I didn't see anyone using colored pencils when I took the test. And, I didn't think to bring any myself. In any case, get so familiar with the multiple choice questions and the essay format that you won't need to use colored pencils. This means doing at least 2400 multiple choice questions and studying over 100 sample essays. If you can study all of that material in 30 days, that's great. But, you might think about taking the test next June.