ECBOT 30 Year Treasury Bond Future March 2013

Trading Metrics calculated at close of trading on 27-Nov-2012

Day Change Summary
	Previous	Current
	26-Nov-2012	27-Nov-2012	Change	Change %	Previous Week
Open	148-21	149-07	0-18	0.4%	150-17
High	149-26	149-23	-0-03	-0.1%	150-17
Low	148-20	148-31	0-11	0.2%	148-11
Close	149-09	149-18	0-09	0.2%	148-22
Range	1-06	0-24	-0-14	-36.8%	2-06
ATR	1-01	1-01	-0-01	-2.0%	0-00
Volume	190,066	223,655	33,589	17.7%	55,826

Daily Pivots for day following 27-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	151-21	151-12	149-31
R3	150-29	150-20	149-25
R2	150-05	150-05	149-22
R1	149-28	149-28	149-20	150-00
PP	149-13	149-13	149-13	149-16
S1	149-04	149-04	149-16	149-08
S2	148-21	148-21	149-14
S3	147-29	148-12	149-11
S4	147-05	147-20	149-05

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	150-10	148-11	1-31	1.3%	1-00	0.7%	62%	False	False	93,573
10	151-10	148-11	2-31	2.0%	0-29	0.6%	41%	False	False	47,971
20	151-10	146-08	5-02	3.4%	1-00	0.7%	65%	False	False	24,584
40	151-10	144-27	6-15	4.3%	0-30	0.6%	73%	False	False	12,321

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	0-05
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	152-29
2.618	151-22
1.618	150-30
1.000	150-15
0.618	150-06
HIGH	149-23
0.618	149-14
0.500	149-11
0.382	149-08
LOW	148-31
0.618	148-16
1.000	148-07
1.618	147-24
2.618	147-00
4.250	145-25

Fisher Pivots for day following 27-Nov-2012
Pivot	1 day	3 day
R1	149-16	149-13
PP	149-13	149-08
S1	149-11	149-02

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

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