ECBOT 30 Year Treasury Bond Future December 2012

Trading Metrics calculated at close of trading on 19-Nov-2012

Day Change Summary
	Previous	Current
	16-Nov-2012	19-Nov-2012	Change	Change %	Previous Week
Open	152-00	151-30	-0-02	0.0%	151-24
High	152-21	151-31	-0-22	-0.5%	152-21
Low	151-25	151-04	-0-21	-0.4%	151-10
Close	152-07	151-14	-0-25	-0.5%	152-07
Range	0-28	0-27	-0-01	-3.6%	1-11
ATR	1-06	1-06	0-00	-0.5%	0-00
Volume	338,759	216,019	-122,740	-36.2%	1,387,549

Daily Pivots for day following 19-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	154-01	153-19	151-29
R3	153-06	152-24	151-21
R2	152-11	152-11	151-19
R1	151-29	151-29	151-16	151-22
PP	151-16	151-16	151-16	151-13
S1	151-02	151-02	151-12	150-28
S2	150-21	150-21	151-09
S3	149-26	150-07	151-07
S4	148-31	149-12	150-31

Weekly Pivots for week ending 16-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	156-03	155-16	152-31
R3	154-24	154-05	152-19
R2	153-13	153-13	152-15
R1	152-26	152-26	152-11	153-04
PP	152-02	152-02	152-02	152-07
S1	151-15	151-15	152-03	151-24
S2	150-23	150-23	151-31
S3	149-12	150-04	151-27
S4	148-01	148-25	151-15

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	152-21	151-04	1-17	1.0%	0-29	0.6%	20%	False	True	310,428
10	152-21	148-03	4-18	3.0%	1-06	0.8%	73%	False	False	338,334
20	152-21	146-02	6-19	4.4%	1-05	0.8%	82%	False	False	309,047
40	152-21	146-02	6-19	4.4%	1-06	0.8%	82%	False	False	313,290
60	152-21	144-15	8-06	5.4%	1-08	0.8%	85%	False	False	313,590
80	153-05	144-15	8-22	5.7%	1-08	0.8%	80%	False	False	236,562
100	154-17	144-15	10-02	6.6%	1-07	0.8%	69%	False	False	189,343
120	154-17	144-15	10-02	6.6%	1-08	0.8%	69%	False	False	157,837

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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 5 trading days

Fibonacci Retracements and Extensions
4.250	155-18
2.618	154-06
1.618	153-11
1.000	152-26
0.618	152-16
HIGH	151-31
0.618	151-21
0.500	151-18
0.382	151-14
LOW	151-04
0.618	150-19
1.000	150-09
1.618	149-24
2.618	148-29
4.250	147-17

Fisher Pivots for day following 19-Nov-2012
Pivot	1 day	3 day
R1	151-18	151-28
PP	151-16	151-24
S1	151-15	151-19

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

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