ECBOT 30 Year Treasury Bond Future December 2012

Trading Metrics calculated at close of trading on 02-Oct-2012

Day Change Summary
	Previous	Current
	01-Oct-2012	02-Oct-2012	Change	Change %	Previous Week
Open	149-11	149-23	0-12	0.3%	146-31
High	149-31	150-00	0-01	0.0%	150-09
Low	149-03	149-08	0-05	0.1%	146-29
Close	149-21	149-29	0-08	0.2%	149-12
Range	0-28	0-24	-0-04	-14.3%	3-12
ATR	1-10	1-08	-0-01	-3.0%	0-00
Volume	368,209	247,544	-120,665	-32.8%	1,592,359

Daily Pivots for day following 02-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	151-31	151-22	150-10
R3	151-07	150-30	150-04
R2	150-15	150-15	150-01
R1	150-06	150-06	149-31	150-10
PP	149-23	149-23	149-23	149-25
S1	149-14	149-14	149-27	149-18
S2	148-31	148-31	149-25
S3	148-07	148-22	149-22
S4	147-15	147-30	149-16

Weekly Pivots for week ending 28-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	158-31	157-18	151-07
R3	155-19	154-06	150-10
R2	152-07	152-07	150-00
R1	150-26	150-26	149-22	151-16
PP	148-27	148-27	148-27	149-07
S1	147-14	147-14	149-02	148-04
S2	145-15	145-15	148-24
S3	142-03	144-02	148-14
S4	138-23	140-22	147-17

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	150-09	148-15	1-26	1.2%	1-01	0.7%	79%	False	False	339,504
10	150-09	145-19	4-22	3.1%	1-02	0.7%	92%	False	False	312,860
20	151-24	144-15	7-09	4.9%	1-12	0.9%	75%	False	False	337,633
40	151-29	144-15	7-14	5.0%	1-09	0.8%	73%	False	False	210,118
60	154-17	144-15	10-02	6.7%	1-08	0.8%	54%	False	False	140,251
80	154-17	144-15	10-02	6.7%	1-08	0.8%	54%	False	False	105,287
100	154-17	144-00	10-17	7.0%	1-08	0.8%	56%	False	False	84,290

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	True
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-07
Narrowest range in 35 trading days

Fibonacci Retracements and Extensions
4.250	153-06
2.618	151-31
1.618	151-07
1.000	150-24
0.618	150-15
HIGH	150-00
0.618	149-23
0.500	149-20
0.382	149-17
LOW	149-08
0.618	148-25
1.000	148-16
1.618	148-01
2.618	147-09
4.250	146-02

Fisher Pivots for day following 02-Oct-2012
Pivot	1 day	3 day
R1	149-26	149-27
PP	149-23	149-24
S1	149-20	149-22

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

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