ECBOT 30 Year Treasury Bond Future December 2012

Trading Metrics calculated at close of trading on 10-Aug-2012

Day Change Summary
	Previous	Current
	09-Aug-2012	10-Aug-2012	Change	Change %	Previous Week
Open	149-01	149-10	0-09	0.2%	150-24
High	149-08	150-05	0-29	0.6%	151-11
Low	148-05	149-10	1-05	0.8%	148-05
Close	149-04	149-24	0-20	0.4%	149-24
Range	1-03	0-27	-0-08	-22.9%	3-06
ATR	1-12	1-11	-0-01	-1.7%	0-00
Volume	1,393	2,579	1,186	85.1%	7,196

Daily Pivots for day following 10-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	152-09	151-27	150-07
R3	151-14	151-00	149-31
R2	150-19	150-19	149-29
R1	150-05	150-05	149-26	150-12
PP	149-24	149-24	149-24	149-27
S1	149-10	149-10	149-22	149-17
S2	148-29	148-29	149-19
S3	148-02	148-15	149-17
S4	147-07	147-20	149-09

Weekly Pivots for week ending 10-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	159-10	157-23	151-16
R3	156-04	154-17	150-20
R2	152-30	152-30	150-11
R1	151-11	151-11	150-01	150-18
PP	149-24	149-24	149-24	149-11
S1	148-05	148-05	149-15	147-12
S2	146-18	146-18	149-05
S3	143-12	144-31	148-28
S4	140-06	141-25	148-00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	151-11	148-05	3-06	2.1%	1-02	0.7%	50%	False	False	1,439
10	153-05	148-05	5-00	3.3%	1-11	0.9%	32%	False	False	1,064
20	154-17	148-05	6-12	4.3%	1-09	0.9%	25%	False	False	800
40	154-17	148-05	6-12	4.3%	1-07	0.8%	25%	False	False	589
60	154-17	146-07	8-10	5.6%	1-08	0.8%	42%	False	False	492

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	0-08
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	153-24
2.618	152-12
1.618	151-17
1.000	151-00
0.618	150-22
HIGH	150-05
0.618	149-27
0.500	149-24
0.382	149-20
LOW	149-10
0.618	148-25
1.000	148-15
1.618	147-30
2.618	147-03
4.250	145-23

Fisher Pivots for day following 10-Aug-2012
Pivot	1 day	3 day
R1	149-24	149-18
PP	149-24	149-11
S1	149-24	149-05

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

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