ECBOT 30 Year Treasury Bond Future June 2011

Trading Metrics calculated at close of trading on 22-Mar-2011

Day Change Summary
	Previous	Current
	21-Mar-2011	22-Mar-2011	Change	Change %	Previous Week
Open	121-27	121-13	-0-14	-0.4%	120-12
High	121-29	121-21	-0-08	-0.2%	123-22
Low	120-25	120-30	0-05	0.1%	119-24
Close	121-15	121-15	0-00	0.0%	121-24
Range	1-04	0-23	-0-13	-36.1%	3-30
ATR	1-10	1-09	-0-01	-3.3%	0-00
Volume	269,891	245,923	-23,968	-8.9%	1,936,035

Daily Pivots for day following 22-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	123-16	123-07	121-28
R3	122-25	122-16	121-21
R2	122-02	122-02	121-19
R1	121-25	121-25	121-17	121-30
PP	121-11	121-11	121-11	121-14
S1	121-02	121-02	121-13	121-06
S2	120-20	120-20	121-11
S3	119-29	120-11	121-09
S4	119-06	119-20	121-02

Weekly Pivots for week ending 18-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	133-17	131-19	123-29
R3	129-19	127-21	122-27
R2	125-21	125-21	122-15
R1	123-23	123-23	122-04	124-22
PP	121-23	121-23	121-23	122-07
S1	119-25	119-25	121-12	120-24
S2	117-25	117-25	121-01
S3	113-27	115-27	120-21
S4	109-29	111-29	119-19

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	123-22	120-23	2-31	2.4%	1-16	1.2%	25%	False	False	335,593
10	123-22	118-11	5-11	4.4%	1-15	1.2%	58%	False	False	355,145
20	123-22	118-05	5-17	4.6%	1-09	1.0%	60%	False	False	332,037
40	123-22	115-07	8-15	7.0%	1-06	1.0%	74%	False	False	168,573

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0-08
Narrowest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	124-23
2.618	123-17
1.618	122-26
1.000	122-12
0.618	122-03
HIGH	121-21
0.618	121-12
0.500	121-10
0.382	121-07
LOW	120-30
0.618	120-16
1.000	120-07
1.618	119-25
2.618	119-02
4.250	117-28

Fisher Pivots for day following 22-Mar-2011
Pivot	1 day	3 day
R1	121-13	121-14
PP	121-11	121-13
S1	121-10	121-12

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

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