ECBOT 30 Year Treasury Bond Future March 2012

Trading Metrics calculated at close of trading on 27-Oct-2011

Day Change Summary
	Previous	Current
	26-Oct-2011	27-Oct-2011	Change	Change %	Previous Week
Open	139-22	137-20	-2-02	-1.5%	137-14
High	139-23	137-20	-2-03	-1.5%	140-08
Low	138-04	134-22	-3-14	-2.5%	136-27
Close	138-08	134-24	-3-16	-2.5%	137-31
Range	1-19	2-30	1-11	84.3%	3-13
ATR	1-20	1-24	0-04	8.5%	0-00
Volume	212	1,026	814	384.0%	1,622

Daily Pivots for day following 27-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	144-16	142-18	136-12
R3	141-18	139-20	135-18
R2	138-20	138-20	135-09
R1	136-22	136-22	135-01	136-06
PP	135-22	135-22	135-22	135-14
S1	133-24	133-24	134-15	133-08
S2	132-24	132-24	134-07
S3	129-26	130-26	133-30
S4	126-28	127-28	133-04

Weekly Pivots for week ending 21-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	148-18	146-22	139-27
R3	145-05	143-09	138-29
R2	141-24	141-24	138-19
R1	139-28	139-28	138-09	140-26
PP	138-11	138-11	138-11	138-26
S1	136-15	136-15	137-21	137-13
S2	134-30	134-30	137-11
S3	131-17	133-02	137-01
S4	128-04	129-21	136-03

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	139-23	134-22	5-01	3.7%	1-24	1.3%	1%	False	True	343
10	140-08	134-22	5-18	4.1%	1-19	1.2%	1%	False	True	349
20	145-31	134-22	11-09	8.4%	1-19	1.2%	1%	False	True	245
40	146-12	134-22	11-22	8.7%	1-13	1.1%	1%	False	True	163
60	146-12	129-00	17-12	12.9%	1-05	0.9%	33%	False	False	112

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-10
Widest range in 25 trading days

Fibonacci Retracements and Extensions
4.250	150-04
2.618	145-10
1.618	142-12
1.000	140-18
0.618	139-14
HIGH	137-20
0.618	136-16
0.500	136-05
0.382	135-26
LOW	134-22
0.618	132-28
1.000	131-24
1.618	129-30
2.618	127-00
4.250	122-06

Fisher Pivots for day following 27-Oct-2011
Pivot	1 day	3 day
R1	136-05	137-06
PP	135-22	136-12
S1	135-07	135-18

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

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