ECBOT 30 Year Treasury Bond Future March 2013

Trading Metrics calculated at close of trading on 01-Nov-2012

Day Change Summary
	Previous	Current
	31-Oct-2012	01-Nov-2012	Change	Change %	Previous Week
Open	146-27	147-23	0-28	0.6%	146-05
High	148-00	147-23	-0-09	-0.2%	146-22
Low	146-26	146-28	0-02	0.0%	144-30
Close	147-30	147-08	-0-22	-0.5%	146-21
Range	1-06	0-27	-0-11	-28.9%	1-24
ATR	0-31	1-00	0-00	0.6%	0-00
Volume	6	630	624	10,400.0%	692

Daily Pivots for day following 01-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	149-26	149-12	147-23
R3	148-31	148-17	147-15
R2	148-04	148-04	147-13
R1	147-22	147-22	147-10	147-16
PP	147-09	147-09	147-09	147-06
S1	146-27	146-27	147-06	146-20
S2	146-14	146-14	147-03
S3	145-19	146-00	147-01
S4	144-24	145-05	146-25

Weekly Pivots for week ending 26-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	151-11	150-24	147-20
R3	149-19	149-00	147-04
R2	147-27	147-27	146-31
R1	147-08	147-08	146-26	147-18
PP	146-03	146-03	146-03	146-08
S1	145-16	145-16	146-16	145-26
S2	144-11	144-11	146-11
S3	142-19	143-24	146-06
S4	140-27	142-00	145-22

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	148-00	145-28	2-04	1.4%	0-27	0.6%	65%	False	False	171
10	148-00	144-30	3-02	2.1%	0-27	0.6%	76%	False	False	154
20	148-23	144-27	3-28	2.6%	0-29	0.6%	62%	False	False	92

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-02
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	151-10
2.618	149-30
1.618	149-03
1.000	148-18
0.618	148-08
HIGH	147-23
0.618	147-13
0.500	147-10
0.382	147-06
LOW	146-28
0.618	146-11
1.000	146-01
1.618	145-16
2.618	144-21
4.250	143-09

Fisher Pivots for day following 01-Nov-2012
Pivot	1 day	3 day
R1	147-10	147-13
PP	147-09	147-11
S1	147-08	147-10

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

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