ECBOT 30 Year Treasury Bond Future June 2012

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

Day Change Summary
	Previous	Current
	23-May-2012	24-May-2012	Change	Change %	Previous Week
Open	147-08	147-27	0-19	0.4%	145-06
High	148-18	148-16	-0-02	0.0%	148-23
Low	147-02	147-01	-0-01	0.0%	145-04
Close	148-09	147-16	-0-25	-0.5%	148-10
Range	1-16	1-15	-0-01	-2.1%	3-19
ATR	1-08	1-08	0-01	1.3%	0-00
Volume	564,714	625,736	61,022	10.8%	2,274,252

Daily Pivots for day following 24-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	152-03	151-08	148-10
R3	150-20	149-25	147-29
R2	149-05	149-05	147-25
R1	148-10	148-10	147-20	148-00
PP	147-22	147-22	147-22	147-16
S1	146-27	146-27	147-12	146-17
S2	146-07	146-07	147-07
S3	144-24	145-12	147-03
S4	143-09	143-29	146-22

Weekly Pivots for week ending 18-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	158-05	156-27	150-09
R3	154-18	153-08	149-10
R2	150-31	150-31	148-31
R1	149-21	149-21	148-21	150-10
PP	147-12	147-12	147-12	147-23
S1	146-02	146-02	147-31	146-23
S2	143-25	143-25	147-21
S3	140-06	142-15	147-10
S4	136-19	138-28	146-11

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	148-20	146-22	1-30	1.3%	1-07	0.8%	42%	False	False	495,869
10	148-23	144-20	4-03	2.8%	1-08	0.9%	70%	False	False	455,164
20	148-23	141-30	6-25	4.6%	1-06	0.8%	82%	False	False	362,523
40	148-23	136-12	12-11	8.4%	1-06	0.8%	90%	False	False	328,817
60	148-23	135-05	13-18	9.2%	1-07	0.8%	91%	False	False	325,121
80	148-23	135-05	13-18	9.2%	1-07	0.8%	91%	False	False	260,704
100	148-23	135-05	13-18	9.2%	1-06	0.8%	91%	False	False	208,660
120	148-23	135-05	13-18	9.2%	1-05	0.8%	91%	False	False	173,897

Crabel Price Patterns
NR	True
NR4	False
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	0-08
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	154-24
2.618	152-11
1.618	150-28
1.000	149-31
0.618	149-13
HIGH	148-16
0.618	147-30
0.500	147-24
0.382	147-19
LOW	147-01
0.618	146-04
1.000	145-18
1.618	144-21
2.618	143-06
4.250	140-25

Fisher Pivots for day following 24-May-2012
Pivot	1 day	3 day
R1	147-24	147-20
PP	147-22	147-19
S1	147-19	147-17

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

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