ECBOT 30 Year Treasury Bond Future March 2011

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

Day Change Summary
	Previous	Current
	05-Nov-2010	08-Nov-2010	Change	Change %	Previous Week
Open	129-31	129-05	-0-26	-0.6%	129-22
High	130-01	129-22	-0-11	-0.3%	131-16
Low	128-22	128-25	0-03	0.1%	128-18
Close	129-06	128-28	-0-10	-0.2%	129-06
Range	1-11	0-29	-0-14	-32.6%	2-30
ATR	1-08	1-08	-0-01	-2.0%	0-00
Volume	10,409	10,409	0	0.0%	35,046

Daily Pivots for day following 08-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	131-27	131-08	129-12
R3	130-30	130-11	129-04
R2	130-01	130-01	129-01
R1	129-14	129-14	128-31	129-09
PP	129-04	129-04	129-04	129-01
S1	128-17	128-17	128-25	128-12
S2	128-07	128-07	128-23
S3	127-10	127-20	128-20
S4	126-13	126-23	128-12

Weekly Pivots for week ending 05-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	138-18	136-26	130-26
R3	135-20	133-28	130-00
R2	132-22	132-22	129-23
R1	130-30	130-30	129-15	130-11
PP	129-24	129-24	129-24	129-14
S1	128-00	128-00	128-29	127-13
S2	126-26	126-26	128-21
S3	123-28	125-02	128-12
S4	120-30	122-04	127-18

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	131-16	128-18	2-30	2.3%	1-20	1.3%	11%	False	False	8,834
10	131-16	128-10	3-06	2.5%	1-11	1.0%	18%	False	False	6,029
20	133-21	128-10	5-11	4.1%	1-07	0.9%	11%	False	False	3,679
40	134-04	128-08	5-28	4.6%	1-00	0.8%	11%	False	False	1,880

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0-09
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	133-17
2.618	132-02
1.618	131-05
1.000	130-19
0.618	130-08
HIGH	129-22
0.618	129-11
0.500	129-08
0.382	129-04
LOW	128-25
0.618	128-07
1.000	127-28
1.618	127-10
2.618	126-13
4.250	124-30

Fisher Pivots for day following 08-Nov-2010
Pivot	1 day	3 day
R1	129-08	129-22
PP	129-04	129-13
S1	129-00	129-05

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

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