ECBOT 30 Year Treasury Bond Future December 2012

Trading Metrics calculated at close of trading on 03-Aug-2012

Day Change Summary
	Previous	Current
	02-Aug-2012	03-Aug-2012	Change	Change %	Previous Week
Open	151-22	152-15	0-25	0.5%	151-07
High	153-05	152-15	-0-22	-0.4%	153-05
Low	150-17	150-07	-0-10	-0.2%	150-07
Close	152-19	150-16	-2-03	-1.4%	150-16
Range	2-20	2-08	-0-12	-14.3%	2-30
ATR	1-12	1-14	0-02	5.2%	0-00
Volume	400	717	317	79.3%	3,449

Daily Pivots for day following 03-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	157-26	156-13	151-24
R3	155-18	154-05	151-04
R2	153-10	153-10	150-29
R1	151-29	151-29	150-23	151-16
PP	151-02	151-02	151-02	150-27
S1	149-21	149-21	150-09	149-08
S2	148-26	148-26	150-03
S3	146-18	147-13	149-28
S4	144-10	145-05	149-08

Weekly Pivots for week ending 03-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	160-03	158-08	152-04
R3	157-05	155-10	151-10
R2	154-07	154-07	151-01
R1	152-12	152-12	150-25	151-26
PP	151-09	151-09	151-09	151-01
S1	149-14	149-14	150-07	148-28
S2	148-11	148-11	149-31
S3	145-13	146-16	149-22
S4	142-15	143-18	148-28

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	153-05	150-07	2-30	2.0%	1-21	1.1%	10%	False	True	689
10	154-17	150-07	4-10	2.9%	1-18	1.0%	7%	False	True	737
20	154-17	150-07	4-10	2.9%	1-08	0.8%	7%	False	True	488
40	154-17	148-01	6-16	4.3%	1-09	0.8%	38%	False	False	431
60	154-17	143-00	11-17	7.7%	1-08	0.8%	65%	False	False	386

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	162-01
2.618	158-11
1.618	156-03
1.000	154-23
0.618	153-27
HIGH	152-15
0.618	151-19
0.500	151-11
0.382	151-03
LOW	150-07
0.618	148-27
1.000	147-31
1.618	146-19
2.618	144-11
4.250	140-21

Fisher Pivots for day following 03-Aug-2012
Pivot	1 day	3 day
R1	151-11	151-22
PP	151-02	151-09
S1	150-25	150-29

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

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