ECBOT 30 Year Treasury Bond Future December 2012

Trading Metrics calculated at close of trading on 17-Sep-2012

Day Change Summary
	Previous	Current
	14-Sep-2012	17-Sep-2012	Change	Change %	Previous Week
Open	147-21	144-25	-2-28	-1.9%	149-07
High	147-21	145-27	-1-26	-1.2%	149-23
Low	144-16	144-15	-0-01	0.0%	144-16
Close	144-30	145-18	0-20	0.4%	144-30
Range	3-05	1-12	-1-25	-56.4%	5-07
ATR	1-17	1-16	0-00	-0.7%	0-00
Volume	512,173	279,962	-232,211	-45.3%	1,887,834

Daily Pivots for day following 17-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	149-13	148-28	146-10
R3	148-01	147-16	145-30
R2	146-21	146-21	145-26
R1	146-04	146-04	145-22	146-12
PP	145-09	145-09	145-09	145-14
S1	144-24	144-24	145-14	145-00
S2	143-29	143-29	145-10
S3	142-17	143-12	145-06
S4	141-05	142-00	144-26

Weekly Pivots for week ending 14-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	162-01	158-23	147-26
R3	156-26	153-16	146-12
R2	151-19	151-19	145-29
R1	148-09	148-09	145-13	147-10
PP	146-12	146-12	146-12	145-29
S1	143-02	143-02	144-15	142-04
S2	141-05	141-05	143-31
S3	135-30	137-27	143-16
S4	130-23	132-20	142-02

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	149-19	144-15	5-04	3.5%	1-27	1.3%	21%	False	True	379,441
10	151-29	144-15	7-14	5.1%	1-21	1.1%	15%	False	True	367,109
20	151-29	144-15	7-14	5.1%	1-14	1.0%	15%	False	True	247,244
40	154-17	144-15	10-02	6.9%	1-13	1.0%	11%	False	True	124,406
60	154-17	144-15	10-02	6.9%	1-08	0.9%	11%	False	True	83,066
80	154-17	144-15	10-02	6.9%	1-10	0.9%	11%	False	True	62,380

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	0-12
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	151-22
2.618	149-14
1.618	148-02
1.000	147-07
0.618	146-22
HIGH	145-27
0.618	145-10
0.500	145-05
0.382	145-00
LOW	144-15
0.618	143-20
1.000	143-03
1.618	142-08
2.618	140-28
4.250	138-20

Fisher Pivots for day following 17-Sep-2012
Pivot	1 day	3 day
R1	145-14	146-14
PP	145-09	146-05
S1	145-05	145-28

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

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