ECBOT 30 Year Treasury Bond Future June 2012

Trading Metrics calculated at close of trading on 26-Apr-2012

Day Change Summary
	Previous	Current
	25-Apr-2012	26-Apr-2012	Change	Change %	Previous Week
Open	142-02	141-31	-0-03	-0.1%	141-20
High	142-13	142-27	0-14	0.3%	142-11
Low	141-03	141-22	0-19	0.4%	141-04
Close	141-30	142-09	0-11	0.2%	141-31
Range	1-10	1-05	-0-05	-11.9%	1-07
ATR	1-07	1-07	0-00	-0.4%	0-00
Volume	329,018	287,741	-41,277	-12.5%	1,320,027

Daily Pivots for day following 26-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	145-24	145-05	142-29
R3	144-19	144-00	142-19
R2	143-14	143-14	142-16
R1	142-27	142-27	142-12	143-04
PP	142-09	142-09	142-09	142-13
S1	141-22	141-22	142-06	142-00
S2	141-04	141-04	142-02
S3	139-31	140-17	141-31
S4	138-26	139-12	141-21

Weekly Pivots for week ending 20-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	145-15	144-30	142-20
R3	144-08	143-23	142-10
R2	143-01	143-01	142-06
R1	142-16	142-16	142-03	142-24
PP	141-26	141-26	141-26	141-30
S1	141-09	141-09	141-27	141-18
S2	140-19	140-19	141-24
S3	139-12	140-02	141-20
S4	138-05	138-27	141-10

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	143-04	141-03	2-01	1.4%	1-02	0.7%	58%	False	False	257,011
10	143-04	140-12	2-24	1.9%	1-00	0.7%	69%	False	False	269,679
20	143-04	136-12	6-24	4.7%	1-07	0.8%	88%	False	False	295,111
40	143-04	135-05	7-31	5.6%	1-08	0.9%	89%	False	False	306,421
60	143-25	135-05	8-20	6.1%	1-07	0.9%	83%	False	False	226,764
80	144-00	135-05	8-27	6.2%	1-06	0.8%	81%	False	False	170,194
100	144-23	135-05	9-18	6.7%	1-04	0.8%	75%	False	False	136,172

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	True
Bear Hook	False
Bull Hook	False
Stretch	0-08
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	147-24
2.618	145-28
1.618	144-23
1.000	144-00
0.618	143-18
HIGH	142-27
0.618	142-13
0.500	142-08
0.382	142-04
LOW	141-22
0.618	140-31
1.000	140-17
1.618	139-26
2.618	138-21
4.250	136-25

Fisher Pivots for day following 26-Apr-2012
Pivot	1 day	3 day
R1	142-09	142-06
PP	142-09	142-04
S1	142-08	142-02

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

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