ECBOT 30 Year Treasury Bond Future June 2012

Trading Metrics calculated at close of trading on 30-Apr-2012

Day Change Summary
	Previous	Current
	27-Apr-2012	30-Apr-2012	Change	Change %	Previous Week
Open	142-20	142-21	0-01	0.0%	142-02
High	143-18	143-02	-0-16	-0.3%	143-18
Low	142-10	142-13	0-03	0.1%	141-03
Close	142-23	142-28	0-05	0.1%	142-23
Range	1-08	0-21	-0-19	-47.5%	2-15
ATR	1-07	1-06	-0-01	-3.3%	0-00
Volume	223,283	184,062	-39,221	-17.6%	1,296,093

Daily Pivots for day following 30-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	144-24	144-15	143-08
R3	144-03	143-26	143-02
R2	143-14	143-14	143-00
R1	143-05	143-05	142-30	143-10
PP	142-25	142-25	142-25	142-27
S1	142-16	142-16	142-26	142-20
S2	142-04	142-04	142-24
S3	141-15	141-27	142-22
S4	140-26	141-06	142-16

Weekly Pivots for week ending 27-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	149-28	148-24	144-02
R3	147-13	146-09	143-13
R2	144-30	144-30	143-05
R1	143-26	143-26	142-30	144-12
PP	142-15	142-15	142-15	142-24
S1	141-11	141-11	142-16	141-29
S2	140-00	140-00	142-09
S3	137-17	138-28	142-01
S4	135-02	136-13	141-12

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	143-18	141-03	2-15	1.7%	1-02	0.7%	72%	False	False	249,668
10	143-18	141-03	2-15	1.7%	0-31	0.7%	72%	False	False	251,892
20	143-18	136-12	7-06	5.0%	1-05	0.8%	90%	False	False	282,914
40	143-18	135-05	8-13	5.9%	1-07	0.9%	92%	False	False	299,746
60	143-18	135-05	8-13	5.9%	1-07	0.9%	92%	False	False	233,483
80	144-00	135-05	8-27	6.2%	1-06	0.8%	87%	False	False	175,285
100	144-23	135-05	9-18	6.7%	1-05	0.8%	81%	False	False	140,241

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	0-09
Narrowest range in 60 trading days

Fibonacci Retracements and Extensions
4.250	145-27
2.618	144-25
1.618	144-04
1.000	143-23
0.618	143-15
HIGH	143-02
0.618	142-26
0.500	142-24
0.382	142-21
LOW	142-13
0.618	142-00
1.000	141-24
1.618	141-11
2.618	140-22
4.250	139-20

Fisher Pivots for day following 30-Apr-2012
Pivot	1 day	3 day
R1	142-26	142-25
PP	142-25	142-23
S1	142-24	142-20

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

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