ECBOT 30 Year Treasury Bond Future March 2010

Trading Metrics calculated at close of trading on 23-Oct-2009

Day Change Summary
	Previous	Current
	22-Oct-2009	23-Oct-2009	Change	Change %	Previous Week
Open	119-11	118-21	-0-22	-0.6%	118-27
High	119-21	118-25	-0-28	-0.7%	120-14
Low	118-23	118-08	-0-15	-0.4%	118-08
Close	119-00	118-13	-0-19	-0.5%	118-13
Range	0-30	0-17	-0-13	-43.3%	2-06
ATR	1-04	1-03	-0-01	-2.4%	0-00
Volume	5,565	103	-5,462	-98.1%	6,113

Daily Pivots for day following 23-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	120-02	119-25	118-22
R3	119-17	119-08	118-18
R2	119-00	119-00	118-16
R1	118-23	118-23	118-15	118-19
PP	118-15	118-15	118-15	118-14
S1	118-06	118-06	118-11	118-02
S2	117-30	117-30	118-10
S3	117-13	117-21	118-08
S4	116-28	117-04	118-04

Weekly Pivots for week ending 23-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	125-19	124-06	119-20
R3	123-13	122-00	119-00
R2	121-07	121-07	118-26
R1	119-26	119-26	118-19	119-14
PP	119-01	119-01	119-01	118-27
S1	117-20	117-20	118-07	117-08
S2	116-27	116-27	118-00
S3	114-21	115-14	117-26
S4	112-15	113-08	117-06

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120-14	118-08	2-06	1.8%	1-00	0.8%	7%	False	True	1,222
10	120-14	118-01	2-13	2.0%	0-31	0.8%	16%	False	False	839
20	123-03	118-01	5-02	4.3%	1-03	0.9%	7%	False	False	495

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	0-07
Narrowest range in 29 trading days

Fibonacci Retracements and Extensions
4.250	121-01
2.618	120-06
1.618	119-21
1.000	119-10
0.618	119-04
HIGH	118-25
0.618	118-19
0.500	118-16
0.382	118-14
LOW	118-08
0.618	117-29
1.000	117-23
1.618	117-12
2.618	116-27
4.250	116-00

Fisher Pivots for day following 23-Oct-2009
Pivot	1 day	3 day
R1	118-16	119-06
PP	118-15	118-30
S1	118-14	118-22

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

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