ECBOT 30 Year Treasury Bond Future September 2012

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

Day Change Summary
	Previous	Current
	30-Mar-2012	02-Apr-2012	Change	Change %	Previous Week
Open	138-00	136-08	-1-24	-1.3%	136-22
High	138-00	137-17	-0-15	-0.3%	138-01
Low	136-22	136-08	-0-14	-0.3%	136-09
Close	136-25	137-01	0-08	0.2%	136-25
Range	1-10	1-09	-0-01	-2.4%	1-24
ATR	0-27	0-28	0-01	3.8%	0-00
Volume	71	24	-47	-66.2%	196

Daily Pivots for day following 02-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	140-25	140-06	137-24
R3	139-16	138-29	137-12
R2	138-07	138-07	137-09
R1	137-20	137-20	137-05	137-30
PP	136-30	136-30	136-30	137-03
S1	136-11	136-11	136-29	136-20
S2	135-21	135-21	136-25
S3	134-12	135-02	136-22
S4	133-03	133-25	136-10

Weekly Pivots for week ending 30-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	142-09	141-09	137-24
R3	140-17	139-17	137-08
R2	138-25	138-25	137-03
R1	137-25	137-25	136-30	138-09
PP	137-01	137-01	137-01	137-09
S1	136-01	136-01	136-20	136-17
S2	135-09	135-09	136-15
S3	133-17	134-09	136-10
S4	131-25	132-17	135-26

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	138-01	136-08	1-25	1.3%	0-29	0.7%	44%	False	True	43
10	138-01	134-08	3-25	2.8%	0-24	0.5%	74%	False	False	26
20	140-29	134-08	6-21	4.9%	0-17	0.4%	42%	False	False	23

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	True
Bull Hook	False
Stretch	0-01
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	142-31
2.618	140-28
1.618	139-19
1.000	138-26
0.618	138-10
HIGH	137-17
0.618	137-01
0.500	136-28
0.382	136-24
LOW	136-08
0.618	135-15
1.000	134-31
1.618	134-06
2.618	132-29
4.250	130-26

Fisher Pivots for day following 02-Apr-2012
Pivot	1 day	3 day
R1	137-00	137-04
PP	136-30	137-03
S1	136-28	137-02

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

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