ECBOT 30 Year Treasury Bond Future March 2013

Trading Metrics calculated at close of trading on 23-Jan-2013

Day Change Summary
	Previous	Current
	22-Jan-2013	23-Jan-2013	Change	Change %	Previous Week
Open	145-25	145-29	0-04	0.1%	145-10
High	146-05	146-12	0-07	0.1%	146-17
Low	145-08	145-26	0-18	0.4%	144-28
Close	146-01	145-31	-0-02	0.0%	145-27
Range	0-29	0-18	-0-11	-37.9%	1-21
ATR	1-03	1-02	-0-01	-3.5%	0-00
Volume	311,042	253,838	-57,204	-18.4%	1,581,202

Daily Pivots for day following 23-Jan-2013
	Classic	Woodie	Camarilla	DeMark
R4	147-24	147-13	146-09
R3	147-06	146-27	146-04
R2	146-20	146-20	146-02
R1	146-09	146-09	146-01	146-14
PP	146-02	146-02	146-02	146-04
S1	145-23	145-23	145-29	145-28
S2	145-16	145-16	145-28
S3	144-30	145-05	145-26
S4	144-12	144-19	145-21

Weekly Pivots for week ending 18-Jan-2013
	Classic	Woodie	Camarilla	DeMark
R4	150-23	149-30	146-24
R3	149-02	148-09	146-10
R2	147-13	147-13	146-05
R1	146-20	146-20	146-00	147-00
PP	145-24	145-24	145-24	145-30
S1	144-31	144-31	145-22	145-12
S2	144-03	144-03	145-17
S3	142-14	143-10	145-12
S4	140-25	141-21	144-30

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	146-17	144-28	1-21	1.1%	0-31	0.7%	66%	False	False	307,146
10	146-17	144-11	2-06	1.5%	0-31	0.7%	74%	False	False	324,371
20	148-25	143-17	5-08	3.6%	1-01	0.7%	46%	False	False	277,976
40	150-28	143-17	7-11	5.0%	1-01	0.7%	33%	False	False	310,442
60	151-10	143-17	7-25	5.3%	1-01	0.7%	31%	False	False	208,264
80	151-10	143-17	7-25	5.3%	0-31	0.7%	31%	False	False	156,211

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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 19 trading days

Fibonacci Retracements and Extensions
4.250	148-24
2.618	147-27
1.618	147-09
1.000	146-30
0.618	146-23
HIGH	146-12
0.618	146-05
0.500	146-03
0.382	146-01
LOW	145-26
0.618	145-15
1.000	145-08
1.618	144-29
2.618	144-11
4.250	143-14

Fisher Pivots for day following 23-Jan-2013
Pivot	1 day	3 day
R1	146-03	145-28
PP	146-02	145-24
S1	146-00	145-20

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

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