ECBOT 30 Year Treasury Bond Future December 2012

Trading Metrics calculated at close of trading on 30-Nov-2012

Day Change Summary
	Previous	Current
	29-Nov-2012	30-Nov-2012	Change	Change %	Previous Week
Open	151-01	151-08	0-07	0.1%	150-01
High	151-14	151-24	0-10	0.2%	151-25
Low	150-24	151-01	0-09	0.2%	149-30
Close	151-07	151-13	0-06	0.1%	151-13
Range	0-22	0-23	0-01	4.5%	1-27
ATR	1-03	1-02	-0-01	-2.4%	0-00
Volume	427,385	104,930	-322,455	-75.4%	2,018,826

Daily Pivots for day following 30-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	153-18	153-06	151-26
R3	152-27	152-15	151-19
R2	152-04	152-04	151-17
R1	151-24	151-24	151-15	151-30
PP	151-13	151-13	151-13	151-16
S1	151-01	151-01	151-11	151-07
S2	150-22	150-22	151-09
S3	149-31	150-10	151-07
S4	149-08	149-19	151-00

Weekly Pivots for week ending 30-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	156-18	155-27	152-13
R3	154-23	154-00	151-29
R2	152-28	152-28	151-24
R1	152-05	152-05	151-18	152-16
PP	151-01	151-01	151-01	151-07
S1	150-10	150-10	151-08	150-22
S2	149-06	149-06	151-02
S3	147-11	148-15	150-29
S4	145-16	146-20	150-13

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	151-25	149-30	1-27	1.2%	0-27	0.6%	80%	False	False	403,765
10	152-21	149-23	2-30	1.9%	0-29	0.6%	57%	False	False	326,274
20	152-21	147-18	5-03	3.4%	1-02	0.7%	75%	False	False	334,323
40	152-21	146-02	6-19	4.4%	1-05	0.8%	81%	False	False	314,885
60	152-21	144-15	8-06	5.4%	1-07	0.8%	85%	False	False	322,284
80	152-21	144-15	8-06	5.4%	1-07	0.8%	85%	False	False	270,328
100	154-17	144-15	10-02	6.6%	1-07	0.8%	69%	False	False	216,385
120	154-17	144-15	10-02	6.6%	1-07	0.8%	69%	False	False	180,387

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	True
3BNR	True
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0-06
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	154-26
2.618	153-20
1.618	152-29
1.000	152-15
0.618	152-06
HIGH	151-24
0.618	151-15
0.500	151-12
0.382	151-10
LOW	151-01
0.618	150-19
1.000	150-10
1.618	149-28
2.618	149-05
4.250	147-31

Fisher Pivots for day following 30-Nov-2012
Pivot	1 day	3 day
R1	151-13	151-12
PP	151-13	151-10
S1	151-12	151-08

Download as Excel Spreadsheet

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

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