ECBOT 30 Year Treasury Bond Future March 2012

Trading Metrics calculated at close of trading on 12-Mar-2012

Day Change Summary
	Previous	Current
	09-Mar-2012	12-Mar-2012	Change	Change %	Previous Week
Open	142-03	141-29	-0-06	-0.1%	142-22
High	142-06	142-17	0-11	0.2%	143-23
Low	141-10	141-29	0-19	0.4%	141-10
Close	141-24	141-31	0-07	0.2%	141-24
Range	0-28	0-20	-0-08	-28.6%	2-13
ATR	1-07	1-06	-0-01	-2.6%	0-00
Volume	4,372	2,586	-1,786	-40.9%	38,486

Daily Pivots for day following 12-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	144-00	143-20	142-10
R3	143-12	143-00	142-04
R2	142-24	142-24	142-03
R1	142-12	142-12	142-01	142-18
PP	142-04	142-04	142-04	142-08
S1	141-24	141-24	141-29	141-30
S2	141-16	141-16	141-27
S3	140-28	141-04	141-26
S4	140-08	140-16	141-20

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%	0-31	0.7%	27%	False	False	6,067
10	144-14	141-10	3-04	2.2%	1-03	0.8%	21%	False	False	76,622
20	144-14	140-31	3-15	2.4%	1-04	0.8%	29%	False	False	208,859
40	145-15	140-21	4-26	3.4%	1-10	0.9%	27%	False	False	272,850
60	146-11	140-21	5-22	4.0%	1-11	0.9%	23%	False	False	251,758
80	146-11	139-24	6-19	4.6%	1-14	1.0%	34%	False	False	238,452
100	146-11	134-22	11-21	8.2%	1-17	1.1%	62%	False	False	190,967
120	146-12	134-22	11-22	8.2%	1-18	1.1%	62%	False	False	159,165

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	0-05
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	145-06
2.618	144-05
1.618	143-17
1.000	143-05
0.618	142-29
HIGH	142-17
0.618	142-09
0.500	142-07
0.382	142-05
LOW	141-29
0.618	141-17
1.000	141-09
1.618	140-29
2.618	140-09
4.250	139-08

Fisher Pivots for day following 12-Mar-2012
Pivot	1 day	3 day
R1	142-07	142-04
PP	142-04	142-02
S1	142-02	142-01

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

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