ECBOT 30 Year Treasury Bond Future September 2012

Trading Metrics calculated at close of trading on 11-May-2012

Day Change Summary
	Previous	Current
	10-May-2012	11-May-2012	Change	Change %	Previous Week
Open	143-31	144-01	0-02	0.0%	143-05
High	144-00	144-13	0-13	0.3%	144-16
Low	142-26	143-29	1-03	0.8%	142-26
Close	143-19	144-13	0-26	0.6%	144-13
Range	1-06	0-16	-0-22	-57.9%	1-22
ATR	0-31	0-31	0-00	-1.1%	0-00
Volume	1,211	1,624	413	34.1%	6,755

Daily Pivots for day following 11-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	145-24	145-18	144-22
R3	145-08	145-02	144-17
R2	144-24	144-24	144-16
R1	144-18	144-18	144-14	144-21
PP	144-08	144-08	144-08	144-09
S1	144-02	144-02	144-12	144-05
S2	143-24	143-24	144-10
S3	143-08	143-18	144-09
S4	142-24	143-02	144-04

Weekly Pivots for week ending 11-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	148-31	148-12	145-11
R3	147-09	146-22	144-28
R2	145-19	145-19	144-23
R1	145-00	145-00	144-18	145-10
PP	143-29	143-29	143-29	144-02
S1	143-10	143-10	144-08	143-20
S2	142-07	142-07	144-03
S3	140-17	141-20	143-30
S4	138-27	139-30	143-15

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	144-16	142-26	1-22	1.2%	0-31	0.7%	94%	False	False	1,351
10	144-16	141-09	3-07	2.2%	0-29	0.6%	97%	False	False	877
20	144-16	140-10	4-06	2.9%	0-27	0.6%	98%	False	False	566
40	144-16	134-08	10-08	7.1%	0-28	0.6%	99%	False	False	302

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0-05
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	146-17
2.618	145-23
1.618	145-07
1.000	144-29
0.618	144-23
HIGH	144-13
0.618	144-07
0.500	144-05
0.382	144-03
LOW	143-29
0.618	143-19
1.000	143-13
1.618	143-03
2.618	142-19
4.250	141-25

Fisher Pivots for day following 11-May-2012
Pivot	1 day	3 day
R1	144-10	144-05
PP	144-08	143-29
S1	144-05	143-21

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

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