ECBOT 30 Year Treasury Bond Future December 2012

Trading Metrics calculated at close of trading on 03-Dec-2012

Day Change Summary
	Previous	Current
	30-Nov-2012	03-Dec-2012	Change	Change %	Previous Week
Open	151-08	151-04	-0-04	-0.1%	150-01
High	151-24	151-11	-0-13	-0.3%	151-25
Low	151-01	150-12	-0-21	-0.4%	149-30
Close	151-13	151-02	-0-11	-0.2%	151-13
Range	0-23	0-31	0-08	34.8%	1-27
ATR	1-02	1-02	0-00	-0.2%	0-00
Volume	104,930	47,750	-57,180	-54.5%	2,018,826

Daily Pivots for day following 03-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	153-27	153-13	151-19
R3	152-28	152-14	151-11
R2	151-29	151-29	151-08
R1	151-15	151-15	151-05	151-06
PP	150-30	150-30	150-30	150-25
S1	150-16	150-16	150-31	150-08
S2	149-31	149-31	150-28
S3	149-00	149-17	150-25
S4	148-01	148-18	150-17

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	150-10	1-15	1.0%	0-26	0.5%	51%	False	False	332,332
10	151-31	149-23	2-08	1.5%	0-30	0.6%	60%	False	False	297,173
20	152-21	148-03	4-18	3.0%	1-02	0.7%	65%	False	False	319,211
40	152-21	146-02	6-19	4.4%	1-04	0.7%	76%	False	False	306,752
60	152-21	144-15	8-06	5.4%	1-06	0.8%	81%	False	False	314,603
80	152-21	144-15	8-06	5.4%	1-07	0.8%	81%	False	False	270,908
100	154-17	144-15	10-02	6.7%	1-07	0.8%	66%	False	False	216,861
120	154-17	144-15	10-02	6.7%	1-06	0.8%	66%	False	False	180,784

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0-06
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	155-15
2.618	153-28
1.618	152-29
1.000	152-10
0.618	151-30
HIGH	151-11
0.618	150-31
0.500	150-28
0.382	150-24
LOW	150-12
0.618	149-25
1.000	149-13
1.618	148-26
2.618	147-27
4.250	146-08

Fisher Pivots for day following 03-Dec-2012
Pivot	1 day	3 day
R1	151-00	151-02
PP	150-30	151-02
S1	150-28	151-02

Download as Excel Spreadsheet

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

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