ECBOT 30 Year Treasury Bond Future December 2011

Trading Metrics calculated at close of trading on 08-Sep-2011

Day Change Summary
	Previous	Current
	07-Sep-2011	08-Sep-2011	Change	Change %	Previous Week
Open	140-21	139-12	-1-09	-0.9%	136-26
High	140-22	140-18	-0-04	-0.1%	140-13
Low	139-07	139-09	0-02	0.0%	135-01
Close	139-17	140-04	0-19	0.4%	140-11
Range	1-15	1-09	-0-06	-12.8%	5-12
ATR	2-04	2-02	-0-02	-2.8%	0-00
Volume	315,692	254,282	-61,410	-19.5%	1,612,010

Daily Pivots for day following 08-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	143-27	143-08	140-27
R3	142-18	141-31	140-15
R2	141-09	141-09	140-12
R1	140-22	140-22	140-08	141-00
PP	140-00	140-00	140-00	140-04
S1	139-13	139-13	140-00	139-22
S2	138-23	138-23	139-28
S3	137-14	138-04	139-25
S4	136-05	136-27	139-13

Weekly Pivots for week ending 02-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	154-23	152-29	143-10
R3	149-11	147-17	141-26
R2	143-31	143-31	141-11
R1	142-05	142-05	140-27	143-02
PP	138-19	138-19	138-19	139-02
S1	136-25	136-25	139-27	137-22
S2	133-07	133-07	139-11
S3	127-27	131-13	138-28
S4	122-15	126-01	137-12

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	141-29	135-01	6-28	4.9%	2-03	1.5%	74%	False	False	363,034
10	141-29	134-26	7-03	5.1%	1-31	1.4%	75%	False	False	297,370
20	141-29	133-24	8-05	5.8%	2-02	1.5%	78%	False	False	156,535
40	141-29	123-10	18-19	13.3%	1-31	1.4%	90%	False	False	78,832
60	141-29	120-28	21-01	15.0%	1-18	1.1%	92%	False	False	52,591
80	141-29	120-28	21-01	15.0%	1-08	0.9%	92%	False	False	39,447

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-10
Narrowest range in 29 trading days

Fibonacci Retracements and Extensions
4.250	146-00
2.618	143-29
1.618	142-20
1.000	141-27
0.618	141-11
HIGH	140-18
0.618	140-02
0.500	139-30
0.382	139-25
LOW	139-09
0.618	138-16
1.000	138-00
1.618	137-07
2.618	135-30
4.250	133-27

Fisher Pivots for day following 08-Sep-2011
Pivot	1 day	3 day
R1	140-02	140-18
PP	140-00	140-13
S1	139-30	140-09

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

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