ECBOT 30 Year Treasury Bond Future March 2013

Trading Metrics calculated at close of trading on 06-Mar-2013

Day Change Summary
	Previous	Current
	05-Mar-2013	06-Mar-2013	Change	Change %	Previous Week
Open	145-15	145-03	-0-12	-0.3%	144-00
High	145-18	145-04	-0-14	-0.3%	146-11
Low	144-28	144-08	-0-20	-0.4%	143-10
Close	145-05	144-11	-0-26	-0.6%	145-27
Range	0-22	0-28	0-06	27.3%	3-01
ATR	1-03	1-02	0-00	-1.2%	0-00
Volume	26,305	13,331	-12,974	-49.3%	2,610,093

Daily Pivots for day following 06-Mar-2013
	Classic	Woodie	Camarilla	DeMark
R4	147-06	146-21	144-26
R3	146-10	145-25	144-19
R2	145-14	145-14	144-16
R1	144-29	144-29	144-14	144-24
PP	144-18	144-18	144-18	144-16
S1	144-01	144-01	144-08	143-28
S2	143-22	143-22	144-06
S3	142-26	143-05	144-03
S4	141-30	142-09	143-28

Weekly Pivots for week ending 01-Mar-2013
	Classic	Woodie	Camarilla	DeMark
R4	154-08	153-03	147-16
R3	151-07	150-02	146-22
R2	148-06	148-06	146-13
R1	147-01	147-01	146-04	147-20
PP	145-05	145-05	145-05	145-15
S1	144-00	144-00	145-18	144-18
S2	142-04	142-04	145-09
S3	139-03	140-31	145-00
S4	136-02	137-30	144-06

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	146-13	144-08	2-05	1.5%	0-26	0.6%	4%	False	True	62,309
10	146-13	143-03	3-10	2.3%	1-02	0.7%	38%	False	False	360,254
20	146-13	142-09	4-04	2.9%	1-01	0.7%	50%	False	False	379,782
40	146-17	142-05	4-12	3.0%	1-02	0.7%	50%	False	False	389,026
60	150-22	142-05	8-17	5.9%	1-03	0.8%	26%	False	False	360,911
80	151-10	142-05	9-05	6.3%	1-02	0.7%	24%	False	False	306,383
100	151-10	142-05	9-05	6.3%	1-01	0.7%	24%	False	False	245,158

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-09
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	148-27
2.618	147-13
1.618	146-17
1.000	146-00
0.618	145-21
HIGH	145-04
0.618	144-25
0.500	144-22
0.382	144-19
LOW	144-08
0.618	143-23
1.000	143-12
1.618	142-27
2.618	141-31
4.250	140-17

Fisher Pivots for day following 06-Mar-2013
Pivot	1 day	3 day
R1	144-22	145-10
PP	144-18	145-00
S1	144-15	144-22

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

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