ECBOT 30 Year Treasury Bond Future December 2012

Trading Metrics calculated at close of trading on 21-Nov-2012

Day Change Summary
	Previous	Current
	20-Nov-2012	21-Nov-2012	Change	Change %	Previous Week
Open	151-23	150-13	-1-10	-0.9%	151-24
High	151-23	150-25	-0-30	-0.6%	152-21
Low	150-09	149-29	-0-12	-0.2%	151-10
Close	150-17	150-03	-0-14	-0.3%	152-07
Range	1-14	0-28	-0-18	-39.1%	1-11
ATR	1-06	1-05	-0-01	-1.9%	0-00
Volume	310,756	230,315	-80,441	-25.9%	1,387,549

Daily Pivots for day following 21-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	152-28	152-12	150-18
R3	152-00	151-16	150-11
R2	151-04	151-04	150-08
R1	150-20	150-20	150-06	150-14
PP	150-08	150-08	150-08	150-06
S1	149-24	149-24	150-00	149-18
S2	149-12	149-12	149-30
S3	148-16	148-28	149-27
S4	147-20	148-00	149-20

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	149-29	2-24	1.8%	1-00	0.7%	7%	False	True	287,302
10	152-21	149-24	2-29	1.9%	1-01	0.7%	12%	False	False	305,619
20	152-21	146-02	6-19	4.4%	1-05	0.8%	61%	False	False	304,553
40	152-21	146-02	6-19	4.4%	1-05	0.8%	61%	False	False	310,364
60	152-21	144-15	8-06	5.5%	1-08	0.8%	69%	False	False	316,870
80	153-05	144-15	8-22	5.8%	1-08	0.8%	65%	False	False	243,304
100	154-17	144-15	10-02	6.7%	1-07	0.8%	56%	False	False	194,741
120	154-17	144-15	10-02	6.7%	1-08	0.8%	56%	False	False	162,339

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 2 trading days

Fibonacci Retracements and Extensions
4.250	154-16
2.618	153-02
1.618	152-06
1.000	151-21
0.618	151-10
HIGH	150-25
0.618	150-14
0.500	150-11
0.382	150-08
LOW	149-29
0.618	149-12
1.000	149-01
1.618	148-16
2.618	147-20
4.250	146-06

Fisher Pivots for day following 21-Nov-2012
Pivot	1 day	3 day
R1	150-11	150-30
PP	150-08	150-21
S1	150-06	150-12

Download as Excel Spreadsheet

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

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