ECBOT 30 Year Treasury Bond Future June 2013

Trading Metrics calculated at close of trading on 20-May-2013

Day Change Summary
	Previous	Current
	17-May-2013	20-May-2013	Change	Change %	Previous Week
Open	145-05	144-01	-1-04	-0.8%	144-24
High	145-17	144-17	-1-00	-0.7%	145-18
Low	143-27	143-18	-0-09	-0.2%	143-16
Close	143-31	143-24	-0-07	-0.2%	143-31
Range	1-22	0-31	-0-23	-42.6%	2-02
ATR	1-08	1-07	-0-01	-1.5%	0-00
Volume	441,742	388,285	-53,457	-12.1%	2,289,725

Daily Pivots for day following 20-May-2013
	Classic	Woodie	Camarilla	DeMark
R4	146-27	146-09	144-09
R3	145-28	145-10	144-01
R2	144-29	144-29	143-30
R1	144-11	144-11	143-27	144-04
PP	143-30	143-30	143-30	143-27
S1	143-12	143-12	143-21	143-06
S2	142-31	142-31	143-18
S3	142-00	142-13	143-15
S4	141-01	141-14	143-07

Weekly Pivots for week ending 17-May-2013
	Classic	Woodie	Camarilla	DeMark
R4	150-17	149-10	145-03
R3	148-15	147-08	144-17
R2	146-13	146-13	144-11
R1	145-06	145-06	144-05	144-24
PP	144-11	144-11	144-11	144-04
S1	143-04	143-04	143-25	142-22
S2	142-09	142-09	143-19
S3	140-07	141-02	143-13
S4	138-05	139-00	142-27

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	145-18	143-16	2-02	1.4%	1-13	1.0%	12%	False	False	451,125
10	147-12	143-16	3-28	2.7%	1-09	0.9%	6%	False	False	444,905
20	149-21	143-16	6-05	4.3%	1-06	0.8%	4%	False	False	409,383
40	149-21	142-20	7-01	4.9%	1-05	0.8%	16%	False	False	395,510
60	149-21	140-14	9-07	6.4%	1-05	0.8%	36%	False	False	389,410
80	149-21	140-14	9-07	6.4%	1-04	0.8%	36%	False	False	293,791
100	149-21	140-14	9-07	6.4%	1-01	0.7%	36%	False	False	235,047

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-10
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	148-21
2.618	147-02
1.618	146-03
1.000	145-16
0.618	145-04
HIGH	144-17
0.618	144-05
0.500	144-02
0.382	143-30
LOW	143-18
0.618	142-31
1.000	142-19
1.618	142-00
2.618	141-01
4.250	139-14

Fisher Pivots for day following 20-May-2013
Pivot	1 day	3 day
R1	144-02	144-18
PP	143-30	144-09
S1	143-27	144-01

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

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