ECBOT 30 Year Treasury Bond Future June 2011

Trading Metrics calculated at close of trading on 11-Mar-2011

Day Change Summary
	Previous	Current
	10-Mar-2011	11-Mar-2011	Change	Change %	Previous Week
Open	119-08	120-24	1-16	1.3%	119-04
High	120-27	121-04	0-09	0.2%	121-04
Low	119-04	120-01	0-29	0.8%	118-11
Close	120-10	120-09	-0-01	0.0%	120-09
Range	1-23	1-03	-0-20	-36.4%	2-25
ATR	1-05	1-05	0-00	-0.4%	0-00
Volume	437,777	337,454	-100,323	-22.9%	1,623,107

Daily Pivots for day following 11-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	123-24	123-04	120-28
R3	122-21	122-01	120-19
R2	121-18	121-18	120-15
R1	120-30	120-30	120-12	120-22
PP	120-15	120-15	120-15	120-12
S1	119-27	119-27	120-06	119-20
S2	119-12	119-12	120-03
S3	118-09	118-24	119-31
S4	117-06	117-21	119-22

Weekly Pivots for week ending 11-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	128-08	127-02	121-26
R3	125-15	124-09	121-01
R2	122-22	122-22	120-25
R1	121-16	121-16	120-17	122-03
PP	119-29	119-29	119-29	120-07
S1	118-23	118-23	120-01	119-10
S2	117-04	117-04	119-25
S3	114-11	115-30	119-17
S4	111-18	113-05	118-24

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	121-04	118-11	2-25	2.3%	1-07	1.0%	70%	True	False	324,621
10	121-04	118-05	2-31	2.5%	1-06	1.0%	72%	True	False	341,406
20	121-04	116-01	5-03	4.2%	1-03	0.9%	83%	True	False	212,985
40	121-04	115-07	5-29	4.9%	1-04	0.9%	86%	True	False	107,331

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	0-09
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	125-25
2.618	124-00
1.618	122-29
1.000	122-07
0.618	121-26
HIGH	121-04
0.618	120-23
0.500	120-18
0.382	120-14
LOW	120-01
0.618	119-11
1.000	118-30
1.618	118-08
2.618	117-05
4.250	115-12

Fisher Pivots for day following 11-Mar-2011
Pivot	1 day	3 day
R1	120-18	120-03
PP	120-15	119-29
S1	120-12	119-24

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

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