ECBOT 30 Year Treasury Bond Future June 2012

Trading Metrics calculated at close of trading on 10-Jan-2012

Day Change Summary
	Previous	Current
	09-Jan-2012	10-Jan-2012	Change	Change %	Previous Week
Open	142-05	141-07	-0-30	-0.7%	141-27
High	142-05	141-15	-0-22	-0.5%	142-08
Low	141-15	141-07	-0-08	-0.2%	140-00
Close	141-15	141-13	-0-02	0.0%	141-19
Range	0-22	0-08	-0-14	-63.6%	2-08
ATR	1-05	1-03	-0-02	-5.6%	0-00
Volume	26	4	-22	-84.6%	60

Daily Pivots for day following 10-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	142-04	142-00	141-17
R3	141-28	141-24	141-15
R2	141-20	141-20	141-14
R1	141-16	141-16	141-14	141-18
PP	141-12	141-12	141-12	141-12
S1	141-08	141-08	141-12	141-10
S2	141-04	141-04	141-12
S3	140-28	141-00	141-11
S4	140-20	140-24	141-09

Weekly Pivots for week ending 06-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	148-01	147-02	142-27
R3	145-25	144-26	142-07
R2	143-17	143-17	142-00
R1	142-18	142-18	141-26	141-30
PP	141-09	141-09	141-09	140-31
S1	140-10	140-10	141-12	139-22
S2	139-01	139-01	141-06
S3	136-25	138-02	140-31
S4	134-17	135-26	140-11

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	142-05	140-00	2-05	1.5%	0-26	0.6%	65%	False	False	11
10	143-25	140-00	3-25	2.7%	0-27	0.6%	37%	False	False	24
20	144-23	140-00	4-23	3.3%	0-30	0.7%	30%	False	False	35

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-02
Narrowest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	142-17
2.618	142-04
1.618	141-28
1.000	141-23
0.618	141-20
HIGH	141-15
0.618	141-12
0.500	141-11
0.382	141-10
LOW	141-07
0.618	141-02
1.000	140-31
1.618	140-26
2.618	140-18
4.250	140-05

Fisher Pivots for day following 10-Jan-2012
Pivot	1 day	3 day
R1	141-12	141-10
PP	141-12	141-06
S1	141-11	141-02

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

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