ECBOT 30 Year Treasury Bond Future March 2012

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

Day Change Summary
	Previous	Current
	23-Dec-2011	27-Dec-2011	Change	Change %	Previous Week
Open	143-12	142-03	-1-09	-0.9%	145-05
High	143-14	142-18	-0-28	-0.6%	146-11
Low	141-28	142-01	0-05	0.1%	141-28
Close	141-31	142-14	0-15	0.3%	141-31
Range	1-18	0-17	-1-01	-66.0%	4-15
ATR	1-23	1-21	-0-03	-4.7%	0-00
Volume	125,571	50,401	-75,170	-59.9%	906,697

Daily Pivots for day following 27-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	143-30	143-23	142-23
R3	143-13	143-06	142-19
R2	142-28	142-28	142-17
R1	142-21	142-21	142-16	142-24
PP	142-11	142-11	142-11	142-13
S1	142-04	142-04	142-12	142-08
S2	141-26	141-26	142-11
S3	141-09	141-19	142-09
S4	140-24	141-02	142-05

Weekly Pivots for week ending 23-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	156-26	153-27	144-14
R3	152-11	149-12	143-06
R2	147-28	147-28	142-25
R1	144-29	144-29	142-12	144-05
PP	143-13	143-13	143-13	143-00
S1	140-14	140-14	141-18	139-22
S2	138-30	138-30	141-05
S3	134-15	135-31	140-24
S4	130-00	131-16	139-16

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	146-03	141-28	4-07	3.0%	1-11	0.9%	13%	False	False	155,551
10	146-11	141-10	5-01	3.5%	1-17	1.1%	22%	False	False	213,809
20	146-11	139-24	6-19	4.6%	1-23	1.2%	41%	False	False	262,920
40	146-11	136-25	9-18	6.7%	1-24	1.2%	59%	False	False	145,071
60	146-11	134-22	11-21	8.2%	1-23	1.2%	66%	False	False	96,820
80	146-12	134-22	11-22	8.2%	1-20	1.1%	66%	False	False	72,636
100	146-12	129-00	17-12	12.2%	1-13	1.0%	77%	False	False	58,111

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-10
Narrowest range in 53 trading days

Fibonacci Retracements and Extensions
4.250	144-26
2.618	143-31
1.618	143-14
1.000	143-03
0.618	142-29
HIGH	142-18
0.618	142-12
0.500	142-10
0.382	142-07
LOW	142-01
0.618	141-22
1.000	141-16
1.618	141-05
2.618	140-20
4.250	139-25

Fisher Pivots for day following 27-Dec-2011
Pivot	1 day	3 day
R1	142-12	142-31
PP	142-11	142-25
S1	142-10	142-20

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

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