ECBOT 30 Year Treasury Bond Future December 2011

Trading Metrics calculated at close of trading on 06-Dec-2011

Day Change Summary
	Previous	Current
	05-Dec-2011	06-Dec-2011	Change	Change %	Previous Week
Open	142-01	141-22	-0-11	-0.2%	143-07
High	142-11	142-06	-0-05	-0.1%	144-03
Low	140-30	141-00	0-02	0.0%	140-03
Close	141-26	141-01	-0-25	-0.6%	142-02
Range	1-13	1-06	-0-07	-15.6%	4-00
ATR	1-28	1-27	-0-02	-2.6%	0-00
Volume	20,552	11,608	-8,944	-43.5%	1,254,851

Daily Pivots for day following 06-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	144-31	144-06	141-22
R3	143-25	143-00	141-11
R2	142-19	142-19	141-08
R1	141-26	141-26	141-04	141-20
PP	141-13	141-13	141-13	141-10
S1	140-20	140-20	140-30	140-14
S2	140-07	140-07	140-26
S3	139-01	139-14	140-23
S4	137-27	138-08	140-12

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	143-19	140-03	3-16	2.5%	1-25	1.3%	27%	False	False	51,023
10	145-14	140-03	5-11	3.8%	1-23	1.2%	18%	False	False	241,999
20	145-14	140-02	5-12	3.8%	1-22	1.2%	18%	False	False	266,583
40	145-14	135-05	10-09	7.3%	1-30	1.4%	57%	False	False	299,389
60	147-00	135-05	11-27	8.4%	2-00	1.4%	50%	False	False	307,461
80	147-00	134-04	12-28	9.1%	2-00	1.4%	54%	False	False	276,389
100	147-00	123-10	23-22	16.8%	2-00	1.4%	75%	False	False	221,440
120	147-00	120-28	26-04	18.5%	1-26	1.3%	77%	False	False	184,553

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	True
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-16
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	147-08
2.618	145-09
1.618	144-03
1.000	143-12
0.618	142-29
HIGH	142-06
0.618	141-23
0.500	141-19
0.382	141-15
LOW	141-00
0.618	140-09
1.000	139-26
1.618	139-03
2.618	137-29
4.250	135-30

Fisher Pivots for day following 06-Dec-2011
Pivot	1 day	3 day
R1	141-19	141-07
PP	141-13	141-05
S1	141-07	141-03

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

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