ECBOT 30 Year Treasury Bond Future June 2011

Trading Metrics calculated at close of trading on 28-Feb-2011

Day Change Summary
	Previous	Current
	25-Feb-2011	28-Feb-2011	Change	Change %	Previous Week
Open	119-27	120-11	0-16	0.4%	117-24
High	120-11	120-18	0-07	0.2%	120-11
Low	119-16	120-02	0-18	0.5%	117-22
Close	120-05	120-11	0-06	0.2%	120-05
Range	0-27	0-16	-0-11	-40.7%	2-21
ATR	1-03	1-02	-0-01	-3.9%	0-00
Volume	379,206	261,803	-117,403	-31.0%	801,504

Daily Pivots for day following 28-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	121-26	121-19	120-20
R3	121-10	121-03	120-15
R2	120-26	120-26	120-14
R1	120-19	120-19	120-12	120-19
PP	120-10	120-10	120-10	120-10
S1	120-03	120-03	120-10	120-03
S2	119-26	119-26	120-08
S3	119-10	119-19	120-07
S4	118-26	119-03	120-02

Weekly Pivots for week ending 25-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	127-12	126-13	121-20
R3	124-23	123-24	120-28
R2	122-02	122-02	120-21
R1	121-03	121-03	120-13	121-18
PP	119-13	119-13	119-13	119-20
S1	118-14	118-14	119-29	118-30
S2	116-24	116-24	119-21
S3	114-03	115-25	119-14
S4	111-14	113-04	118-22

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120-18	117-22	2-28	2.4%	1-01	0.9%	92%	True	False	212,661
10	120-18	116-18	4-00	3.3%	0-30	0.8%	95%	True	False	110,563
20	120-18	115-07	5-11	4.4%	1-00	0.8%	96%	True	False	56,861
40	120-18	115-07	5-11	4.4%	1-02	0.9%	96%	True	False	28,538

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-06
Narrowest range in 35 trading days

Fibonacci Retracements and Extensions
4.250	122-22
2.618	121-28
1.618	121-12
1.000	121-02
0.618	120-28
HIGH	120-18
0.618	120-12
0.500	120-10
0.382	120-08
LOW	120-02
0.618	119-24
1.000	119-18
1.618	119-08
2.618	118-24
4.250	117-30

Fisher Pivots for day following 28-Feb-2011
Pivot	1 day	3 day
R1	120-11	120-06
PP	120-10	120-02
S1	120-10	119-29

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

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