ECBOT 30 Year Treasury Bond Future December 2011

Trading Metrics calculated at close of trading on 02-Nov-2011

Day Change Summary
	Previous	Current
	01-Nov-2011	02-Nov-2011	Change	Change %	Previous Week
Open	139-25	142-04	2-11	1.7%	138-16
High	142-26	142-22	-0-04	-0.1%	140-13
Low	139-12	140-24	1-12	1.0%	135-05
Close	142-00	141-24	-0-08	-0.2%	136-28
Range	3-14	1-30	-1-16	-43.6%	5-08
ATR	2-11	2-10	-0-01	-1.2%	0-00
Volume	535,682	333,103	-202,579	-37.8%	1,755,298

Daily Pivots for day following 02-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	147-17	146-19	142-26
R3	145-19	144-21	142-09
R2	143-21	143-21	142-03
R1	142-23	142-23	141-30	142-07
PP	141-23	141-23	141-23	141-16
S1	140-25	140-25	141-18	140-09
S2	139-25	139-25	141-13
S3	137-27	138-27	141-07
S4	135-29	136-29	140-22

Weekly Pivots for week ending 28-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	153-07	150-10	139-24
R3	147-31	145-02	138-10
R2	142-23	142-23	137-27
R1	139-26	139-26	137-11	138-20
PP	137-15	137-15	137-15	136-29
S1	134-18	134-18	136-13	133-12
S2	132-07	132-07	135-29
S3	126-31	129-10	135-14
S4	121-23	124-02	134-00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	142-26	135-05	7-21	5.4%	2-29	2.1%	86%	False	False	398,421
10	142-26	135-05	7-21	5.4%	2-10	1.6%	86%	False	False	353,470
20	144-08	135-05	9-03	6.4%	2-06	1.5%	73%	False	False	317,518
40	147-00	135-05	11-27	8.4%	2-03	1.5%	56%	False	False	322,937
60	147-00	133-24	13-08	9.3%	2-04	1.5%	60%	False	False	263,271
80	147-00	123-10	23-22	16.7%	2-01	1.4%	78%	False	False	197,708
100	147-00	120-28	26-04	18.4%	1-25	1.3%	80%	False	False	158,187
120	147-00	120-28	26-04	18.4%	1-17	1.1%	80%	False	False	131,825

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
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	150-30
2.618	147-24
1.618	145-26
1.000	144-20
0.618	143-28
HIGH	142-22
0.618	141-30
0.500	141-23
0.382	141-16
LOW	140-24
0.618	139-18
1.000	138-26
1.618	137-20
2.618	135-22
4.250	132-16

Fisher Pivots for day following 02-Nov-2011
Pivot	1 day	3 day
R1	141-24	141-02
PP	141-23	140-12
S1	141-23	139-22

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

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