ECBOT 30 Year Treasury Bond Future September 2011

Trading Metrics calculated at close of trading on 04-Apr-2011

Day Change Summary
	Previous	Current
	01-Apr-2011	04-Apr-2011	Change	Change %	Previous Week
Open	118-15	118-26	0-11	0.3%	118-16
High	118-28	119-07	0-11	0.3%	119-11
Low	117-31	118-26	0-27	0.7%	117-31
Close	118-29	118-29	0-00	0.0%	118-29
Range	0-29	0-13	-0-16	-55.2%	1-12
ATR	0-21	0-20	-0-01	-2.7%	0-00
Volume	41	201	160	390.2%	435

Daily Pivots for day following 04-Apr-2011
	Classic	Woodie	Camarilla	DeMark
R4	120-06	119-31	119-04
R3	119-25	119-18	119-01
R2	119-12	119-12	118-31
R1	119-05	119-05	118-30	119-08
PP	118-31	118-31	118-31	119-01
S1	118-24	118-24	118-28	118-28
S2	118-18	118-18	118-27
S3	118-05	118-11	118-25
S4	117-24	117-30	118-22

Weekly Pivots for week ending 01-Apr-2011
	Classic	Woodie	Camarilla	DeMark
R4	122-28	122-08	119-21
R3	121-16	120-28	119-09
R2	120-04	120-04	119-05
R1	119-16	119-16	119-01	119-26
PP	118-24	118-24	118-24	118-28
S1	118-04	118-04	118-25	118-14
S2	117-12	117-12	118-21
S3	116-00	116-24	118-17
S4	114-20	115-12	118-05

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	119-11	117-31	1-12	1.2%	0-22	0.6%	68%	False	False	120
10	120-20	117-31	2-21	2.2%	0-19	0.5%	35%	False	False	66
20	121-05	116-29	4-08	3.6%	0-10	0.3%	47%	False	False	34
40	121-05	114-00	7-05	6.0%	0-06	0.2%	69%	False	False	18

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0-02
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	120-30
2.618	120-09
1.618	119-28
1.000	119-20
0.618	119-15
HIGH	119-07
0.618	119-02
0.500	119-00
0.382	118-31
LOW	118-26
0.618	118-18
1.000	118-13
1.618	118-05
2.618	117-24
4.250	117-03

Fisher Pivots for day following 04-Apr-2011
Pivot	1 day	3 day
R1	119-00	118-26
PP	118-31	118-24
S1	118-30	118-21

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

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