ECBOT 30 Year Treasury Bond Future June 2012

Trading Metrics calculated at close of trading on 24-Jan-2012

Day Change Summary
	Previous	Current
	23-Jan-2012	24-Jan-2012	Change	Change %	Previous Week
Open	140-22	140-01	-0-21	-0.5%	143-19
High	140-25	140-06	-0-19	-0.4%	143-28
Low	139-11	139-19	0-08	0.2%	140-12
Close	139-23	139-23	0-00	0.0%	140-14
Range	1-14	0-19	-0-27	-58.7%	3-16
ATR	1-05	1-04	-0-01	-3.5%	0-00
Volume	148	135	-13	-8.8%	1,520

Daily Pivots for day following 24-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	141-20	141-08	140-01
R3	141-01	140-21	139-28
R2	140-14	140-14	139-26
R1	140-02	140-02	139-25	139-30
PP	139-27	139-27	139-27	139-25
S1	139-15	139-15	139-21	139-12
S2	139-08	139-08	139-20
S3	138-21	138-28	139-18
S4	138-02	138-09	139-13

Weekly Pivots for week ending 20-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	152-02	149-24	142-12
R3	148-18	146-08	141-13
R2	145-02	145-02	141-03
R1	142-24	142-24	140-24	142-05
PP	141-18	141-18	141-18	141-08
S1	139-08	139-08	140-04	138-21
S2	138-02	138-02	139-25
S3	134-18	135-24	139-15
S4	131-02	132-08	138-16

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	143-28	139-11	4-17	3.2%	1-08	0.9%	8%	False	False	294
10	143-28	139-11	4-17	3.2%	1-00	0.7%	8%	False	False	388
20	143-28	139-11	4-17	3.2%	0-31	0.7%	8%	False	False	206

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	0-04
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	142-23
2.618	141-24
1.618	141-05
1.000	140-25
0.618	140-18
HIGH	140-06
0.618	139-31
0.500	139-28
0.382	139-26
LOW	139-19
0.618	139-07
1.000	139-00
1.618	138-20
2.618	138-01
4.250	137-02

Fisher Pivots for day following 24-Jan-2012
Pivot	1 day	3 day
R1	139-28	140-14
PP	139-27	140-06
S1	139-25	139-31

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

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