ECBOT 30 Year Treasury Bond Future June 2011

Trading Metrics calculated at close of trading on 17-Mar-2011

Day Change Summary
	Previous	Current
	16-Mar-2011	17-Mar-2011	Change	Change %	Previous Week
Open	121-21	123-01	1-12	1.1%	119-04
High	123-22	123-07	-0-15	-0.4%	121-04
Low	121-01	121-14	0-13	0.3%	118-11
Close	122-16	121-30	-0-18	-0.5%	120-09
Range	2-21	1-25	-0-28	-32.9%	2-25
ATR	1-10	1-11	0-01	2.6%	0-00
Volume	525,264	359,897	-165,367	-31.5%	1,623,107

Daily Pivots for day following 17-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	127-17	126-17	122-29
R3	125-24	124-24	122-14
R2	123-31	123-31	122-08
R1	122-31	122-31	122-03	122-18
PP	122-06	122-06	122-06	122-00
S1	121-06	121-06	121-25	120-26
S2	120-13	120-13	121-20
S3	118-20	119-13	121-14
S4	116-27	117-20	120-31

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	123-22	119-24	3-30	3.2%	1-23	1.4%	56%	False	False	399,299
10	123-22	118-05	5-17	4.5%	1-15	1.2%	68%	False	False	367,083
20	123-22	117-04	6-18	5.4%	1-09	1.0%	73%	False	False	295,244
40	123-22	115-07	8-15	6.9%	1-06	1.0%	79%	False	False	148,766

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-10
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	130-25
2.618	127-28
1.618	126-03
1.000	125-00
0.618	124-10
HIGH	123-07
0.618	122-17
0.500	122-10
0.382	122-04
LOW	121-14
0.618	120-11
1.000	119-21
1.618	118-18
2.618	116-25
4.250	113-28

Fisher Pivots for day following 17-Mar-2011
Pivot	1 day	3 day
R1	122-10	122-03
PP	122-06	122-01
S1	122-02	122-00

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

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