ECBOT 30 Year Treasury Bond Future December 2011

Trading Metrics calculated at close of trading on 05-Dec-2011

Day Change Summary
	Previous	Current
	02-Dec-2011	05-Dec-2011	Change	Change %	Previous Week
Open	141-06	142-01	0-27	0.6%	143-07
High	142-08	142-11	0-03	0.1%	144-03
Low	140-03	140-30	0-27	0.6%	140-03
Close	142-02	141-26	-0-08	-0.2%	142-02
Range	2-05	1-13	-0-24	-34.8%	4-00
ATR	1-29	1-28	-0-01	-1.9%	0-00
Volume	26,538	20,552	-5,986	-22.6%	1,254,851

Daily Pivots for day following 05-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	145-29	145-09	142-19
R3	144-16	143-28	142-06
R2	143-03	143-03	142-02
R1	142-15	142-15	141-30	142-02
PP	141-22	141-22	141-22	141-16
S1	141-02	141-02	141-22	140-22
S2	140-09	140-09	141-18
S3	138-28	139-21	141-14
S4	137-15	138-08	141-01

Weekly Pivots for week ending 02-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	154-03	152-02	144-08
R3	150-03	148-02	143-05
R2	146-03	146-03	142-25
R1	144-02	144-02	142-14	143-02
PP	142-03	142-03	142-03	141-19
S1	140-02	140-02	141-22	139-02
S2	138-03	138-03	141-11
S3	134-03	136-02	140-31
S4	130-03	132-02	139-28

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	143-29	140-03	3-26	2.7%	1-27	1.3%	45%	False	False	139,645
10	145-14	140-03	5-11	3.8%	1-23	1.2%	32%	False	False	270,630
20	145-14	140-02	5-12	3.8%	1-24	1.2%	33%	False	False	281,355
40	145-14	135-05	10-09	7.2%	1-31	1.4%	65%	False	False	300,774
60	147-00	135-05	11-27	8.4%	2-00	1.4%	56%	False	False	311,171
80	147-00	134-03	12-29	9.1%	2-00	1.4%	60%	False	False	276,305
100	147-00	123-10	23-22	16.7%	2-00	1.4%	78%	False	False	221,325
120	147-00	120-28	26-04	18.4%	1-26	1.3%	80%	False	False	184,456

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	0-15
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	148-10
2.618	146-01
1.618	144-20
1.000	143-24
0.618	143-07
HIGH	142-11
0.618	141-26
0.500	141-20
0.382	141-15
LOW	140-30
0.618	140-02
1.000	139-17
1.618	138-21
2.618	137-08
4.250	134-31

Fisher Pivots for day following 05-Dec-2011
Pivot	1 day	3 day
R1	141-24	141-20
PP	141-22	141-13
S1	141-20	141-07

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

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