ECBOT 30 Year Treasury Bond Future December 2012

Trading Metrics calculated at close of trading on 22-Oct-2012

Day Change Summary
	Previous	Current
	19-Oct-2012	22-Oct-2012	Change	Change %	Previous Week
Open	146-10	147-17	1-07	0.8%	149-20
High	147-21	147-23	0-02	0.0%	149-26
Low	146-06	146-22	0-16	0.3%	146-05
Close	147-18	147-04	-0-14	-0.3%	147-18
Range	1-15	1-01	-0-14	-29.8%	3-21
ATR	1-09	1-09	-0-01	-1.4%	0-00
Volume	310,017	280,496	-29,521	-9.5%	1,646,948

Daily Pivots for day following 22-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	150-09	149-23	147-22
R3	149-08	148-22	147-13
R2	148-07	148-07	147-10
R1	147-21	147-21	147-07	147-14
PP	147-06	147-06	147-06	147-02
S1	146-20	146-20	147-01	146-12
S2	146-05	146-05	146-30
S3	145-04	145-19	146-27
S4	144-03	144-18	146-18

Weekly Pivots for week ending 19-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	158-26	156-27	149-18
R3	155-05	153-06	148-18
R2	151-16	151-16	148-07
R1	149-17	149-17	147-29	148-22
PP	147-27	147-27	147-27	147-14
S1	145-28	145-28	147-07	145-01
S2	144-06	144-06	146-29
S3	140-17	142-07	146-18
S4	136-28	138-18	145-18

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	149-15	146-05	3-10	2.3%	1-12	0.9%	29%	False	False	341,471
10	150-07	146-05	4-02	2.8%	1-09	0.9%	24%	False	False	328,214
20	150-09	146-05	4-04	2.8%	1-07	0.8%	23%	False	False	317,532
40	151-29	144-15	7-14	5.1%	1-09	0.9%	36%	False	False	315,862
60	153-05	144-15	8-22	5.9%	1-09	0.9%	31%	False	False	212,401
80	154-17	144-15	10-02	6.8%	1-08	0.9%	26%	False	False	159,417
100	154-17	144-15	10-02	6.8%	1-09	0.9%	26%	False	False	127,595
120	154-17	142-00	12-17	8.5%	1-07	0.8%	41%	False	False	106,365

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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 5 trading days

Fibonacci Retracements and Extensions
4.250	152-03
2.618	150-13
1.618	149-12
1.000	148-24
0.618	148-11
HIGH	147-23
0.618	147-10
0.500	147-06
0.382	147-03
LOW	146-22
0.618	146-02
1.000	145-21
1.618	145-01
2.618	144-00
4.250	142-10

Fisher Pivots for day following 22-Oct-2012
Pivot	1 day	3 day
R1	147-06	147-02
PP	147-06	147-00
S1	147-05	146-30

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

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