ECBOT 30 Year Treasury Bond Future March 2010

Trading Metrics calculated at close of trading on 22-Oct-2009

Day Change Summary
	Previous	Current
	21-Oct-2009	22-Oct-2009	Change	Change %	Previous Week
Open	119-15	119-11	-0-04	-0.1%	119-09
High	120-05	119-21	-0-16	-0.4%	120-14
Low	118-31	118-23	-0-08	-0.2%	118-01
Close	119-05	119-00	-0-05	-0.1%	118-30
Range	1-06	0-30	-0-08	-21.1%	2-13
ATR	1-04	1-04	0-00	-1.2%	0-00
Volume	193	5,565	5,372	2,783.4%	2,284

Daily Pivots for day following 22-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	121-30	121-13	119-16
R3	121-00	120-15	119-08
R2	120-02	120-02	119-06
R1	119-17	119-17	119-03	119-10
PP	119-04	119-04	119-04	119-01
S1	118-19	118-19	118-29	118-12
S2	118-06	118-06	118-26
S3	117-08	117-21	118-24
S4	116-10	116-23	118-16

Weekly Pivots for week ending 16-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	126-11	125-02	120-08
R3	123-30	122-21	119-19
R2	121-17	121-17	119-12
R1	120-08	120-08	119-05	119-22
PP	119-04	119-04	119-04	118-28
S1	117-27	117-27	118-23	117-09
S2	116-23	116-23	118-16
S3	114-10	115-14	118-09
S4	111-29	113-01	117-20

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120-14	118-02	2-12	2.0%	1-03	0.9%	39%	False	False	1,229
10	121-14	118-01	3-13	2.9%	1-05	1.0%	28%	False	False	851
20	123-03	118-01	5-02	4.3%	1-04	0.9%	19%	False	False	492

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	False
Bear Hook	False
Bull Hook	False
Stretch	0-08
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	123-20
2.618	122-04
1.618	121-06
1.000	120-19
0.618	120-08
HIGH	119-21
0.618	119-10
0.500	119-06
0.382	119-02
LOW	118-23
0.618	118-04
1.000	117-25
1.618	117-06
2.618	116-08
4.250	114-24

Fisher Pivots for day following 22-Oct-2009
Pivot	1 day	3 day
R1	119-06	119-18
PP	119-04	119-12
S1	119-02	119-06

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

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