ECBOT 30 Year Treasury Bond Future March 2013

Trading Metrics calculated at close of trading on 24-Oct-2012

Day Change Summary
	Previous	Current
	23-Oct-2012	24-Oct-2012	Change	Change %	Previous Week
Open	145-23	146-06	0-15	0.3%	148-14
High	146-22	146-08	-0-14	-0.3%	148-14
Low	145-23	145-27	0-04	0.1%	144-27
Close	146-13	146-04	-0-09	-0.2%	146-07
Range	0-31	0-13	-0-18	-58.1%	3-19
ATR	1-00	0-31	-0-01	-3.1%	0-00
Volume	120	306	186	155.0%	256

Daily Pivots for day following 24-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	147-09	147-04	146-11
R3	146-28	146-23	146-08
R2	146-15	146-15	146-06
R1	146-10	146-10	146-05	146-06
PP	146-02	146-02	146-02	146-00
S1	145-29	145-29	146-03	145-25
S2	145-21	145-21	146-02
S3	145-08	145-16	146-00
S4	144-27	145-03	145-29

Weekly Pivots for week ending 19-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	157-09	155-11	148-06
R3	153-22	151-24	147-07
R2	150-03	150-03	146-28
R1	148-05	148-05	146-18	147-10
PP	146-16	146-16	146-16	146-03
S1	144-18	144-18	145-28	143-24
S2	142-29	142-29	145-18
S3	139-10	140-31	145-07
S4	135-23	137-12	144-08

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	146-22	144-27	1-27	1.3%	0-28	0.6%	69%	False	False	139
10	148-23	144-27	3-28	2.7%	0-31	0.7%	33%	False	False	87
20	148-23	144-27	3-28	2.7%	0-26	0.6%	33%	False	False	50

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-03
Narrowest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	147-31
2.618	147-10
1.618	146-29
1.000	146-21
0.618	146-16
HIGH	146-08
0.618	146-03
0.500	146-02
0.382	146-00
LOW	145-27
0.618	145-19
1.000	145-14
1.618	145-06
2.618	144-25
4.250	144-04

Fisher Pivots for day following 24-Oct-2012
Pivot	1 day	3 day
R1	146-03	146-03
PP	146-02	146-02
S1	146-02	146-00

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

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