ECBOT 30 Year Treasury Bond Future June 2010

Trading Metrics calculated at close of trading on 08-Feb-2010

Day Change Summary
	Previous	Current
	05-Feb-2010	08-Feb-2010	Change	Change %	Previous Week
Open	117-04	117-17	0-13	0.3%	117-13
High	118-02	117-25	-0-09	-0.2%	118-02
Low	116-30	117-10	0-12	0.3%	115-26
Close	118-00	117-14	-0-18	-0.5%	118-00
Range	1-04	0-15	-0-21	-58.3%	2-08
ATR	0-30	0-29	-0-01	-1.9%	0-00
Volume	5,055	3,517	-1,538	-30.4%	16,410

Daily Pivots for day following 08-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	118-29	118-21	117-22
R3	118-14	118-06	117-18
R2	117-31	117-31	117-17
R1	117-23	117-23	117-15	117-20
PP	117-16	117-16	117-16	117-15
S1	117-08	117-08	117-13	117-04
S2	117-01	117-01	117-11
S3	116-18	116-25	117-10
S4	116-03	116-10	117-06

Weekly Pivots for week ending 05-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	124-01	123-09	119-08
R3	121-25	121-01	118-20
R2	119-17	119-17	118-13
R1	118-25	118-25	118-07	119-05
PP	117-09	117-09	117-09	117-16
S1	116-17	116-17	117-25	116-29
S2	115-01	115-01	117-19
S3	112-25	114-09	117-12
S4	110-17	112-01	116-24

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	118-02	115-26	2-08	1.9%	0-29	0.8%	72%	False	False	3,502
10	118-02	115-26	2-08	1.9%	0-28	0.7%	72%	False	False	2,208
20	118-02	113-18	4-16	3.8%	0-28	0.7%	86%	False	False	1,252
40	118-02	113-05	4-29	4.2%	0-23	0.6%	87%	False	False	642

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
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 4 trading days

Fibonacci Retracements and Extensions
4.250	119-25
2.618	119-00
1.618	118-17
1.000	118-08
0.618	118-02
HIGH	117-25
0.618	117-19
0.500	117-18
0.382	117-16
LOW	117-10
0.618	117-01
1.000	116-27
1.618	116-18
2.618	116-03
4.250	115-10

Fisher Pivots for day following 08-Feb-2010
Pivot	1 day	3 day
R1	117-18	117-09
PP	117-16	117-03
S1	117-15	116-30

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

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