ECBOT 30 Year Treasury Bond Future December 2012

Trading Metrics calculated at close of trading on 27-Nov-2012

Day Change Summary
	Previous	Current
	26-Nov-2012	27-Nov-2012	Change	Change %	Previous Week
Open	150-01	150-18	0-17	0.4%	151-30
High	151-05	151-02	-0-03	-0.1%	151-31
Low	149-30	150-10	0-12	0.3%	149-23
Close	150-19	150-28	0-09	0.2%	150-01
Range	1-07	0-24	-0-15	-38.5%	2-08
ATR	1-05	1-04	-0-01	-2.5%	0-00
Volume	404,915	489,987	85,072	21.0%	905,159

Daily Pivots for day following 27-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	153-00	152-22	151-09
R3	152-08	151-30	151-03
R2	151-16	151-16	151-00
R1	151-06	151-06	150-30	151-11
PP	150-24	150-24	150-24	150-26
S1	150-14	150-14	150-26	150-19
S2	150-00	150-00	150-24
S3	149-08	149-22	150-21
S4	148-16	148-30	150-15

Weekly Pivots for week ending 23-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	157-10	155-30	151-09
R3	155-02	153-22	150-21
R2	152-26	152-26	150-14
R1	151-14	151-14	150-08	151-00
PP	150-18	150-18	150-18	150-12
S1	149-06	149-06	149-26	148-24
S2	148-10	148-10	149-20
S3	146-02	146-30	149-13
S4	143-26	144-22	148-25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	151-23	149-23	2-00	1.3%	1-01	0.7%	58%	False	False	316,808
10	152-21	149-23	2-30	1.9%	0-31	0.6%	39%	False	False	313,618
20	152-21	147-18	5-03	3.4%	1-04	0.7%	65%	False	False	313,093
40	152-21	146-02	6-19	4.4%	1-05	0.8%	73%	False	False	308,682
60	152-21	144-15	8-06	5.4%	1-08	0.8%	78%	False	False	320,130
80	152-21	144-15	8-06	5.4%	1-07	0.8%	78%	False	False	256,320
100	154-17	144-15	10-02	6.7%	1-07	0.8%	64%	False	False	205,153
120	154-17	144-15	10-02	6.7%	1-08	0.8%	64%	False	False	171,024

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-07
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	154-08
2.618	153-01
1.618	152-09
1.000	151-26
0.618	151-17
HIGH	151-02
0.618	150-25
0.500	150-22
0.382	150-19
LOW	150-10
0.618	149-27
1.000	149-18
1.618	149-03
2.618	148-11
4.250	147-04

Fisher Pivots for day following 27-Nov-2012
Pivot	1 day	3 day
R1	150-26	150-23
PP	150-24	150-19
S1	150-22	150-14

Download as Excel Spreadsheet

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

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