ECBOT 30 Year Treasury Bond Future March 2013

Trading Metrics calculated at close of trading on 04-Jan-2013

Day Change Summary
	Previous	Current
	03-Jan-2013	04-Jan-2013	Change	Change %	Previous Week
Open	145-22	144-14	-1-08	-0.9%	148-13
High	146-02	144-27	-1-07	-0.8%	148-23
Low	144-13	143-17	-0-28	-0.6%	143-17
Close	144-23	144-16	-0-07	-0.2%	144-16
Range	1-21	1-10	-0-11	-20.8%	5-06
ATR	1-07	1-07	0-00	0.5%	0-00
Volume	427,517	512,172	84,655	19.8%	1,354,252

Daily Pivots for day following 04-Jan-2013
	Classic	Woodie	Camarilla	DeMark
R4	148-07	147-22	145-07
R3	146-29	146-12	144-28
R2	145-19	145-19	144-24
R1	145-02	145-02	144-20	145-10
PP	144-09	144-09	144-09	144-14
S1	143-24	143-24	144-12	144-00
S2	142-31	142-31	144-08
S3	141-21	142-14	144-04
S4	140-11	141-04	143-25

Weekly Pivots for week ending 04-Jan-2013
	Classic	Woodie	Camarilla	DeMark
R4	161-05	158-00	147-11
R3	155-31	152-26	145-30
R2	150-25	150-25	145-14
R1	147-20	147-20	144-31	146-20
PP	145-19	145-19	145-19	145-02
S1	142-14	142-14	144-01	141-14
S2	140-13	140-13	143-18
S3	135-07	137-08	143-02
S4	130-01	132-02	141-21

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	148-25	143-17	5-08	3.6%	1-12	1.0%	18%	False	True	299,429
10	148-25	143-17	5-08	3.6%	1-06	0.8%	18%	False	True	241,118
20	150-28	143-17	7-11	5.1%	1-05	0.8%	13%	False	True	306,462
40	151-10	143-17	7-25	5.4%	1-02	0.7%	12%	False	True	217,442
60	151-10	143-17	7-25	5.4%	1-01	0.7%	12%	False	True	145,023

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 2 trading days

Fibonacci Retracements and Extensions
4.250	150-14
2.618	148-09
1.618	146-31
1.000	146-05
0.618	145-21
HIGH	144-27
0.618	144-11
0.500	144-06
0.382	144-01
LOW	143-17
0.618	142-23
1.000	142-07
1.618	141-13
2.618	140-03
4.250	137-30

Fisher Pivots for day following 04-Jan-2013
Pivot	1 day	3 day
R1	144-13	144-30
PP	144-09	144-25
S1	144-06	144-20

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

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