ECBOT 30 Year Treasury Bond Future March 2013

Trading Metrics calculated at close of trading on 22-Oct-2012

Day Change Summary
	Previous	Current
	19-Oct-2012	22-Oct-2012	Change	Change %	Previous Week
Open	145-03	146-05	1-02	0.7%	148-14
High	146-08	146-05	-0-03	-0.1%	148-14
Low	145-00	145-11	0-11	0.2%	144-27
Close	146-07	145-25	-0-14	-0.3%	146-07
Range	1-08	0-26	-0-14	-35.0%	3-19
ATR	1-00	1-00	0-00	-1.0%	0-00
Volume	101	118	17	16.8%	256

Daily Pivots for day following 22-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	148-06	147-26	146-07
R3	147-12	147-00	146-00
R2	146-18	146-18	145-30
R1	146-06	146-06	145-27	145-31
PP	145-24	145-24	145-24	145-21
S1	145-12	145-12	145-23	145-05
S2	144-30	144-30	145-20
S3	144-04	144-18	145-18
S4	143-10	143-24	145-11

Weekly Pivots for week ending 19-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	157-09	155-11	148-06
R3	153-22	151-24	147-07
R2	150-03	150-03	146-28
R1	148-05	148-05	146-18	147-10
PP	146-16	146-16	146-16	146-03
S1	144-18	144-18	145-28	143-24
S2	142-29	142-29	145-18
S3	139-10	140-31	145-07
S4	135-23	137-12	144-08

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	147-10	144-27	2-15	1.7%	1-00	0.7%	38%	False	False	66
10	148-23	144-27	3-28	2.7%	1-00	0.7%	24%	False	False	46
20	148-23	144-27	3-28	2.7%	0-27	0.6%	24%	False	False	29

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-05
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	149-20
2.618	148-09
1.618	147-15
1.000	146-31
0.618	146-21
HIGH	146-05
0.618	145-27
0.500	145-24
0.382	145-21
LOW	145-11
0.618	144-27
1.000	144-17
1.618	144-01
2.618	143-07
4.250	141-28

Fisher Pivots for day following 22-Oct-2012
Pivot	1 day	3 day
R1	145-25	145-22
PP	145-24	145-20
S1	145-24	145-18

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

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