ECBOT 30 Year Treasury Bond Future June 2012

Trading Metrics calculated at close of trading on 02-Feb-2012

Day Change Summary
	Previous	Current
	01-Feb-2012	02-Feb-2012	Change	Change %	Previous Week
Open	143-23	143-01	-0-22	-0.5%	140-22
High	143-25	143-13	-0-12	-0.3%	142-03
Low	142-29	142-30	0-01	0.0%	139-11
Close	142-30	143-05	0-07	0.2%	142-00
Range	0-28	0-15	-0-13	-46.4%	2-24
ATR	1-07	1-06	-0-02	-4.4%	0-00
Volume	2,537	1,698	-839	-33.1%	1,147

Daily Pivots for day following 02-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	144-18	144-11	143-13
R3	144-03	143-28	143-09
R2	143-20	143-20	143-08
R1	143-13	143-13	143-06	143-16
PP	143-05	143-05	143-05	143-07
S1	142-30	142-30	143-04	143-02
S2	142-22	142-22	143-02
S3	142-07	142-15	143-01
S4	141-24	142-00	142-29

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	141-03	2-29	2.0%	1-01	0.7%	71%	False	False	1,861
10	144-00	139-11	4-21	3.3%	1-05	0.8%	82%	False	False	1,079
20	144-00	139-11	4-21	3.3%	1-02	0.7%	82%	False	False	693
40	144-23	139-11	5-12	3.8%	1-01	0.7%	71%	False	False	379

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	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-03
Narrowest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	145-13
2.618	144-20
1.618	144-05
1.000	143-28
0.618	143-22
HIGH	143-13
0.618	143-07
0.500	143-06
0.382	143-04
LOW	142-30
0.618	142-21
1.000	142-15
1.618	142-06
2.618	141-23
4.250	140-30

Fisher Pivots for day following 02-Feb-2012
Pivot	1 day	3 day
R1	143-06	143-10
PP	143-05	143-08
S1	143-05	143-07

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

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