ECBOT 30 Year Treasury Bond Future December 2013

Trading Metrics calculated at close of trading on 02-Dec-2013

Day Change Summary
	Previous	Current
	29-Nov-2013	02-Dec-2013	Change	Change %	Previous Week
Open	132-06	131-29	-0-09	-0.2%	132-00
High	132-09	132-01	-0-08	-0.2%	132-24
Low	131-23	131-04	-0-19	-0.5%	131-21
Close	132-07	131-08	-0-31	-0.7%	132-07
Range	0-18	0-29	0-11	61.1%	1-03
ATR	0-30	0-31	0-00	1.1%	0-00
Volume	56,156	79,420	23,264	41.4%	1,488,076

Daily Pivots for day following 02-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	134-06	133-20	131-24
R3	133-09	132-23	131-16
R2	132-12	132-12	131-13
R1	131-26	131-26	131-11	131-20
PP	131-15	131-15	131-15	131-12
S1	130-29	130-29	131-05	130-24
S2	130-18	130-18	131-03
S3	129-21	130-00	131-00
S4	128-24	129-03	130-24

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	131-04	1-20	1.2%	0-23	0.6%	8%	False	True	313,499
10	133-10	130-14	2-28	2.2%	0-30	0.7%	28%	False	False	334,230
20	134-10	130-14	3-28	3.0%	0-30	0.7%	21%	False	False	304,636
40	135-24	130-14	5-10	4.0%	0-30	0.7%	15%	False	False	283,405
60	135-24	128-19	7-05	5.5%	0-31	0.7%	37%	False	False	294,609
80	135-24	128-12	7-12	5.6%	1-01	0.8%	39%	False	False	257,154
100	135-24	128-12	7-12	5.6%	1-00	0.8%	39%	False	False	205,781
120	139-20	128-12	11-08	8.6%	1-01	0.8%	26%	False	False	171,493

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
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 5 trading days

Fibonacci Retracements and Extensions
4.250	135-28
2.618	134-13
1.618	133-16
1.000	132-30
0.618	132-19
HIGH	132-01
0.618	131-22
0.500	131-18
0.382	131-15
LOW	131-04
0.618	130-18
1.000	130-07
1.618	129-21
2.618	128-24
4.250	127-09

Fisher Pivots for day following 02-Dec-2013
Pivot	1 day	3 day
R1	131-18	131-26
PP	131-15	131-20
S1	131-12	131-14

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

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