ECBOT 30 Year Treasury Bond Future March 2013

Trading Metrics calculated at close of trading on 30-Nov-2012

Day Change Summary
	Previous	Current
	29-Nov-2012	30-Nov-2012	Change	Change %	Previous Week
Open	149-23	149-31	0-08	0.2%	148-21
High	150-05	150-14	0-09	0.2%	150-14
Low	149-14	149-23	0-09	0.2%	148-20
Close	149-29	150-02	0-05	0.1%	150-02
Range	0-23	0-23	0-00	0.0%	1-26
ATR	1-00	0-31	-0-01	-1.9%	0-00
Volume	281,976	416,877	134,901	47.8%	1,466,401

Daily Pivots for day following 30-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	152-07	151-28	150-15
R3	151-16	151-05	150-08
R2	150-25	150-25	150-06
R1	150-14	150-14	150-04	150-20
PP	150-02	150-02	150-02	150-05
S1	149-23	149-23	150-00	149-28
S2	149-11	149-11	149-30
S3	148-20	149-00	149-28
S4	147-29	148-09	149-21

Weekly Pivots for week ending 30-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	155-05	154-13	151-02
R3	153-11	152-19	150-18
R2	151-17	151-17	150-13
R1	150-25	150-25	150-07	151-05
PP	149-23	149-23	149-23	149-28
S1	148-31	148-31	149-29	149-11
S2	147-29	147-29	149-23
S3	146-03	147-05	149-18
S4	144-09	145-11	149-02

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	150-14	148-20	1-26	1.2%	0-27	0.6%	79%	True	False	293,280
10	151-10	148-11	2-31	2.0%	0-28	0.6%	58%	False	False	152,728
20	151-10	146-08	5-02	3.4%	1-00	0.7%	75%	False	False	77,184
40	151-10	144-27	6-15	4.3%	0-30	0.6%	81%	False	False	38,638

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-05

Fibonacci Retracements and Extensions
4.250	153-16
2.618	152-10
1.618	151-19
1.000	151-05
0.618	150-28
HIGH	150-14
0.618	150-05
0.500	150-02
0.382	150-00
LOW	149-23
0.618	149-09
1.000	149-00
1.618	148-18
2.618	147-27
4.250	146-21

Fisher Pivots for day following 30-Nov-2012
Pivot	1 day	3 day
R1	150-02	150-01
PP	150-02	149-31
S1	150-02	149-30

Download as Excel Spreadsheet

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

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