ECBOT 30 Year Treasury Bond Future June 2012

Trading Metrics calculated at close of trading on 01-Feb-2012

Day Change Summary
	Previous	Current
	31-Jan-2012	01-Feb-2012	Change	Change %	Previous Week
Open	142-31	143-23	0-24	0.5%	140-22
High	144-00	143-25	-0-07	-0.2%	142-03
Low	142-20	142-29	0-09	0.2%	139-11
Close	144-00	142-30	-1-02	-0.7%	142-00
Range	1-12	0-28	-0-16	-36.4%	2-24
ATR	1-08	1-07	0-00	-0.8%	0-00
Volume	4,121	2,537	-1,584	-38.4%	1,147

Daily Pivots for day following 01-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	145-27	145-08	143-13
R3	144-31	144-12	143-06
R2	144-03	144-03	143-03
R1	143-16	143-16	143-01	143-12
PP	143-07	143-07	143-07	143-04
S1	142-20	142-20	142-27	142-16
S2	142-11	142-11	142-25
S3	141-15	141-24	142-22
S4	140-19	140-28	142-15

Weekly Pivots for week ending 27-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	149-13	148-14	143-16
R3	146-21	145-22	142-24
R2	143-29	143-29	142-16
R1	142-30	142-30	142-08	143-14
PP	141-05	141-05	141-05	141-12
S1	140-06	140-06	141-24	140-22
S2	138-13	138-13	141-16
S3	135-21	137-14	141-08
S4	132-29	134-22	140-16

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	144-00	140-18	3-14	2.4%	1-04	0.8%	69%	False	False	1,624
10	144-00	139-11	4-21	3.3%	1-10	0.9%	77%	False	False	951
20	144-00	139-11	4-21	3.3%	1-03	0.8%	77%	False	False	608
40	144-23	139-11	5-12	3.8%	1-01	0.7%	67%	False	False	341

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
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	0-03
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	147-16
2.618	146-02
1.618	145-06
1.000	144-21
0.618	144-10
HIGH	143-25
0.618	143-14
0.500	143-11
0.382	143-08
LOW	142-29
0.618	142-12
1.000	142-01
1.618	141-16
2.618	140-20
4.250	139-06

Fisher Pivots for day following 01-Feb-2012
Pivot	1 day	3 day
R1	143-11	143-02
PP	143-07	143-01
S1	143-02	143-00

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

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