ECBOT 30 Year Treasury Bond Future March 2012

Trading Metrics calculated at close of trading on 30-Aug-2011

Day Change Summary
	Previous	Current
	29-Aug-2011	30-Aug-2011	Change	Change %	Previous Week
Open	135-26	136-04	0-10	0.2%	138-00
High	135-26	136-11	0-17	0.4%	138-03
Low	134-05	135-28	1-23	1.3%	134-17
Close	134-16	136-08	1-24	1.3%	135-28
Range	1-21	0-15	-1-06	-71.7%	3-18
ATR	1-06	1-07	0-02	4.0%	0-00
Volume	3	3	0	0.0%	15

Daily Pivots for day following 30-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	137-18	137-12	136-16
R3	137-03	136-29	136-12
R2	136-20	136-20	136-11
R1	136-14	136-14	136-09	136-17
PP	136-05	136-05	136-05	136-06
S1	135-31	135-31	136-07	136-02
S2	135-22	135-22	136-05
S3	135-07	135-16	136-04
S4	134-24	135-01	136-00

Weekly Pivots for week ending 26-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	146-27	144-30	137-27
R3	143-09	141-12	136-27
R2	139-23	139-23	136-17
R1	137-26	137-26	136-06	137-00
PP	136-05	136-05	136-05	135-24
S1	134-08	134-08	135-18	133-14
S2	132-19	132-19	135-07
S3	129-01	130-22	134-29
S4	125-15	127-04	133-29

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	136-11	134-05	2-06	1.6%	0-15	0.3%	96%	True	False	3
10	138-03	134-05	3-30	2.9%	0-09	0.2%	53%	False	False	7
20	138-03	128-05	9-30	7.3%	0-20	0.5%	81%	False	False	10

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	0-01
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	138-11
2.618	137-18
1.618	137-03
1.000	136-26
0.618	136-20
HIGH	136-11
0.618	136-05
0.500	136-04
0.382	136-02
LOW	135-28
0.618	135-19
1.000	135-13
1.618	135-04
2.618	134-21
4.250	133-28

Fisher Pivots for day following 30-Aug-2011
Pivot	1 day	3 day
R1	136-06	135-29
PP	136-05	135-19
S1	136-04	135-08

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

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