ECBOT 30 Year Treasury Bond Future September 2012

Trading Metrics calculated at close of trading on 25-Jul-2012

Day Change Summary
	Previous	Current
	24-Jul-2012	25-Jul-2012	Change	Change %	Previous Week
Open	152-11	153-05	0-26	0.5%	151-08
High	153-07	153-11	0-04	0.1%	152-10
Low	151-21	152-10	0-21	0.4%	150-11
Close	152-28	152-26	-0-02	0.0%	151-25
Range	1-18	1-01	-0-17	-34.0%	1-31
ATR	1-09	1-08	-0-01	-1.3%	0-00
Volume	351,060	289,244	-61,816	-17.6%	1,331,868

Daily Pivots for day following 25-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	155-29	155-13	153-12
R3	154-28	154-12	153-03
R2	153-27	153-27	153-00
R1	153-11	153-11	152-29	153-02
PP	152-26	152-26	152-26	152-22
S1	152-10	152-10	152-23	152-02
S2	151-25	151-25	152-20
S3	150-24	151-09	152-17
S4	149-23	150-08	152-08

Weekly Pivots for week ending 20-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	157-12	156-18	152-28
R3	155-13	154-19	152-10
R2	153-14	153-14	152-05
R1	152-20	152-20	151-31	153-01
PP	151-15	151-15	151-15	151-22
S1	150-21	150-21	151-19	151-02
S2	149-16	149-16	151-13
S3	147-17	148-22	151-08
S4	145-18	146-23	150-22

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	153-11	150-11	3-00	2.0%	1-07	0.8%	82%	True	False	307,584
10	153-11	150-11	3-00	2.0%	1-03	0.7%	82%	True	False	282,459
20	153-11	147-23	5-20	3.7%	1-06	0.8%	91%	True	False	269,133
40	153-11	146-28	6-15	4.2%	1-15	1.0%	92%	True	False	346,231
60	153-11	141-09	12-02	7.9%	1-11	0.9%	96%	True	False	239,882
80	153-11	135-19	17-24	11.6%	1-07	0.8%	97%	True	False	179,952
100	153-11	134-08	19-03	12.5%	1-03	0.7%	97%	True	False	143,966

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	157-23
2.618	156-01
1.618	155-00
1.000	154-12
0.618	153-31
HIGH	153-11
0.618	152-30
0.500	152-26
0.382	152-23
LOW	152-10
0.618	151-22
1.000	151-09
1.618	150-21
2.618	149-20
4.250	147-30

Fisher Pivots for day following 25-Jul-2012
Pivot	1 day	3 day
R1	152-26	152-23
PP	152-26	152-19
S1	152-26	152-16

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

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