ECBOT 30 Year Treasury Bond Future September 2011

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Trading Metrics calculated at close of trading on 11-Mar-2011
Day Change Summary Previous Current 10-Mar-2011 11-Mar-2011 Change Change % Previous Week Open 118-23 118-24 0-01 0.0% 117-19 High 118-23 118-24 0-01 0.0% 118-24 Low 118-23 118-24 0-01 0.0% 116-29 Close 118-23 118-24 0-01 0.0% 118-24 Range ATR 0-20 0-18 -0-01 -6.8% 0-00 Volume 3 3 0 0.0% 15
Daily Pivots for day following 11-Mar-2011 Classic Woodie Camarilla DeMark R4 118-24 118-24 118-24 R3 118-24 118-24 118-24 R2 118-24 118-24 118-24 R1 118-24 118-24 118-24 118-24 PP 118-24 118-24 118-24 118-24 S1 118-24 118-24 118-24 118-24 S2 118-24 118-24 118-24 S3 118-24 118-24 118-24 S4 118-24 118-24 118-24	Weekly Pivots for week ending 11-Mar-2011 Classic Woodie Camarilla DeMark R4 123-21 123-02 119-24 R3 121-26 121-07 119-08 R2 119-31 119-31 119-03 R1 119-12 119-12 118-29 119-22 PP 118-04 118-04 118-04 118-09 S1 117-17 117-17 118-19 117-26 S2 116-09 116-09 118-13 S3 114-14 115-22 118-08 S4 112-19 113-27 117-24
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 118-24 116-29 1-27 1.6% 0-00 0.0% 100% True False 3 10 118-26 116-25 2-01 1.7% 0-00 0.0% 97% False False 3 20 118-26 115-05 3-21 3.1% 0-01 0.0% 98% False False 3
Crabel Price Patterns NR False NR4 False NR5 False NR7 False WS False WS4 False WS5 False WS7 False ID False OD False IDnr4 False 2BNR True 3BNR False 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 0-00	Fibonacci Retracements and Extensions 4.250 118-24 2.618 118-24 1.618 118-24 1.000 118-24 0.618 118-24 HIGH 118-24 0.618 118-24 0.500 118-24 0.382 118-24 LOW 118-24 0.618 118-24 1.000 118-24 1.618 118-24 2.618 118-24 4.250 118-24
Fisher Pivots for day following 11-Mar-2011 Pivot 1 day 3 day R1 118-24 118-19 PP 118-24 118-13 S1 118-24 118-08

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