ECBOT 30 Year Treasury Bond Future March 2013

Trading Metrics calculated at close of trading on 11-Mar-2013

Day Change Summary
	Previous	Current
	08-Mar-2013	11-Mar-2013	Change	Change %	Previous Week
Open	143-12	142-21	-0-23	-0.5%	146-03
High	143-16	142-26	-0-22	-0.5%	146-13
Low	142-00	142-06	0-06	0.1%	142-00
Close	142-16	142-14	-0-02	0.0%	142-16
Range	1-16	0-20	-0-28	-58.3%	4-13
ATR	1-04	1-03	-0-01	-3.2%	0-00
Volume	7,535	6,550	-985	-13.1%	114,209

Daily Pivots for day following 11-Mar-2013
	Classic	Woodie	Camarilla	DeMark
R4	144-11	144-01	142-25
R3	143-23	143-13	142-20
R2	143-03	143-03	142-18
R1	142-25	142-25	142-16	142-20
PP	142-15	142-15	142-15	142-13
S1	142-05	142-05	142-12	142-00
S2	141-27	141-27	142-10
S3	141-07	141-17	142-08
S4	140-19	140-29	142-03

Weekly Pivots for week ending 08-Mar-2013
	Classic	Woodie	Camarilla	DeMark
R4	156-27	154-03	144-30
R3	152-14	149-22	143-23
R2	148-01	148-01	143-10
R1	145-09	145-09	142-29	144-14
PP	143-20	143-20	143-20	143-07
S1	140-28	140-28	142-03	140-02
S2	139-07	139-07	141-22
S3	134-26	136-15	141-09
S4	130-13	132-02	140-02

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	145-18	142-00	3-18	2.5%	1-00	0.7%	12%	False	False	13,059
10	146-13	142-00	4-13	3.1%	0-31	0.7%	10%	False	False	190,366
20	146-13	142-00	4-13	3.1%	1-01	0.7%	10%	False	False	313,190
40	146-17	142-00	4-17	3.2%	1-03	0.8%	10%	False	False	363,521
60	149-12	142-00	7-12	5.2%	1-04	0.8%	6%	False	False	345,296
80	151-10	142-00	9-10	6.5%	1-02	0.7%	5%	False	False	306,605
100	151-10	142-00	9-10	6.5%	1-01	0.7%	5%	False	False	245,414
120	151-10	142-00	9-10	6.5%	0-31	0.7%	5%	False	False	204,514

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	0-07
Narrowest range in 18 trading days

Fibonacci Retracements and Extensions
4.250	145-15
2.618	144-14
1.618	143-26
1.000	143-14
0.618	143-06
HIGH	142-26
0.618	142-18
0.500	142-16
0.382	142-14
LOW	142-06
0.618	141-26
1.000	141-18
1.618	141-06
2.618	140-18
4.250	139-17

Fisher Pivots for day following 11-Mar-2013
Pivot	1 day	3 day
R1	142-16	143-10
PP	142-15	143-01
S1	142-15	142-24

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

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