ECBOT 30 Year Treasury Bond Future December 2012

Trading Metrics calculated at close of trading on 06-Dec-2012

Day Change Summary
	Previous	Current
	05-Dec-2012	06-Dec-2012	Change	Change %	Previous Week
Open	151-14	151-16	0-02	0.0%	150-01
High	152-00	152-06	0-06	0.1%	151-25
Low	151-06	151-14	0-08	0.2%	149-30
Close	151-19	151-27	0-08	0.2%	151-13
Range	0-26	0-24	-0-02	-7.7%	1-27
ATR	1-01	1-00	-0-01	-1.9%	0-00
Volume	29,326	11,319	-18,007	-61.4%	2,018,826

Daily Pivots for day following 06-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	154-02	153-23	152-08
R3	153-10	152-31	152-02
R2	152-18	152-18	151-31
R1	152-07	152-07	151-29	152-12
PP	151-26	151-26	151-26	151-29
S1	151-15	151-15	151-25	151-20
S2	151-02	151-02	151-23
S3	150-10	150-23	151-20
S4	149-18	149-31	151-14

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	152-06	150-12	1-26	1.2%	0-26	0.5%	81%	True	False	43,390
10	152-06	149-23	2-15	1.6%	0-27	0.6%	86%	True	False	227,891
20	152-21	149-23	2-30	1.9%	0-30	0.6%	72%	False	False	266,755
40	152-21	146-02	6-19	4.3%	1-03	0.7%	88%	False	False	292,349
60	152-21	144-15	8-06	5.4%	1-05	0.8%	90%	False	False	301,654
80	152-21	144-15	8-06	5.4%	1-06	0.8%	90%	False	False	271,660
100	154-17	144-15	10-02	6.6%	1-07	0.8%	73%	False	False	217,496
120	154-17	144-15	10-02	6.6%	1-06	0.8%	73%	False	False	181,314

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0-07
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	155-12
2.618	154-05
1.618	153-13
1.000	152-30
0.618	152-21
HIGH	152-06
0.618	151-29
0.500	151-26
0.382	151-23
LOW	151-14
0.618	150-31
1.000	150-22
1.618	150-07
2.618	149-15
4.250	148-08

Fisher Pivots for day following 06-Dec-2012
Pivot	1 day	3 day
R1	151-27	151-23
PP	151-26	151-19
S1	151-26	151-16

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

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