ECBOT 30 Year Treasury Bond Future March 2013

Trading Metrics calculated at close of trading on 16-Oct-2012

Day Change Summary
	Previous	Current
	15-Oct-2012	16-Oct-2012	Change	Change %	Previous Week
Open	148-14	147-10	-1-04	-0.8%	146-00
High	148-14	147-10	-1-04	-0.8%	148-23
Low	147-23	146-26	-0-29	-0.6%	146-00
Close	148-02	146-26	-1-08	-0.8%	148-07
Range	0-23	0-16	-0-07	-30.4%	2-23
ATR	0-29	0-30	0-01	2.6%	0-00
Volume	41	24	-17	-41.5%	128

Daily Pivots for day following 16-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	148-15	148-05	147-03
R3	147-31	147-21	146-30
R2	147-15	147-15	146-29
R1	147-05	147-05	146-27	147-02
PP	146-31	146-31	146-31	146-30
S1	146-21	146-21	146-25	146-18
S2	146-15	146-15	146-23
S3	145-31	146-05	146-22
S4	145-15	145-21	146-17

Weekly Pivots for week ending 12-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	155-26	154-23	149-23
R3	153-03	152-00	148-31
R2	150-12	150-12	148-23
R1	149-09	149-09	148-15	149-26
PP	147-21	147-21	147-21	147-29
S1	146-18	146-18	147-31	147-04
S2	144-30	144-30	147-23
S3	142-07	143-27	147-15
S4	139-16	141-04	146-23

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	148-23	146-08	2-15	1.7%	1-00	0.7%	23%	False	False	29
10	148-23	146-00	2-23	1.9%	0-26	0.6%	30%	False	False	22
20	148-23	145-06	3-17	2.4%	0-22	0.5%	46%	False	False	15

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	0-04
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	149-14
2.618	148-20
1.618	148-04
1.000	147-26
0.618	147-20
HIGH	147-10
0.618	147-04
0.500	147-02
0.382	147-00
LOW	146-26
0.618	146-16
1.000	146-10
1.618	146-00
2.618	145-16
4.250	144-22

Fisher Pivots for day following 16-Oct-2012
Pivot	1 day	3 day
R1	147-02	147-24
PP	146-31	147-14
S1	146-29	147-04

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

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