ECBOT 30 Year Treasury Bond Future December 2012

Trading Metrics calculated at close of trading on 01-Nov-2012

Day Change Summary
	Previous	Current
	31-Oct-2012	01-Nov-2012	Change	Change %	Previous Week
Open	148-15	149-06	0-23	0.5%	147-17
High	149-11	149-06	-0-05	-0.1%	148-06
Low	148-00	148-08	0-08	0.2%	146-02
Close	149-10	148-19	-0-23	-0.5%	148-00
Range	1-11	0-30	-0-13	-30.2%	2-04
ATR	1-08	1-07	0-00	-1.0%	0-00
Volume	344,296	288,612	-55,684	-16.2%	1,680,852

Daily Pivots for day following 01-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	151-16	150-31	149-04
R3	150-18	150-01	148-27
R2	149-20	149-20	148-24
R1	149-03	149-03	148-22	148-28
PP	148-22	148-22	148-22	148-18
S1	148-05	148-05	148-16	147-30
S2	147-24	147-24	148-14
S3	146-26	147-07	148-11
S4	145-28	146-09	148-02

Weekly Pivots for week ending 26-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	153-25	153-01	149-05
R3	151-21	150-29	148-19
R2	149-17	149-17	148-12
R1	148-25	148-25	148-06	149-05
PP	147-13	147-13	147-13	147-20
S1	146-21	146-21	147-26	147-01
S2	145-09	145-09	147-20
S3	143-05	144-17	147-13
S4	141-01	142-13	146-27

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	149-11	146-19	2-24	1.9%	1-04	0.8%	73%	False	False	231,584
10	149-11	146-02	3-09	2.2%	1-05	0.8%	77%	False	False	279,297
20	150-07	146-02	4-05	2.8%	1-07	0.8%	61%	False	False	295,447
40	150-28	144-15	6-13	4.3%	1-09	0.9%	64%	False	False	316,265
60	151-29	144-15	7-14	5.0%	1-08	0.8%	55%	False	False	248,997
80	154-17	144-15	10-02	6.8%	1-08	0.8%	41%	False	False	186,900
100	154-17	144-15	10-02	6.8%	1-08	0.8%	41%	False	False	149,599
120	154-17	144-15	10-02	6.8%	1-08	0.8%	41%	False	False	124,717

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-05
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	153-06
2.618	151-21
1.618	150-23
1.000	150-04
0.618	149-25
HIGH	149-06
0.618	148-27
0.500	148-23
0.382	148-19
LOW	148-08
0.618	147-21
1.000	147-10
1.618	146-23
2.618	145-25
4.250	144-08

Fisher Pivots for day following 01-Nov-2012
Pivot	1 day	3 day
R1	148-23	148-22
PP	148-22	148-21
S1	148-20	148-20

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

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