ECBOT 30 Year Treasury Bond Future March 2013

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

Day Change Summary
	Previous	Current
	25-Oct-2012	26-Oct-2012	Change	Change %	Previous Week
Open	145-25	145-28	0-03	0.1%	146-05
High	145-26	146-21	0-27	0.6%	146-22
Low	144-30	145-28	0-30	0.6%	144-30
Close	145-12	146-21	1-09	0.9%	146-21
Range	0-28	0-25	-0-03	-10.7%	1-24
ATR	1-00	1-00	0-01	2.2%	0-00
Volume	43	105	62	144.2%	692

Daily Pivots for day following 26-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	148-24	148-15	147-03
R3	147-31	147-22	146-28
R2	147-06	147-06	146-26
R1	146-29	146-29	146-23	147-02
PP	146-13	146-13	146-13	146-15
S1	146-04	146-04	146-19	146-08
S2	145-20	145-20	146-16
S3	144-27	145-11	146-14
S4	144-02	144-18	146-07

Weekly Pivots for week ending 26-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	151-11	150-24	147-20
R3	149-19	149-00	147-04
R2	147-27	147-27	146-31
R1	147-08	147-08	146-26	147-18
PP	146-03	146-03	146-03	146-08
S1	145-16	145-16	146-16	145-26
S2	144-11	144-11	146-11
S3	142-19	143-24	146-06
S4	140-27	142-00	145-22

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	146-22	144-30	1-24	1.2%	0-25	0.5%	98%	False	False	138
10	148-14	144-27	3-19	2.5%	0-28	0.6%	50%	False	False	94
20	148-23	144-27	3-28	2.6%	0-27	0.6%	47%	False	False	56

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	False
Bear Hook	False
Bull Hook	False
Stretch	0-02
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	149-31
2.618	148-22
1.618	147-29
1.000	147-14
0.618	147-04
HIGH	146-21
0.618	146-11
0.500	146-08
0.382	146-06
LOW	145-28
0.618	145-13
1.000	145-03
1.618	144-20
2.618	143-27
4.250	142-18

Fisher Pivots for day following 26-Oct-2012
Pivot	1 day	3 day
R1	146-17	146-12
PP	146-13	146-03
S1	146-08	145-26

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

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