ECBOT 30 Year Treasury Bond Future December 2012

Trading Metrics calculated at close of trading on 05-Oct-2012

Day Change Summary
	Previous	Current
	04-Oct-2012	05-Oct-2012	Change	Change %	Previous Week
Open	149-25	148-23	-1-02	-0.7%	149-11
High	149-28	149-00	-0-28	-0.6%	150-06
Low	148-20	147-11	-1-09	-0.9%	147-11
Close	148-26	147-16	-1-10	-0.9%	147-16
Range	1-08	1-21	0-13	32.5%	2-27
ATR	1-07	1-08	0-01	2.5%	0-00
Volume	326,521	373,059	46,538	14.3%	1,617,090

Daily Pivots for day following 05-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	152-29	151-28	148-13
R3	151-08	150-07	147-31
R2	149-19	149-19	147-26
R1	148-18	148-18	147-21	148-08
PP	147-30	147-30	147-30	147-26
S1	146-29	146-29	147-11	146-19
S2	146-09	146-09	147-06
S3	144-20	145-08	147-01
S4	142-31	143-19	146-19

Weekly Pivots for week ending 05-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	156-28	155-01	149-02
R3	154-01	152-06	148-09
R2	151-06	151-06	148-01
R1	149-11	149-11	147-24	148-27
PP	148-11	148-11	148-11	148-03
S1	146-16	146-16	147-08	146-00
S2	145-16	145-16	146-31
S3	142-21	143-21	146-23
S4	139-26	140-26	145-30

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	150-06	147-11	2-27	1.9%	1-03	0.7%	5%	False	True	323,418
10	150-09	146-29	3-12	2.3%	1-04	0.8%	18%	False	False	320,944
20	150-09	144-15	5-26	3.9%	1-10	0.9%	52%	False	False	330,304
40	151-29	144-15	7-14	5.0%	1-09	0.9%	41%	False	False	235,064
60	154-17	144-15	10-02	6.8%	1-09	0.9%	30%	False	False	156,934
80	154-17	144-15	10-02	6.8%	1-08	0.8%	30%	False	False	117,800
100	154-17	144-15	10-02	6.8%	1-09	0.9%	30%	False	False	94,298

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0-07
Widest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	156-01
2.618	153-11
1.618	151-22
1.000	150-21
0.618	150-01
HIGH	149-00
0.618	148-12
0.500	148-06
0.382	147-31
LOW	147-11
0.618	146-10
1.000	145-22
1.618	144-21
2.618	143-00
4.250	140-10

Fisher Pivots for day following 05-Oct-2012
Pivot	1 day	3 day
R1	148-06	148-24
PP	147-30	148-11
S1	147-23	147-30

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

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