ECBOT 30 Year Treasury Bond Future December 2011

Trading Metrics calculated at close of trading on 12-Sep-2011

Day Change Summary
	Previous	Current
	09-Sep-2011	12-Sep-2011	Change	Change %	Previous Week
Open	140-01	141-12	1-11	1.0%	140-12
High	141-19	141-31	0-12	0.3%	141-29
Low	139-17	140-23	1-06	0.9%	139-07
Close	141-10	141-12	0-02	0.0%	141-10
Range	2-02	1-08	-0-26	-39.4%	2-22
ATR	2-02	2-00	-0-02	-2.8%	0-00
Volume	309,038	234,170	-74,868	-24.2%	1,340,106

Daily Pivots for day following 12-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	145-03	144-16	142-02
R3	143-27	143-08	141-23
R2	142-19	142-19	141-19
R1	142-00	142-00	141-16	142-00
PP	141-11	141-11	141-11	141-12
S1	140-24	140-24	141-08	140-24
S2	140-03	140-03	141-05
S3	138-27	139-16	141-01
S4	137-19	138-08	140-22

Weekly Pivots for week ending 09-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	148-28	147-25	142-25
R3	146-06	145-03	142-02
R2	143-16	143-16	141-26
R1	142-13	142-13	141-18	142-30
PP	140-26	140-26	140-26	141-03
S1	139-23	139-23	141-02	140-08
S2	138-04	138-04	140-26
S3	135-14	137-01	140-18
S4	132-24	134-11	139-27

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	141-31	139-07	2-24	1.9%	1-17	1.1%	78%	True	False	314,855
10	141-31	135-01	6-30	4.9%	1-30	1.4%	91%	True	False	318,628
20	141-31	134-04	7-27	5.5%	1-31	1.4%	92%	True	False	183,174
40	141-31	123-10	18-21	13.2%	2-01	1.4%	97%	True	False	92,408
60	141-31	120-28	21-03	14.9%	1-20	1.1%	97%	True	False	61,644
80	141-31	120-28	21-03	14.9%	1-09	0.9%	97%	True	False	46,236
100	141-31	118-01	23-30	16.9%	1-01	0.7%	98%	True	False	36,995

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0-12
Narrowest range in 31 trading days

Fibonacci Retracements and Extensions
4.250	147-09
2.618	145-08
1.618	144-00
1.000	143-07
0.618	142-24
HIGH	141-31
0.618	141-16
0.500	141-11
0.382	141-06
LOW	140-23
0.618	139-30
1.000	139-15
1.618	138-22
2.618	137-14
4.250	135-13

Fisher Pivots for day following 12-Sep-2011
Pivot	1 day	3 day
R1	141-12	141-04
PP	141-11	140-28
S1	141-11	140-20

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

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