ECBOT 30 Year Treasury Bond Future March 2013

Trading Metrics calculated at close of trading on 02-Jan-2013

Day Change Summary
	Previous	Current
	31-Dec-2012	02-Jan-2013	Change	Change %	Previous Week
Open	148-13	146-06	-2-07	-1.5%	147-11
High	148-23	146-10	-2-13	-1.6%	148-25
Low	146-23	145-13	-1-10	-0.9%	146-30
Close	147-16	145-23	-1-25	-1.2%	148-12
Range	2-00	0-29	-1-03	-54.7%	1-27
ATR	1-04	1-06	0-02	6.2%	0-00
Volume	133,044	281,519	148,475	111.6%	409,920

Daily Pivots for day following 02-Jan-2013
	Classic	Woodie	Camarilla	DeMark
R4	148-17	148-01	146-07
R3	147-20	147-04	145-31
R2	146-23	146-23	145-28
R1	146-07	146-07	145-26	146-00
PP	145-26	145-26	145-26	145-23
S1	145-10	145-10	145-20	145-04
S2	144-29	144-29	145-18
S3	144-00	144-13	145-15
S4	143-03	143-16	145-07

Weekly Pivots for week ending 28-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	153-18	152-26	149-12
R3	151-23	150-31	148-28
R2	149-28	149-28	148-23
R1	149-04	149-04	148-17	149-16
PP	148-01	148-01	148-01	148-07
S1	147-09	147-09	148-07	147-21
S2	146-06	146-06	148-01
S3	144-11	145-14	147-28
S4	142-16	143-19	147-12

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	148-25	145-13	3-12	2.3%	1-08	0.9%	9%	False	True	159,677
10	148-25	145-13	3-12	2.3%	1-05	0.8%	9%	False	True	233,679
20	150-28	145-13	5-15	3.8%	1-03	0.8%	6%	False	True	293,300
40	151-10	145-13	5-29	4.1%	1-01	0.7%	5%	False	True	193,983
60	151-10	144-27	6-15	4.4%	1-00	0.7%	14%	False	False	129,362

Crabel Price Patterns
NR	True
NR4	True
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 4 trading days

Fibonacci Retracements and Extensions
4.250	150-05
2.618	148-22
1.618	147-25
1.000	147-07
0.618	146-28
HIGH	146-10
0.618	145-31
0.500	145-28
0.382	145-24
LOW	145-13
0.618	144-27
1.000	144-16
1.618	143-30
2.618	143-01
4.250	141-18

Fisher Pivots for day following 02-Jan-2013
Pivot	1 day	3 day
R1	145-28	147-03
PP	145-26	146-20
S1	145-24	146-06

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

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