ECBOT 30 Year Treasury Bond Future December 2013

Trading Metrics calculated at close of trading on 29-Nov-2013

Day Change Summary
	Previous	Current
	27-Nov-2013	29-Nov-2013	Change	Change %	Previous Week
Open	132-16	132-06	-0-10	-0.2%	132-00
High	132-16	132-09	-0-07	-0.2%	132-24
Low	131-21	131-23	0-02	0.0%	131-21
Close	132-07	132-07	0-00	0.0%	132-07
Range	0-27	0-18	-0-09	-33.3%	1-03
ATR	0-31	0-30	-0-01	-3.0%	0-00
Volume	372,917	56,156	-316,761	-84.9%	1,488,076

Daily Pivots for day following 29-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	133-24	133-18	132-17
R3	133-06	133-00	132-12
R2	132-20	132-20	132-10
R1	132-14	132-14	132-09	132-17
PP	132-02	132-02	132-02	132-04
S1	131-28	131-28	132-05	131-31
S2	131-16	131-16	132-04
S3	130-30	131-10	132-02
S4	130-12	130-24	131-29

Weekly Pivots for week ending 29-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	135-16	134-30	132-26
R3	134-13	133-27	132-17
R2	133-10	133-10	132-13
R1	132-24	132-24	132-10	133-01
PP	132-07	132-07	132-07	132-11
S1	131-21	131-21	132-04	131-30
S2	131-04	131-04	132-01
S3	130-01	130-18	131-29
S4	128-30	129-15	131-20

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	132-24	131-05	1-19	1.2%	0-23	0.6%	67%	False	False	366,658
10	133-10	130-14	2-28	2.2%	0-29	0.7%	62%	False	False	347,967
20	134-23	130-14	4-09	3.2%	0-31	0.7%	42%	False	False	315,068
40	135-24	130-14	5-10	4.0%	0-30	0.7%	34%	False	False	287,184
60	135-24	128-12	7-12	5.6%	0-31	0.7%	52%	False	False	299,935
80	135-24	128-12	7-12	5.6%	1-01	0.8%	52%	False	False	256,169
100	135-24	128-12	7-12	5.6%	1-01	0.8%	52%	False	False	204,989
120	139-20	128-12	11-08	8.5%	1-01	0.8%	34%	False	False	170,832

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-05
Narrowest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	134-22
2.618	133-24
1.618	133-06
1.000	132-27
0.618	132-20
HIGH	132-09
0.618	132-02
0.500	132-00
0.382	131-30
LOW	131-23
0.618	131-12
1.000	131-05
1.618	130-26
2.618	130-08
4.250	129-10

Fisher Pivots for day following 29-Nov-2013
Pivot	1 day	3 day
R1	132-05	132-07
PP	132-02	132-07
S1	132-00	132-06

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

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