ECBOT 30 Year Treasury Bond Future December 2012

Trading Metrics calculated at close of trading on 19-Dec-2012

Day Change Summary
	Previous	Current
	18-Dec-2012	19-Dec-2012	Change	Change %	Previous Week
Open	148-15	147-17	-0-30	-0.6%	150-30
High	148-19	148-08	-0-11	-0.2%	151-13
Low	147-00	147-11	0-11	0.2%	148-22
Close	147-10	148-01	0-23	0.5%	149-23
Range	1-19	0-29	-0-22	-43.1%	2-23
ATR	1-03	1-03	0-00	-1.1%	0-00
Volume	1,696	2,546	850	50.1%	31,903

Daily Pivots for day following 19-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	150-19	150-07	148-17
R3	149-22	149-10	148-09
R2	148-25	148-25	148-06
R1	148-13	148-13	148-04	148-19
PP	147-28	147-28	147-28	147-31
S1	147-16	147-16	147-30	147-22
S2	146-31	146-31	147-28
S3	146-02	146-19	147-25
S4	145-05	145-22	147-17

Weekly Pivots for week ending 14-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	158-03	156-20	151-07
R3	155-12	153-29	150-15
R2	152-21	152-21	150-07
R1	151-06	151-06	149-31	150-18
PP	149-30	149-30	149-30	149-20
S1	148-15	148-15	149-15	147-27
S2	147-07	147-07	149-07
S3	144-16	145-24	148-31
S4	141-25	143-01	148-07

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	149-29	147-00	2-29	2.0%	1-05	0.8%	35%	False	False	3,475
10	152-17	147-00	5-17	3.7%	1-04	0.8%	19%	False	False	7,408
20	152-17	147-00	5-17	3.7%	1-00	0.7%	19%	False	False	128,600
40	152-21	146-02	6-19	4.5%	1-02	0.7%	30%	False	False	218,947
60	152-21	146-02	6-19	4.5%	1-04	0.8%	30%	False	False	251,600
80	152-21	144-15	8-06	5.5%	1-06	0.8%	44%	False	False	269,827
100	153-05	144-15	8-22	5.9%	1-07	0.8%	41%	False	False	218,064
120	154-17	144-15	10-02	6.8%	1-06	0.8%	35%	False	False	181,805

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-07
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	152-03
2.618	150-20
1.618	149-23
1.000	149-05
0.618	148-26
HIGH	148-08
0.618	147-29
0.500	147-26
0.382	147-22
LOW	147-11
0.618	146-25
1.000	146-14
1.618	145-28
2.618	144-31
4.250	143-16

Fisher Pivots for day following 19-Dec-2012
Pivot	1 day	3 day
R1	147-30	148-11
PP	147-28	148-08
S1	147-26	148-04

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

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