ECBOT 30 Year Treasury Bond Future June 2011

Trading Metrics calculated at close of trading on 08-Mar-2011

Day Change Summary
	Previous	Current
	07-Mar-2011	08-Mar-2011	Change	Change %	Previous Week
Open	119-04	118-29	-0-07	-0.2%	120-11
High	119-16	119-06	-0-10	-0.3%	120-26
Low	118-13	118-12	-0-01	0.0%	118-05
Close	119-06	118-16	-0-22	-0.6%	119-07
Range	1-03	0-26	-0-09	-25.7%	2-21
ATR	1-04	1-03	-0-01	-2.0%	0-00
Volume	261,103	262,397	1,294	0.5%	1,790,961

Daily Pivots for day following 08-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	121-04	120-20	118-30
R3	120-10	119-26	118-23
R2	119-16	119-16	118-21
R1	119-00	119-00	118-18	118-27
PP	118-22	118-22	118-22	118-20
S1	118-06	118-06	118-14	118-01
S2	117-28	117-28	118-11
S3	117-02	117-12	118-09
S4	116-08	116-18	118-02

Weekly Pivots for week ending 04-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	127-12	125-30	120-22
R3	124-23	123-09	119-30
R2	122-02	122-02	119-23
R1	120-20	120-20	119-15	120-00
PP	119-13	119-13	119-13	119-03
S1	117-31	117-31	118-31	117-12
S2	116-24	116-24	118-23
S3	114-03	115-10	118-16
S4	111-14	112-21	117-24

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120-26	118-05	2-21	2.2%	1-06	1.0%	13%	False	False	332,171
10	120-26	118-05	2-21	2.2%	1-02	0.9%	13%	False	False	308,928
20	120-26	115-07	5-19	4.7%	1-02	0.9%	59%	False	False	158,847
40	120-26	115-07	5-19	4.7%	1-03	0.9%	59%	False	False	79,846

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0-10
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	122-20
2.618	121-10
1.618	120-16
1.000	120-00
0.618	119-22
HIGH	119-06
0.618	118-28
0.500	118-25
0.382	118-22
LOW	118-12
0.618	117-28
1.000	117-18
1.618	117-02
2.618	116-08
4.250	114-30

Fisher Pivots for day following 08-Mar-2011
Pivot	1 day	3 day
R1	118-25	118-26
PP	118-22	118-23
S1	118-19	118-20

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

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