ECBOT 30 Year Treasury Bond Future September 2010

Trading Metrics calculated at close of trading on 15-Apr-2010

Day Change Summary
	Previous	Current
	14-Apr-2010	15-Apr-2010	Change	Change %	Previous Week
Open	115-07	114-29	-0-10	-0.3%	113-23
High	115-14	115-05	-0-09	-0.2%	114-22
Low	114-22	114-15	-0-07	-0.2%	113-06
Close	114-27	114-30	0-03	0.1%	114-15
Range	0-24	0-22	-0-02	-8.3%	1-16
ATR	0-20	0-21	0-00	0.5%	0-00
Volume	222	340	118	53.2%	387

Daily Pivots for day following 15-Apr-2010
	Classic	Woodie	Camarilla	DeMark
R4	116-29	116-20	115-10
R3	116-07	115-30	115-04
R2	115-17	115-17	115-02
R1	115-08	115-08	115-00	115-12
PP	114-27	114-27	114-27	114-30
S1	114-18	114-18	114-28	114-22
S2	114-05	114-05	114-26
S3	113-15	113-28	114-24
S4	112-25	113-06	114-18

Weekly Pivots for week ending 09-Apr-2010
	Classic	Woodie	Camarilla	DeMark
R4	118-20	118-01	115-09
R3	117-04	116-17	114-28
R2	115-20	115-20	114-24
R1	115-01	115-01	114-19	115-10
PP	114-04	114-04	114-04	114-08
S1	113-17	113-17	114-11	113-26
S2	112-20	112-20	114-06
S3	111-04	112-01	114-02
S4	109-20	110-17	113-21

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	115-18	113-31	1-19	1.4%	0-19	0.5%	61%	False	False	131
10	115-18	113-06	2-12	2.1%	0-22	0.6%	74%	False	False	108
20	116-23	113-06	3-17	3.1%	0-19	0.5%	50%	False	False	68
40	117-00	113-06	3-26	3.3%	0-13	0.4%	46%	False	False	42
60	117-00	113-06	3-26	3.3%	0-10	0.3%	46%	False	False	33

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0-04
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	118-02
2.618	116-31
1.618	116-09
1.000	115-27
0.618	115-19
HIGH	115-05
0.618	114-29
0.500	114-26
0.382	114-23
LOW	114-15
0.618	114-01
1.000	113-25
1.618	113-11
2.618	112-21
4.250	111-18

Fisher Pivots for day following 15-Apr-2010
Pivot	1 day	3 day
R1	114-29	115-00
PP	114-27	115-00
S1	114-26	114-31

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

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