ECBOT 30 Year Treasury Bond Future March 2011

Trading Metrics calculated at close of trading on 29-Sep-2010

Day Change Summary
	Previous	Current
	28-Sep-2010	29-Sep-2010	Change	Change %	Previous Week
Open	131-26	132-20	0-26	0.6%	129-04
High	133-03	133-01	-0-02	0.0%	132-08
Low	131-26	132-12	0-18	0.4%	129-04
Close	133-01	132-15	-0-18	-0.4%	130-17
Range	1-09	0-21	-0-20	-48.8%	3-04
ATR	1-02	1-01	-0-01	-2.7%	0-00
Volume	136	63	-73	-53.7%	182

Daily Pivots for day following 29-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	134-19	134-06	132-27
R3	133-30	133-17	132-21
R2	133-09	133-09	132-19
R1	132-28	132-28	132-17	132-24
PP	132-20	132-20	132-20	132-18
S1	132-07	132-07	132-13	132-03
S2	131-31	131-31	132-11
S3	131-10	131-18	132-09
S4	130-21	130-29	132-03

Weekly Pivots for week ending 24-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	140-00	138-13	132-08
R3	136-28	135-09	131-12
R2	133-24	133-24	131-03
R1	132-05	132-05	130-26	132-30
PP	130-20	130-20	130-20	131-01
S1	129-01	129-01	130-08	129-26
S2	127-16	127-16	129-31
S3	124-12	125-29	129-22
S4	121-08	122-25	128-26

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	133-03	130-17	2-18	1.9%	1-01	0.8%	76%	False	False	51
10	133-03	128-08	4-27	3.7%	0-28	0.7%	87%	False	False	56
20	133-03	128-08	4-27	3.7%	0-18	0.4%	87%	False	False	30

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	0-01
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	135-26
2.618	134-24
1.618	134-03
1.000	133-22
0.618	133-14
HIGH	133-01
0.618	132-25
0.500	132-22
0.382	132-20
LOW	132-12
0.618	131-31
1.000	131-23
1.618	131-10
2.618	130-21
4.250	129-19

Fisher Pivots for day following 29-Sep-2010
Pivot	1 day	3 day
R1	132-22	132-08
PP	132-20	132-02
S1	132-18	131-28

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

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