ECBOT 30 Year Treasury Bond Future December 2012

Trading Metrics calculated at close of trading on 29-Nov-2012

Day Change Summary
	Previous	Current
	28-Nov-2012	29-Nov-2012	Change	Change %	Previous Week
Open	150-31	151-01	0-02	0.0%	151-30
High	151-25	151-14	-0-11	-0.2%	151-31
Low	150-29	150-24	-0-05	-0.1%	149-23
Close	151-12	151-07	-0-05	-0.1%	150-01
Range	0-28	0-22	-0-06	-21.4%	2-08
ATR	1-04	1-03	-0-01	-2.7%	0-00
Volume	591,609	427,385	-164,224	-27.8%	905,159

Daily Pivots for day following 29-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	153-06	152-29	151-19
R3	152-16	152-07	151-13
R2	151-26	151-26	151-11
R1	151-17	151-17	151-09	151-22
PP	151-04	151-04	151-04	151-07
S1	150-27	150-27	151-05	151-00
S2	150-14	150-14	151-03
S3	149-24	150-05	151-01
S4	149-02	149-15	150-27

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%	0-28	0.6%	73%	False	False	412,393
10	152-21	149-23	2-30	1.9%	0-30	0.6%	51%	False	False	349,847
20	152-21	147-18	5-03	3.4%	1-03	0.7%	72%	False	False	343,507
40	152-21	146-02	6-19	4.4%	1-05	0.8%	78%	False	False	320,424
60	152-21	144-15	8-06	5.4%	1-07	0.8%	82%	False	False	326,516
80	152-21	144-15	8-06	5.4%	1-07	0.8%	82%	False	False	269,031
100	154-17	144-15	10-02	6.7%	1-07	0.8%	67%	False	False	215,336
120	154-17	144-15	10-02	6.7%	1-07	0.8%	67%	False	False	179,514

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-06
Narrowest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	154-12
2.618	153-08
1.618	152-18
1.000	152-04
0.618	151-28
HIGH	151-14
0.618	151-06
0.500	151-03
0.382	151-00
LOW	150-24
0.618	150-10
1.000	150-02
1.618	149-20
2.618	148-30
4.250	147-26

Fisher Pivots for day following 29-Nov-2012
Pivot	1 day	3 day
R1	151-06	151-05
PP	151-04	151-03
S1	151-03	151-02

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

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