ECBOT 30 Year Treasury Bond Future March 2013
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 28-Nov-2012 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 27-Nov-2012 | 28-Nov-2012 | Change | Change % | Previous Week |  
                        | Open | 149-07 | 149-20 | 0-13 | 0.3% | 150-17 |  
                        | High | 149-23 | 150-14 | 0-23 | 0.5% | 150-17 |  
                        | Low | 148-31 | 149-19 | 0-20 | 0.4% | 148-11 |  
                        | Close | 149-18 | 150-02 | 0-16 | 0.3% | 148-22 |  
                        | Range | 0-24 | 0-27 | 0-03 | 12.5% | 2-06 |  
                        | ATR | 1-01 | 1-00 | 0-00 | -1.0% | 0-00 |  
                        | Volume | 223,655 | 353,827 | 130,172 | 58.2% | 55,826 |  | 
    
| 
        
            | Daily Pivots for day following 28-Nov-2012 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 152-18 | 152-05 | 150-17 |  |  
                | R3 | 151-23 | 151-10 | 150-09 |  |  
                | R2 | 150-28 | 150-28 | 150-07 |  |  
                | R1 | 150-15 | 150-15 | 150-04 | 150-22 |  
                | PP | 150-01 | 150-01 | 150-01 | 150-04 |  
                | S1 | 149-20 | 149-20 | 150-00 | 149-26 |  
                | S2 | 149-06 | 149-06 | 149-29 |  |  
                | S3 | 148-11 | 148-25 | 149-27 |  |  
                | S4 | 147-16 | 147-30 | 149-19 |  |  | 
        
            | 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 |  |  | 
    
    |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 154-01 |  
            | 2.618 | 152-21 |  
            | 1.618 | 151-26 |  
            | 1.000 | 151-09 |  
            | 0.618 | 150-31 |  
            | HIGH | 150-14 |  
            | 0.618 | 150-04 |  
            | 0.500 | 150-00 |  
            | 0.382 | 149-29 |  
            | LOW | 149-19 |  
            | 0.618 | 149-02 |  
            | 1.000 | 148-24 |  
            | 1.618 | 148-07 |  
            | 2.618 | 147-12 |  
            | 4.250 | 146-00 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 28-Nov-2012 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 150-02 | 149-28 |  
                                | PP | 150-01 | 149-23 |  
                                | S1 | 150-00 | 149-17 |  |