ECBOT 30 Year Treasury Bond Future March 2012
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 10-Oct-2011 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 07-Oct-2011 | 10-Oct-2011 | Change | Change % | Previous Week |  
                        | Open | 142-05 | 139-24 | -2-13 | -1.7% | 142-29 |  
                        | High | 142-05 | 139-24 | -2-13 | -1.7% | 145-31 |  
                        | Low | 139-26 | 138-08 | -1-18 | -1.1% | 139-26 |  
                        | Close | 140-26 | 138-04 | -2-22 | -1.9% | 140-26 |  
                        | Range | 2-11 | 1-16 | -0-27 | -36.0% | 6-05 |  
                        | ATR | 1-22 | 1-24 | 0-02 | 3.7% | 0-00 |  
                        | Volume | 124 | 225 | 101 | 81.5% | 802 |  | 
    
| 
        
            | Daily Pivots for day following 10-Oct-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 143-07 | 142-05 | 138-30 |  |  
                | R3 | 141-23 | 140-21 | 138-17 |  |  
                | R2 | 140-07 | 140-07 | 138-13 |  |  
                | R1 | 139-05 | 139-05 | 138-08 | 138-30 |  
                | PP | 138-23 | 138-23 | 138-23 | 138-19 |  
                | S1 | 137-21 | 137-21 | 138-00 | 137-14 |  
                | S2 | 137-07 | 137-07 | 137-27 |  |  
                | S3 | 135-23 | 136-05 | 137-23 |  |  
                | S4 | 134-07 | 134-21 | 137-10 |  |  | 
        
            | Weekly Pivots for week ending 07-Oct-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 160-21 | 156-29 | 144-06 |  |  
                | R3 | 154-16 | 150-24 | 142-16 |  |  
                | R2 | 148-11 | 148-11 | 141-30 |  |  
                | R1 | 144-19 | 144-19 | 141-12 | 143-12 |  
                | PP | 142-06 | 142-06 | 142-06 | 141-19 |  
                | S1 | 138-14 | 138-14 | 140-08 | 137-08 |  
                | S2 | 136-01 | 136-01 | 139-22 |  |  
                | S3 | 129-28 | 132-09 | 139-04 |  |  
                | S4 | 123-23 | 126-04 | 137-14 |  |  | 
    
    |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 146-04 |  
            | 2.618 | 143-22 |  
            | 1.618 | 142-06 |  
            | 1.000 | 141-08 |  
            | 0.618 | 140-22 |  
            | HIGH | 139-24 |  
            | 0.618 | 139-06 |  
            | 0.500 | 139-00 |  
            | 0.382 | 138-26 |  
            | LOW | 138-08 |  
            | 0.618 | 137-10 |  
            | 1.000 | 136-24 |  
            | 1.618 | 135-26 |  
            | 2.618 | 134-10 |  
            | 4.250 | 131-28 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 10-Oct-2011 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 139-00 | 140-21 |  
                                | PP | 138-23 | 139-26 |  
                                | S1 | 138-13 | 138-31 |  |