ECBOT 30 Year Treasury Bond Future March 2013

Trading Metrics calculated at close of trading on 23-Nov-2012

Day Change Summary
	Previous	Current
	21-Nov-2012	23-Nov-2012	Change	Change %	Previous Week
Open	149-01	148-19	-0-14	-0.3%	150-17
High	149-13	149-08	-0-05	-0.1%	150-17
Low	148-19	148-11	-0-08	-0.2%	148-11
Close	148-24	148-22	-0-02	0.0%	148-22
Range	0-26	0-29	0-03	11.5%	2-06
ATR	1-01	1-01	0-00	-0.9%	0-00
Volume	11,182	33,052	21,870	195.6%	55,826

Daily Pivots for day following 23-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	151-15	151-00	149-06
R3	150-18	150-03	148-30
R2	149-21	149-21	148-27
R1	149-06	149-06	148-25	149-14
PP	148-24	148-24	148-24	148-28
S1	148-09	148-09	148-19	148-16
S2	147-27	147-27	148-17
S3	146-30	147-12	148-14
S4	146-01	146-15	148-06

Weekly Pivots for week ending 23-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	155-24	154-13	149-28
R3	153-18	152-07	149-09
R2	151-12	151-12	149-03
R1	150-01	150-01	148-28	149-20
PP	149-06	149-06	149-06	148-31
S1	147-27	147-27	148-16	147-14
S2	147-00	147-00	148-09
S3	144-26	145-21	148-03
S4	142-20	143-15	147-16

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	151-10	148-11	2-31	2.0%	0-30	0.6%	12%	False	True	12,176
10	151-10	148-11	2-31	2.0%	0-28	0.6%	12%	False	True	7,155
20	151-10	145-28	5-14	3.7%	1-00	0.7%	52%	False	False	3,907
40	151-10	144-27	6-15	4.4%	0-29	0.6%	59%	False	False	1,979

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-06
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	153-03
2.618	151-20
1.618	150-23
1.000	150-05
0.618	149-26
HIGH	149-08
0.618	148-29
0.500	148-26
0.382	148-22
LOW	148-11
0.618	147-25
1.000	147-14
1.618	146-28
2.618	145-31
4.250	144-16

Fisher Pivots for day following 23-Nov-2012
Pivot	1 day	3 day
R1	148-26	149-10
PP	148-24	149-04
S1	148-23	148-29

Download as Excel Spreadsheet

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

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