ECBOT 30 Year Treasury Bond Future June 2012

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

Day Change Summary
	Previous	Current
	23-Feb-2012	24-Feb-2012	Change	Change %	Previous Week
Open	140-25	141-00	0-07	0.2%	140-21
High	141-14	141-21	0-07	0.2%	141-21
Low	140-08	140-27	0-19	0.4%	139-19
Close	141-08	141-18	0-10	0.2%	141-18
Range	1-06	0-26	-0-12	-31.6%	2-02
ATR	1-07	1-06	-0-01	-2.4%	0-00
Volume	31,788	129,291	97,503	306.7%	170,072

Daily Pivots for day following 24-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	143-25	143-16	142-00
R3	142-31	142-22	141-25
R2	142-05	142-05	141-23
R1	141-28	141-28	141-20	142-00
PP	141-11	141-11	141-11	141-14
S1	141-02	141-02	141-16	141-06
S2	140-17	140-17	141-13
S3	139-23	140-08	141-11
S4	138-29	139-14	141-04

Weekly Pivots for week ending 24-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	147-04	146-13	142-22
R3	145-02	144-11	142-04
R2	143-00	143-00	141-30
R1	142-09	142-09	141-24	142-20
PP	140-30	140-30	140-30	141-04
S1	140-07	140-07	141-12	140-18
S2	138-28	138-28	141-06
S3	136-26	138-05	141-00
S4	134-24	136-03	140-14

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	141-21	139-19	2-02	1.5%	1-01	0.7%	95%	True	False	34,541
10	142-10	139-19	2-23	1.9%	1-04	0.8%	72%	False	False	17,886
20	144-00	139-15	4-17	3.2%	1-05	0.8%	46%	False	False	9,977
40	144-00	139-11	4-21	3.3%	1-03	0.8%	48%	False	False	5,105

Crabel Price Patterns
NR	True
NR4	True
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	False
Bear Hook	False
Bull Hook	False
Stretch	0-06
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	145-04
2.618	143-25
1.618	142-31
1.000	142-15
0.618	142-05
HIGH	141-21
0.618	141-11
0.500	141-08
0.382	141-05
LOW	140-27
0.618	140-11
1.000	140-01
1.618	139-17
2.618	138-23
4.250	137-12

Fisher Pivots for day following 24-Feb-2012
Pivot	1 day	3 day
R1	141-15	141-08
PP	141-11	140-30
S1	141-08	140-20

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

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