ECBOT 30 Year Treasury Bond Future December 2012

Trading Metrics calculated at close of trading on 08-Oct-2012

Day Change Summary
	Previous	Current
	05-Oct-2012	08-Oct-2012	Change	Change %	Previous Week
Open	148-23	147-11	-1-12	-0.9%	149-11
High	149-00	148-11	-0-21	-0.4%	150-06
Low	147-11	147-10	-0-01	0.0%	147-11
Close	147-16	148-08	0-24	0.5%	147-16
Range	1-21	1-01	-0-20	-37.7%	2-27
ATR	1-08	1-08	-0-01	-1.3%	0-00
Volume	373,059	51,279	-321,780	-86.3%	1,617,090

Daily Pivots for day following 08-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	151-02	150-22	148-26
R3	150-01	149-21	148-17
R2	149-00	149-00	148-14
R1	148-20	148-20	148-11	148-26
PP	147-31	147-31	147-31	148-02
S1	147-19	147-19	148-05	147-25
S2	146-30	146-30	148-02
S3	145-29	146-18	147-31
S4	144-28	145-17	147-22

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	147-10	2-28	1.9%	1-04	0.8%	33%	False	True	260,032
10	150-09	147-10	2-31	2.0%	1-04	0.8%	32%	False	True	306,850
20	150-09	144-15	5-26	3.9%	1-09	0.9%	65%	False	False	319,338
40	151-29	144-15	7-14	5.0%	1-09	0.9%	51%	False	False	236,281
60	154-17	144-15	10-02	6.8%	1-09	0.9%	38%	False	False	157,788
80	154-17	144-15	10-02	6.8%	1-08	0.8%	38%	False	False	118,435
100	154-17	144-15	10-02	6.8%	1-09	0.9%	38%	False	False	94,808

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	0-07
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	152-23
2.618	151-01
1.618	150-00
1.000	149-12
0.618	148-31
HIGH	148-11
0.618	147-30
0.500	147-26
0.382	147-23
LOW	147-10
0.618	146-22
1.000	146-09
1.618	145-21
2.618	144-20
4.250	142-30

Fisher Pivots for day following 08-Oct-2012
Pivot	1 day	3 day
R1	148-04	148-19
PP	147-31	148-15
S1	147-26	148-12

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

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