ECBOT 30 Year Treasury Bond Future December 2012

Trading Metrics calculated at close of trading on 28-Nov-2012

Day Change Summary
	Previous	Current
	27-Nov-2012	28-Nov-2012	Change	Change %	Previous Week
Open	150-18	150-31	0-13	0.3%	151-30
High	151-02	151-25	0-23	0.5%	151-31
Low	150-10	150-29	0-19	0.4%	149-23
Close	150-28	151-12	0-16	0.3%	150-01
Range	0-24	0-28	0-04	16.7%	2-08
ATR	1-04	1-04	-0-01	-1.4%	0-00
Volume	489,987	591,609	101,622	20.7%	905,159

Daily Pivots for day following 28-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	153-31	153-18	151-27
R3	153-03	152-22	151-20
R2	152-07	152-07	151-17
R1	151-26	151-26	151-15	152-00
PP	151-11	151-11	151-11	151-15
S1	150-30	150-30	151-09	151-04
S2	150-15	150-15	151-07
S3	149-19	150-02	151-04
S4	148-23	149-06	150-29

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	151-25	149-23	2-02	1.4%	0-30	0.6%	80%	True	False	372,979
10	152-21	149-23	2-30	1.9%	0-31	0.6%	56%	False	False	342,949
20	152-21	147-18	5-03	3.4%	1-04	0.7%	75%	False	False	339,352
40	152-21	146-02	6-19	4.4%	1-05	0.8%	81%	False	False	317,284
60	152-21	144-15	8-06	5.4%	1-08	0.8%	84%	False	False	324,067
80	152-21	144-15	8-06	5.4%	1-07	0.8%	84%	False	False	263,701
100	154-17	144-15	10-02	6.6%	1-07	0.8%	69%	False	False	211,064
120	154-17	144-15	10-02	6.6%	1-07	0.8%	69%	False	False	175,953

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-07
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	155-16
2.618	154-02
1.618	153-06
1.000	152-21
0.618	152-10
HIGH	151-25
0.618	151-14
0.500	151-11
0.382	151-08
LOW	150-29
0.618	150-12
1.000	150-01
1.618	149-16
2.618	148-20
4.250	147-06

Fisher Pivots for day following 28-Nov-2012
Pivot	1 day	3 day
R1	151-12	151-06
PP	151-11	151-01
S1	151-11	150-28

Download as Excel Spreadsheet

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

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