ECBOT 30 Year Treasury Bond Future March 2014

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	131-02	130-23	-0-11	-0.3%	130-18
High	131-02	130-26	-0-08	-0.2%	131-09
Low	130-06	130-07	0-01	0.0%	130-06
Close	130-24	130-24	0-00	0.0%	130-24
Range	0-28	0-19	-0-09	-32.1%	1-03
ATR	0-28	0-28	-0-01	-2.4%	0-00
Volume	262,657	165,573	-97,084	-37.0%	1,124,955

Daily Pivots for day following 29-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	132-12	132-05	131-02
R3	131-25	131-18	130-29
R2	131-06	131-06	130-27
R1	130-31	130-31	130-26	131-02
PP	130-19	130-19	130-19	130-21
S1	130-12	130-12	130-22	130-16
S2	130-00	130-00	130-21
S3	129-13	129-25	130-19
S4	128-26	129-06	130-14

Weekly Pivots for week ending 29-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	134-01	133-15	131-11
R3	132-30	132-12	131-02
R2	131-27	131-27	130-30
R1	131-09	131-09	130-27	131-18
PP	130-24	130-24	130-24	130-28
S1	130-06	130-06	130-21	130-15
S2	129-21	129-21	130-18
S3	128-18	129-03	130-14
S4	127-15	128-00	130-05

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	131-09	129-22	1-19	1.2%	0-24	0.6%	67%	False	False	248,044
10	131-26	128-31	2-27	2.2%	0-28	0.7%	63%	False	False	133,589
20	133-06	128-31	4-07	3.2%	0-29	0.7%	42%	False	False	68,267
40	134-08	128-31	5-09	4.0%	0-24	0.6%	34%	False	False	34,232

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-05
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	133-11
2.618	132-12
1.618	131-25
1.000	131-13
0.618	131-06
HIGH	130-26
0.618	130-19
0.500	130-16
0.382	130-14
LOW	130-07
0.618	129-27
1.000	129-20
1.618	129-08
2.618	128-21
4.250	127-22

Fisher Pivots for day following 29-Nov-2013
Pivot	1 day	3 day
R1	130-22	130-24
PP	130-19	130-24
S1	130-16	130-24

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

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