ECBOT 30 Year Treasury Bond Future March 2011

Trading Metrics calculated at close of trading on 11-Oct-2010

Day Change Summary
	Previous	Current
	08-Oct-2010	11-Oct-2010	Change	Change %	Previous Week
Open	132-31	133-04	0-05	0.1%	132-20
High	133-25	133-04	-0-21	-0.5%	134-04
Low	132-31	132-31	0-00	0.0%	132-11
Close	133-04	133-04	0-00	0.0%	133-04
Range	0-26	0-05	-0-21	-80.8%	1-25
ATR	0-31	0-29	-0-02	-6.0%	0-00
Volume	218	244	26	11.9%	633

Daily Pivots for day following 11-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	133-17	133-16	133-07
R3	133-12	133-11	133-05
R2	133-07	133-07	133-05
R1	133-06	133-06	133-04	133-06
PP	133-02	133-02	133-02	133-03
S1	133-01	133-01	133-04	133-02
S2	132-29	132-29	133-03
S3	132-24	132-28	133-03
S4	132-19	132-23	133-01

Weekly Pivots for week ending 08-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	138-17	137-20	134-03
R3	136-24	135-27	133-20
R2	134-31	134-31	133-14
R1	134-02	134-02	133-09	134-16
PP	133-06	133-06	133-06	133-14
S1	132-09	132-09	132-31	132-24
S2	131-13	131-13	132-26
S3	129-20	130-16	132-20
S4	127-27	128-23	132-05

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	134-04	132-11	1-25	1.3%	0-25	0.6%	44%	False	False	169
10	134-04	131-26	2-10	1.7%	0-26	0.6%	57%	False	False	126
20	134-04	128-08	5-28	4.4%	0-24	0.6%	83%	False	False	81

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-03
Narrowest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	133-25
2.618	133-17
1.618	133-12
1.000	133-09
0.618	133-07
HIGH	133-04
0.618	133-02
0.500	133-02
0.382	133-01
LOW	132-31
0.618	132-28
1.000	132-26
1.618	132-23
2.618	132-18
4.250	132-10

Fisher Pivots for day following 11-Oct-2010
Pivot	1 day	3 day
R1	133-03	133-12
PP	133-02	133-09
S1	133-02	133-07

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

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