ECBOT 30 Year Treasury Bond Future March 2012

Trading Metrics calculated at close of trading on 02-Feb-2012

Day Change Summary
	Previous	Current
	01-Feb-2012	02-Feb-2012	Change	Change %	Previous Week
Open	145-12	144-18	-0-26	-0.6%	142-00
High	145-13	144-30	-0-15	-0.3%	143-18
Low	144-08	144-06	-0-02	0.0%	140-21
Close	144-11	144-19	0-08	0.2%	143-14
Range	1-05	0-24	-0-13	-35.1%	2-29
ATR	1-17	1-15	-0-02	-3.6%	0-00
Volume	372,251	335,758	-36,493	-9.8%	1,724,261

Daily Pivots for day following 02-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	146-26	146-15	145-00
R3	146-02	145-23	144-26
R2	145-10	145-10	144-23
R1	144-31	144-31	144-21	145-04
PP	144-18	144-18	144-18	144-21
S1	144-07	144-07	144-17	144-12
S2	143-26	143-26	144-15
S3	143-02	143-15	144-12
S4	142-10	142-23	144-06

Weekly Pivots for week ending 27-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	151-09	150-08	145-01
R3	148-12	147-11	144-08
R2	145-15	145-15	143-31
R1	144-14	144-14	143-23	144-30
PP	142-18	142-18	142-18	142-26
S1	141-17	141-17	143-05	142-02
S2	139-21	139-21	142-29
S3	136-24	138-20	142-20
S4	133-27	135-23	141-27

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	145-15	142-03	3-12	2.3%	1-11	0.9%	74%	False	False	352,173
10	145-15	140-21	4-26	3.3%	1-14	1.0%	82%	False	False	346,007
20	145-15	140-21	4-26	3.3%	1-14	1.0%	82%	False	False	314,611
40	146-11	140-03	6-08	4.3%	1-16	1.0%	72%	False	False	262,195
60	146-11	139-24	6-19	4.6%	1-18	1.1%	73%	False	False	213,932
80	146-11	134-22	11-21	8.1%	1-20	1.1%	85%	False	False	160,587
100	146-12	134-22	11-22	8.1%	1-19	1.1%	85%	False	False	128,494
120	146-12	133-13	12-31	9.0%	1-13	1.0%	86%	False	False	107,079

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

Fibonacci Retracements and Extensions
4.250	148-04
2.618	146-29
1.618	146-05
1.000	145-22
0.618	145-13
HIGH	144-30
0.618	144-21
0.500	144-18
0.382	144-15
LOW	144-06
0.618	143-23
1.000	143-14
1.618	142-31
2.618	142-07
4.250	141-00

Fisher Pivots for day following 02-Feb-2012
Pivot	1 day	3 day
R1	144-19	144-22
PP	144-18	144-21
S1	144-18	144-20

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

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