ECBOT 30 Year Treasury Bond Future March 2013

Trading Metrics calculated at close of trading on 12-Nov-2012

Day Change Summary
	Previous	Current
	09-Nov-2012	12-Nov-2012	Change	Change %	Previous Week
Open	150-04	150-11	0-07	0.1%	147-08
High	150-27	150-20	-0-07	-0.1%	150-27
Low	149-24	150-05	0-13	0.3%	146-25
Close	150-09	150-10	0-01	0.0%	150-09
Range	1-03	0-15	-0-20	-57.1%	4-02
ATR	1-04	1-03	-0-02	-4.2%	0-00
Volume	3,163	2,393	-770	-24.3%	8,281

Daily Pivots for day following 12-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	151-25	151-16	150-18
R3	151-10	151-01	150-14
R2	150-27	150-27	150-13
R1	150-18	150-18	150-11	150-15
PP	150-12	150-12	150-12	150-10
S1	150-03	150-03	150-09	150-00
S2	149-29	149-29	150-07
S3	149-14	149-20	150-06
S4	148-31	149-05	150-02

Weekly Pivots for week ending 09-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	161-16	159-30	152-16
R3	157-14	155-28	151-13
R2	153-12	153-12	151-01
R1	151-26	151-26	150-21	152-19
PP	149-10	149-10	149-10	149-22
S1	147-24	147-24	149-29	148-17
S2	145-08	145-08	149-17
S3	141-06	143-22	149-05
S4	137-04	139-20	148-02

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	150-27	146-25	4-02	2.7%	1-09	0.9%	87%	False	False	2,080
10	150-27	146-08	4-19	3.1%	1-03	0.7%	88%	False	False	1,197
20	150-27	144-27	6-00	4.0%	1-00	0.7%	91%	False	False	647
40	150-27	144-22	6-05	4.1%	0-27	0.6%	91%	False	False	331

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0-04
Narrowest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	152-20
2.618	151-27
1.618	151-12
1.000	151-03
0.618	150-29
HIGH	150-20
0.618	150-14
0.500	150-12
0.382	150-11
LOW	150-05
0.618	149-28
1.000	149-22
1.618	149-13
2.618	148-30
4.250	148-05

Fisher Pivots for day following 12-Nov-2012
Pivot	1 day	3 day
R1	150-12	150-03
PP	150-12	149-28
S1	150-11	149-21

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

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