ECBOT 30 Year Treasury Bond Future March 2012
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 26-Sep-2011 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 23-Sep-2011 | 26-Sep-2011 | Change | Change % | Previous Week |  
                        | Open | 145-18 | 143-30 | -1-20 | -1.1% | 139-13 |  
                        | High | 146-12 | 144-16 | -1-28 | -1.3% | 146-12 |  
                        | Low | 143-29 | 142-11 | -1-18 | -1.1% | 139-13 |  
                        | Close | 144-09 | 142-12 | -1-29 | -1.3% | 144-09 |  
                        | Range | 2-15 | 2-05 | -0-10 | -12.7% | 6-31 |  
                        | ATR | 1-16 | 1-18 | 0-01 | 3.1% | 0-00 |  
                        | Volume | 288 | 195 | -93 | -32.3% | 645 |  | 
    
| 
        
            | Daily Pivots for day following 26-Sep-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 149-17 | 148-04 | 143-18 |  |  
                | R3 | 147-12 | 145-31 | 142-31 |  |  
                | R2 | 145-07 | 145-07 | 142-25 |  |  
                | R1 | 143-26 | 143-26 | 142-18 | 143-14 |  
                | PP | 143-02 | 143-02 | 143-02 | 142-28 |  
                | S1 | 141-21 | 141-21 | 142-06 | 141-09 |  
                | S2 | 140-29 | 140-29 | 141-31 |  |  
                | S3 | 138-24 | 139-16 | 141-25 |  |  
                | S4 | 136-19 | 137-11 | 141-06 |  |  | 
        
            | Weekly Pivots for week ending 23-Sep-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 164-08 | 161-08 | 148-04 |  |  
                | R3 | 157-09 | 154-09 | 146-06 |  |  
                | R2 | 150-10 | 150-10 | 145-18 |  |  
                | R1 | 147-10 | 147-10 | 144-29 | 148-26 |  
                | PP | 143-11 | 143-11 | 143-11 | 144-04 |  
                | S1 | 140-11 | 140-11 | 143-21 | 141-27 |  
                | S2 | 136-12 | 136-12 | 143-00 |  |  
                | S3 | 129-13 | 133-12 | 142-12 |  |  
                | S4 | 122-14 | 126-13 | 140-14 |  |  | 
    
    |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 153-21 |  
            | 2.618 | 150-05 |  
            | 1.618 | 148-00 |  
            | 1.000 | 146-21 |  
            | 0.618 | 145-27 |  
            | HIGH | 144-16 |  
            | 0.618 | 143-22 |  
            | 0.500 | 143-14 |  
            | 0.382 | 143-05 |  
            | LOW | 142-11 |  
            | 0.618 | 141-00 |  
            | 1.000 | 140-06 |  
            | 1.618 | 138-27 |  
            | 2.618 | 136-22 |  
            | 4.250 | 133-06 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 26-Sep-2011 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 143-14 | 144-12 |  
                                | PP | 143-02 | 143-22 |  
                                | S1 | 142-23 | 143-01 |  |