ECBOT 30 Year Treasury Bond Future September 2011

Trading Metrics calculated at close of trading on 06-May-2011

Day Change Summary
	Previous	Current
	05-May-2011	06-May-2011	Change	Change %	Previous Week
Open	122-07	123-07	1-00	0.8%	120-31
High	123-07	123-10	0-03	0.1%	123-10
Low	122-07	122-02	-0-05	-0.1%	120-22
Close	122-29	123-00	0-03	0.1%	123-00
Range	1-00	1-08	0-08	25.0%	2-20
ATR	0-24	0-25	0-01	5.0%	0-00
Volume	1,016	2,936	1,920	189.0%	5,068

Daily Pivots for day following 06-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	126-17	126-01	123-22
R3	125-09	124-25	123-11
R2	124-01	124-01	123-07
R1	123-17	123-17	123-04	123-05
PP	122-25	122-25	122-25	122-20
S1	122-09	122-09	122-28	121-29
S2	121-17	121-17	122-25
S3	120-09	121-01	122-21
S4	119-01	119-25	122-10

Weekly Pivots for week ending 06-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	130-07	129-07	124-14
R3	127-19	126-19	123-23
R2	124-31	124-31	123-15
R1	123-31	123-31	123-08	124-15
PP	122-11	122-11	122-11	122-18
S1	121-11	121-11	122-24	121-27
S2	119-23	119-23	122-17
S3	117-03	118-23	122-09
S4	114-15	116-03	121-18

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	123-10	120-22	2-20	2.1%	0-26	0.7%	88%	True	False	1,013
10	123-10	119-19	3-23	3.0%	0-22	0.6%	92%	True	False	854
20	123-10	116-11	6-31	5.7%	0-23	0.6%	96%	True	False	543
40	123-10	116-11	6-31	5.7%	0-18	0.5%	96%	True	False	309
60	123-10	114-07	9-03	7.4%	0-13	0.3%	97%	True	False	207

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-02
Widest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	128-20
2.618	126-19
1.618	125-11
1.000	124-18
0.618	124-03
HIGH	123-10
0.618	122-27
0.500	122-22
0.382	122-17
LOW	122-02
0.618	121-09
1.000	120-26
1.618	120-01
2.618	118-25
4.250	116-24

Fisher Pivots for day following 06-May-2011
Pivot	1 day	3 day
R1	122-29	122-27
PP	122-25	122-21
S1	122-22	122-16

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

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