ECBOT 30 Year Treasury Bond Future March 2012

Trading Metrics calculated at close of trading on 12-Dec-2011

Day Change Summary
	Previous	Current
	09-Dec-2011	12-Dec-2011	Change	Change %	Previous Week
Open	142-21	141-02	-1-19	-1.1%	141-25
High	142-26	142-14	-0-12	-0.3%	142-26
Low	140-28	140-25	-0-03	-0.1%	140-03
Close	141-05	142-04	0-31	0.7%	141-05
Range	1-30	1-21	-0-09	-14.5%	2-23
ATR	1-27	1-26	0-00	-0.7%	0-00
Volume	273,524	193,910	-79,614	-29.1%	1,379,265

Daily Pivots for day following 12-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	146-24	146-03	143-01
R3	145-03	144-14	142-19
R2	143-14	143-14	142-14
R1	142-25	142-25	142-09	143-04
PP	141-25	141-25	141-25	141-30
S1	141-04	141-04	141-31	141-14
S2	140-04	140-04	141-26
S3	138-15	139-15	141-21
S4	136-26	137-26	141-07

Weekly Pivots for week ending 09-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	149-16	148-02	142-21
R3	146-25	145-11	141-29
R2	144-02	144-02	141-21
R1	142-20	142-20	141-13	142-00
PP	141-11	141-11	141-11	141-01
S1	139-29	139-29	140-29	139-08
S2	138-20	138-20	140-21
S3	135-29	137-06	140-13
S4	133-06	134-15	139-21

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	142-26	140-03	2-23	1.9%	1-26	1.3%	75%	False	False	262,238
10	143-25	139-24	4-01	2.8%	1-28	1.3%	59%	False	False	312,032
20	145-08	139-24	5-16	3.9%	1-22	1.2%	43%	False	False	182,466
40	145-08	134-22	10-18	7.4%	1-25	1.3%	70%	False	False	91,735
60	146-12	134-22	11-22	8.2%	1-24	1.2%	64%	False	False	61,208
80	146-12	134-05	12-07	8.6%	1-15	1.0%	65%	False	False	45,911
100	146-12	122-03	24-09	17.1%	1-09	0.9%	82%	False	False	36,730

Crabel Price Patterns
NR	True
NR4	True
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	0-16
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	149-15
2.618	146-25
1.618	145-04
1.000	144-03
0.618	143-15
HIGH	142-14
0.618	141-26
0.500	141-20
0.382	141-13
LOW	140-25
0.618	139-24
1.000	139-04
1.618	138-03
2.618	136-14
4.250	133-24

Fisher Pivots for day following 12-Dec-2011
Pivot	1 day	3 day
R1	141-30	141-31
PP	141-25	141-25
S1	141-20	141-20

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

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