ECBOT 30 Year Treasury Bond Future December 2012

Trading Metrics calculated at close of trading on 09-Nov-2012

Day Change Summary
	Previous	Current
	08-Nov-2012	09-Nov-2012	Change	Change %	Previous Week
Open	150-02	151-16	1-14	1.0%	148-20
High	151-17	152-08	0-23	0.5%	152-08
Low	149-24	151-01	1-09	0.9%	148-03
Close	151-06	151-20	0-14	0.3%	151-20
Range	1-25	1-07	-0-18	-31.6%	4-05
ATR	1-10	1-10	0-00	-0.6%	0-00
Volume	501,356	410,203	-91,153	-18.2%	2,024,940

Daily Pivots for day following 09-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	155-09	154-22	152-09
R3	154-02	153-15	151-31
R2	152-27	152-27	151-27
R1	152-08	152-08	151-24	152-18
PP	151-20	151-20	151-20	151-25
S1	151-01	151-01	151-16	151-10
S2	150-13	150-13	151-13
S3	149-06	149-26	151-09
S4	147-31	148-19	150-31

Weekly Pivots for week ending 09-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	163-04	161-17	153-29
R3	158-31	157-12	152-25
R2	154-26	154-26	152-12
R1	153-07	153-07	152-00	154-00
PP	150-21	150-21	150-21	151-02
S1	149-02	149-02	151-08	149-28
S2	146-16	146-16	150-28
S3	142-11	144-29	150-15
S4	138-06	140-24	149-11

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	152-08	148-03	4-05	2.7%	1-17	1.0%	85%	True	False	404,988
10	152-08	147-18	4-22	3.1%	1-09	0.8%	87%	True	False	317,702
20	152-08	146-02	6-06	4.1%	1-09	0.8%	90%	True	False	325,241
40	152-08	144-15	7-25	5.1%	1-07	0.8%	92%	True	False	315,726
60	152-08	144-15	7-25	5.1%	1-09	0.8%	92%	True	False	288,377
80	154-17	144-15	10-02	6.6%	1-10	0.9%	71%	False	False	216,570
100	154-17	144-15	10-02	6.6%	1-08	0.8%	71%	False	False	173,337
120	154-17	144-15	10-02	6.6%	1-09	0.8%	71%	False	False	144,496

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0-08
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	157-14
2.618	155-14
1.618	154-07
1.000	153-15
0.618	153-00
HIGH	152-08
0.618	151-25
0.500	151-20
0.382	151-16
LOW	151-01
0.618	150-09
1.000	149-26
1.618	149-02
2.618	147-27
4.250	145-27

Fisher Pivots for day following 09-Nov-2012
Pivot	1 day	3 day
R1	151-20	151-05
PP	151-20	150-22
S1	151-20	150-06

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

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