ECBOT 30 Year Treasury Bond Future September 2011

Trading Metrics calculated at close of trading on 25-Aug-2011

Day Change Summary
	Previous	Current
	24-Aug-2011	25-Aug-2011	Change	Change %	Previous Week
Open	138-31	136-14	-2-17	-1.8%	136-12
High	139-16	137-24	-1-24	-1.3%	141-06
Low	136-10	136-02	-0-08	-0.2%	135-16
Close	136-27	137-18	0-23	0.5%	140-07
Range	3-06	1-22	-1-16	-47.1%	5-22
ATR	2-08	2-07	-0-01	-1.8%	0-00
Volume	456,437	490,771	34,334	7.5%	1,657,545

Daily Pivots for day following 25-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	142-06	141-18	138-16
R3	140-16	139-28	138-01
R2	138-26	138-26	137-28
R1	138-06	138-06	137-23	138-16
PP	137-04	137-04	137-04	137-09
S1	136-16	136-16	137-13	136-26
S2	135-14	135-14	137-08
S3	133-24	134-26	137-03
S4	132-02	133-04	136-20

Weekly Pivots for week ending 19-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	156-01	153-26	143-11
R3	150-11	148-04	141-25
R2	144-21	144-21	141-08
R1	142-14	142-14	140-24	143-18
PP	138-31	138-31	138-31	139-17
S1	136-24	136-24	139-22	137-28
S2	133-09	133-09	139-06
S3	127-19	131-02	138-21
S4	121-29	125-12	137-03

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	140-29	136-02	4-27	3.5%	2-00	1.4%	31%	False	True	391,280
10	141-06	135-11	5-27	4.2%	2-00	1.5%	38%	False	False	357,393
20	141-06	125-30	15-08	11.1%	2-21	1.9%	76%	False	False	438,299
40	141-06	122-05	19-01	13.8%	1-31	1.4%	81%	False	False	377,742
60	141-06	122-05	19-01	13.8%	1-23	1.2%	81%	False	False	368,581
80	141-06	121-22	19-16	14.2%	1-17	1.1%	81%	False	False	297,365
100	141-06	116-11	24-27	18.1%	1-12	1.0%	85%	False	False	237,965
120	141-06	116-11	24-27	18.1%	1-06	0.9%	85%	False	False	198,310

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	0-13
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	144-30
2.618	142-05
1.618	140-15
1.000	139-14
0.618	138-25
HIGH	137-24
0.618	137-03
0.500	136-29
0.382	136-23
LOW	136-02
0.618	135-01
1.000	134-12
1.618	133-11
2.618	131-21
4.250	128-28

Fisher Pivots for day following 25-Aug-2011
Pivot	1 day	3 day
R1	137-11	138-09
PP	137-04	138-01
S1	136-29	137-26

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

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