ECBOT 30 Year Treasury Bond Future March 2012

Trading Metrics calculated at close of trading on 09-Mar-2012

Day Change Summary
	Previous	Current
	08-Mar-2012	09-Mar-2012	Change	Change %	Previous Week
Open	142-24	142-03	-0-21	-0.5%	142-22
High	142-30	142-06	-0-24	-0.5%	143-23
Low	141-27	141-10	-0-17	-0.4%	141-10
Close	142-04	141-24	-0-12	-0.3%	141-24
Range	1-03	0-28	-0-07	-20.0%	2-13
ATR	1-08	1-07	-0-01	-2.2%	0-00
Volume	4,804	4,372	-432	-9.0%	38,486

Daily Pivots for day following 09-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	144-12	143-30	142-07
R3	143-16	143-02	142-00
R2	142-20	142-20	141-29
R1	142-06	142-06	141-27	141-31
PP	141-24	141-24	141-24	141-20
S1	141-10	141-10	141-21	141-03
S2	140-28	140-28	141-19
S3	140-00	140-14	141-16
S4	139-04	139-18	141-09

Weekly Pivots for week ending 09-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	149-15	148-01	143-02
R3	147-02	145-20	142-13
R2	144-21	144-21	142-06
R1	143-07	143-07	141-31	142-24
PP	142-08	142-08	142-08	142-01
S1	140-26	140-26	141-17	140-10
S2	139-27	139-27	141-10
S3	137-14	138-13	141-03
S4	135-01	136-00	140-14

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	143-23	141-10	2-13	1.7%	1-00	0.7%	18%	False	True	7,697
10	144-14	141-10	3-04	2.2%	1-05	0.8%	14%	False	True	127,910
20	144-14	140-31	3-15	2.4%	1-05	0.8%	23%	False	False	223,997
40	145-15	140-21	4-26	3.4%	1-10	0.9%	23%	False	False	280,907
60	146-11	140-21	5-22	4.0%	1-12	1.0%	19%	False	False	257,080
80	146-11	139-24	6-19	4.7%	1-14	1.0%	30%	False	False	238,426
100	146-11	134-22	11-21	8.2%	1-17	1.1%	61%	False	False	190,942
120	146-12	134-22	11-22	8.2%	1-18	1.1%	60%	False	False	159,144

Crabel Price Patterns
NR	True
NR4	False
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	True
Bear Hook	False
Bull Hook	False
Stretch	0-06
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	145-29
2.618	144-15
1.618	143-19
1.000	143-02
0.618	142-23
HIGH	142-06
0.618	141-27
0.500	141-24
0.382	141-21
LOW	141-10
0.618	140-25
1.000	140-14
1.618	139-29
2.618	139-01
4.250	137-19

Fisher Pivots for day following 09-Mar-2012
Pivot	1 day	3 day
R1	141-24	142-11
PP	141-24	142-05
S1	141-24	141-30

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

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