ECBOT 30 Year Treasury Bond Future March 2013
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 13-Nov-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    12-Nov-2012 | 
                    13-Nov-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        150-11 | 
                        150-15 | 
                        0-04 | 
                        0.1% | 
                        147-08 | 
                     
                    
                        | High | 
                        150-20 | 
                        151-03 | 
                        0-15 | 
                        0.3% | 
                        150-27 | 
                     
                    
                        | Low | 
                        150-05 | 
                        150-12 | 
                        0-07 | 
                        0.1% | 
                        146-25 | 
                     
                    
                        | Close | 
                        150-10 | 
                        150-24 | 
                        0-14 | 
                        0.3% | 
                        150-09 | 
                     
                    
                        | Range | 
                        0-15 | 
                        0-23 | 
                        0-08 | 
                        53.3% | 
                        4-02 | 
                     
                    
                        | ATR | 
                        1-03 | 
                        1-02 | 
                        -0-01 | 
                        -2.0% | 
                        0-00 | 
                     
                    
                        | Volume | 
                        2,393 | 
                        375 | 
                        -2,018 | 
                        -84.3% | 
                        8,281 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 13-Nov-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                152-29 | 
                152-17 | 
                151-05 | 
                 | 
             
            
                | R3 | 
                152-06 | 
                151-26 | 
                150-30 | 
                 | 
             
            
                | R2 | 
                151-15 | 
                151-15 | 
                150-28 | 
                 | 
             
            
                | R1 | 
                151-03 | 
                151-03 | 
                150-26 | 
                151-09 | 
             
            
                | PP | 
                150-24 | 
                150-24 | 
                150-24 | 
                150-26 | 
             
            
                | S1 | 
                150-12 | 
                150-12 | 
                150-22 | 
                150-18 | 
             
            
                | S2 | 
                150-01 | 
                150-01 | 
                150-20 | 
                 | 
             
            
                | S3 | 
                149-10 | 
                149-21 | 
                150-18 | 
                 | 
             
            
                | S4 | 
                148-19 | 
                148-30 | 
                150-11 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                 | 
             
     
 | 
    
    
    | 
        
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            154-05 | 
         
        
            | 
2.618             | 
            152-31 | 
         
        
            | 
1.618             | 
            152-08 | 
         
        
            | 
1.000             | 
            151-26 | 
         
        
            | 
0.618             | 
            151-17 | 
         
        
            | 
HIGH             | 
            151-03 | 
         
        
            | 
0.618             | 
            150-26 | 
         
        
            | 
0.500             | 
            150-24 | 
         
        
            | 
0.382             | 
            150-21 | 
         
        
            | 
LOW             | 
            150-12 | 
         
        
            | 
0.618             | 
            149-30 | 
         
        
            | 
1.000             | 
            149-21 | 
         
        
            | 
1.618             | 
            149-07 | 
         
        
            | 
2.618             | 
            148-16 | 
         
        
            | 
4.250             | 
            147-10 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 13-Nov-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                150-24 | 
                                150-20 | 
                             
                            
                                | PP | 
                                150-24 | 
                                150-17 | 
                             
                            
                                | S1 | 
                                150-24 | 
                                150-14 | 
                             
             
         |