ECBOT 30 Year Treasury Bond Future March 2010

Trading Metrics calculated at close of trading on 09-Mar-2010

Day Change Summary
	Previous	Current
	08-Mar-2010	09-Mar-2010	Change	Change %	Previous Week
Open	118-06	117-31	-0-07	-0.2%	118-27
High	118-06	118-11	0-05	0.1%	119-18
Low	117-24	117-23	-0-01	0.0%	118-00
Close	117-29	117-31	0-02	0.1%	118-06
Range	0-14	0-20	0-06	42.9%	1-18
ATR	0-30	0-30	-0-01	-2.4%	0-00
Volume	15,981	2,892	-13,089	-81.9%	243,302

Daily Pivots for day following 09-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	119-28	119-18	118-10
R3	119-08	118-30	118-04
R2	118-20	118-20	118-03
R1	118-10	118-10	118-01	118-09
PP	118-00	118-00	118-00	118-00
S1	117-22	117-22	117-29	117-21
S2	117-12	117-12	117-27
S3	116-24	117-02	117-26
S4	116-04	116-14	117-20

Weekly Pivots for week ending 05-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	123-09	122-09	119-02
R3	121-23	120-23	118-20
R2	120-05	120-05	118-15
R1	119-05	119-05	118-11	118-28
PP	118-19	118-19	118-19	118-14
S1	117-19	117-19	118-01	117-10
S2	117-01	117-01	117-29
S3	115-15	116-01	117-24
S4	113-29	114-15	117-10

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	119-18	117-23	1-27	1.6%	0-26	0.7%	14%	False	True	22,671
10	119-18	117-17	2-01	1.7%	0-25	0.7%	22%	False	False	192,047
20	119-18	115-29	3-21	3.1%	0-30	0.8%	56%	False	False	236,093
40	119-18	114-28	4-22	4.0%	1-00	0.8%	66%	False	False	247,077
60	119-18	114-16	5-02	4.3%	1-00	0.9%	69%	False	False	222,208
80	123-00	114-16	8-16	7.2%	1-02	0.9%	41%	False	False	202,345
100	123-00	114-16	8-16	7.2%	1-02	0.9%	41%	False	False	162,163
120	123-03	114-16	8-19	7.3%	1-02	0.9%	40%	False	False	135,164

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-04
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	121-00
2.618	119-31
1.618	119-11
1.000	118-31
0.618	118-23
HIGH	118-11
0.618	118-03
0.500	118-01
0.382	117-31
LOW	117-23
0.618	117-11
1.000	117-03
1.618	116-23
2.618	116-03
4.250	115-02

Fisher Pivots for day following 09-Mar-2010
Pivot	1 day	3 day
R1	118-01	118-18
PP	118-00	118-11
S1	118-00	118-05

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

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