-08	119-08	119-06
S1	118-24	118-24	119-00	118-18
S2	118-12	118-12	118-30
S3	117-16	117-28	118-27
S4	116-20	117-00	118-20

Weekly Pivots for week ending 30-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	126-02	125-07	120-27
R3	123-20	122-25	120-05
R2	121-06	121-06	119-30
R1	120-11	120-11	119-23	120-24
PP	118-24	118-24	118-24	118-31
S1	117-29	117-29	119-09	118-10
S2	116-10	116-10	119-02
S3	113-28	115-15	118-27
S4	111-14	113-01	118-05

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	119-25	117-07	2-18	2.2%	1-07	1.0%	73%	True	False	873
10	120-14	117-05	3-09	2.8%	1-04	0.9%	59%	False	False	1,063
20	122-21	117-05	5-16	4.6%	1-04	0.9%	35%	False	False	691
40	123-03	117-01	6-02	5.1%	1-03	0.9%	34%	False	False	369

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	True
Stretch	0-05
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	123-16
2.618	122-02
1.618	121-06
1.000	120-21
0.618	120-10
HIGH	119-25
0.618	119-14
0.500	119-11
0.382	119-08
LOW	118-29
0.618	118-12
1.000	118-01
1.618	117-16
2.618	116-20
4.250	115-06

Fisher Pivots for day following 02-Nov-2009
Pivot	1 day	3 day
R1	119-11	118-31
PP	119-08	118-27
S1	119-06	118-24

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

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