ECBOT 30 Year Treasury Bond Future September 2011

Trading Metrics calculated at close of trading on 03-May-2011

Day Change Summary
	Previous	Current
	02-May-2011	03-May-2011	Change	Change %	Previous Week
Open	120-31	121-08	0-09	0.2%	119-19
High	121-11	121-23	0-12	0.3%	121-04
Low	120-22	121-08	0-18	0.5%	119-19
Close	121-05	121-21	0-16	0.4%	120-29
Range	0-21	0-15	-0-06	-28.6%	1-17
ATR	0-23	0-23	0-00	-1.6%	0-00
Volume	429	233	-196	-45.7%	3,478

Daily Pivots for day following 03-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	122-30	122-25	121-29
R3	122-15	122-10	121-25
R2	122-00	122-00	121-24
R1	121-27	121-27	121-22	121-30
PP	121-17	121-17	121-17	121-19
S1	121-12	121-12	121-20	121-14
S2	121-02	121-02	121-18
S3	120-19	120-29	121-17
S4	120-04	120-14	121-13

Weekly Pivots for week ending 29-Apr-2011
	Classic	Woodie	Camarilla	DeMark
R4	125-04	124-18	121-24
R3	123-19	123-01	121-10
R2	122-02	122-02	121-06
R1	121-16	121-16	121-01	121-25
PP	120-17	120-17	120-17	120-22
S1	119-31	119-31	120-25	120-08
S2	119-00	119-00	120-20
S3	117-15	118-14	120-16
S4	115-30	116-29	120-02

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	121-23	119-28	1-27	1.5%	0-19	0.5%	97%	True	False	696
10	121-23	119-06	2-17	2.1%	0-18	0.5%	98%	True	False	489
20	121-23	116-11	5-12	4.4%	0-22	0.6%	99%	True	False	365
40	121-23	116-11	5-12	4.4%	0-16	0.4%	99%	True	False	199
60	121-23	114-00	7-23	6.3%	0-12	0.3%	99%	True	False	134

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	0-03
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	123-23
2.618	122-30
1.618	122-15
1.000	122-06
0.618	122-00
HIGH	121-23
0.618	121-17
0.500	121-16
0.382	121-14
LOW	121-08
0.618	120-31
1.000	120-25
1.618	120-16
2.618	120-01
4.250	119-08

Fisher Pivots for day following 03-May-2011
Pivot	1 day	3 day
R1	121-19	121-15
PP	121-17	121-09
S1	121-16	121-04

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

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