ECBOT 30 Year Treasury Bond Future December 2012

Trading Metrics calculated at close of trading on 18-Oct-2012

Day Change Summary
	Previous	Current
	17-Oct-2012	18-Oct-2012	Change	Change %	Previous Week
Open	148-03	146-12	-1-23	-1.2%	147-11
High	148-06	147-07	-0-31	-0.7%	150-07
Low	146-11	146-05	-0-06	-0.1%	147-10
Close	146-21	146-12	-0-09	-0.2%	149-18
Range	1-27	1-02	-0-25	-42.4%	2-29
ATR	1-09	1-09	-0-01	-1.2%	0-00
Volume	412,962	397,831	-15,131	-3.7%	1,405,984

Daily Pivots for day following 18-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	149-25	149-04	146-31
R3	148-23	148-02	146-21
R2	147-21	147-21	146-18
R1	147-00	147-00	146-15	146-29
PP	146-19	146-19	146-19	146-17
S1	145-30	145-30	146-09	145-27
S2	145-17	145-17	146-06
S3	144-15	144-28	146-03
S4	143-13	143-26	145-25

Weekly Pivots for week ending 12-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	157-24	156-18	151-05
R3	154-27	153-21	150-12
R2	151-30	151-30	150-03
R1	150-24	150-24	149-27	151-11
PP	149-01	149-01	149-01	149-10
S1	147-27	147-27	149-09	148-14
S2	146-04	146-04	149-01
S3	143-07	144-30	148-24
S4	140-10	142-01	147-31

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	150-07	146-05	4-02	2.8%	1-10	0.9%	5%	False	True	335,537
10	150-07	146-05	4-02	2.8%	1-10	0.9%	5%	False	True	311,597
20	150-09	146-05	4-04	2.8%	1-05	0.8%	5%	False	True	311,584
40	151-29	144-15	7-14	5.1%	1-09	0.9%	26%	False	False	302,582
60	154-12	144-15	9-29	6.8%	1-10	0.9%	19%	False	False	202,586
80	154-17	144-15	10-02	6.9%	1-08	0.9%	19%	False	False	152,049
100	154-17	144-15	10-02	6.9%	1-09	0.9%	19%	False	False	121,696
120	154-17	141-15	13-02	8.9%	1-06	0.8%	38%	False	False	101,444

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	0-08
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	151-24
2.618	150-00
1.618	148-30
1.000	148-09
0.618	147-28
HIGH	147-07
0.618	146-26
0.500	146-22
0.382	146-18
LOW	146-05
0.618	145-16
1.000	145-03
1.618	144-14
2.618	143-12
4.250	141-20

Fisher Pivots for day following 18-Oct-2012
Pivot	1 day	3 day
R1	146-22	147-26
PP	146-19	147-11
S1	146-15	146-27

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

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