ECBOT 30 Year Treasury Bond Future March 2010

Trading Metrics calculated at close of trading on 05-Nov-2009

Day Change Summary
	Previous	Current
	04-Nov-2009	05-Nov-2009	Change	Change %	Previous Week
Open	118-14	117-20	-0-26	-0.7%	118-09
High	118-14	117-28	-0-18	-0.5%	119-19
Low	117-04	117-05	0-01	0.0%	117-05
Close	117-10	117-12	0-02	0.1%	119-16
Range	1-10	0-23	-0-19	-45.2%	2-14
ATR	1-06	1-05	-0-01	-2.8%	0-00
Volume	1,036	1,771	735	70.9%	3,925

Daily Pivots for day following 05-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	119-20	119-07	117-25
R3	118-29	118-16	117-18
R2	118-06	118-06	117-16
R1	117-25	117-25	117-14	117-20
PP	117-15	117-15	117-15	117-12
S1	117-02	117-02	117-10	116-29
S2	116-24	116-24	117-08
S3	116-01	116-11	117-06
S4	115-10	115-20	116-31

Weekly Pivots for week ending 30-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	126-02	125-07	120-27
R3	123-20	122-25	120-05
R2	121-06	121-06	119-30
R1	120-11	120-11	119-23	120-24
PP	118-24	118-24	118-24	118-31
S1	117-29	117-29	119-09	118-10
S2	116-10	116-10	119-02
S3	113-28	115-15	118-27
S4	111-14	113-01	118-05

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	119-25	117-04	2-21	2.3%	1-04	1.0%	9%	False	False	1,084
10	119-25	117-04	2-21	2.3%	1-04	1.0%	9%	False	False	875
20	121-14	117-04	4-10	3.7%	1-04	1.0%	6%	False	False	863
40	123-03	117-04	5-31	5.1%	1-03	0.9%	4%	False	False	467

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0-04
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	120-30
2.618	119-24
1.618	119-01
1.000	118-19
0.618	118-10
HIGH	117-28
0.618	117-19
0.500	117-16
0.382	117-14
LOW	117-05
0.618	116-23
1.000	116-14
1.618	116-00
2.618	115-09
4.250	114-03

Fisher Pivots for day following 05-Nov-2009
Pivot	1 day	3 day
R1	117-16	118-13
PP	117-15	118-02
S1	117-14	117-23

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

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