ECBOT 30 Year Treasury Bond Future June 2013

Trading Metrics calculated at close of trading on 22-Feb-2013

Day Change Summary
	Previous	Current
	21-Feb-2013	22-Feb-2013	Change	Change %	Previous Week
Open	141-27	142-11	0-16	0.4%	141-31
High	142-23	142-22	-0-01	0.0%	142-23
Low	141-20	142-01	0-13	0.3%	141-03
Close	142-11	142-16	0-05	0.1%	142-16
Range	1-03	0-21	-0-14	-40.0%	1-20
ATR	0-30	0-30	-0-01	-2.2%	0-00
Volume	13,878	87,868	73,990	533.1%	115,168

Daily Pivots for day following 22-Feb-2013
	Classic	Woodie	Camarilla	DeMark
R4	144-12	144-03	142-28
R3	143-23	143-14	142-22
R2	143-02	143-02	142-20
R1	142-25	142-25	142-18	142-30
PP	142-13	142-13	142-13	142-15
S1	142-04	142-04	142-14	142-08
S2	141-24	141-24	142-12
S3	141-03	141-15	142-10
S4	140-14	140-26	142-04

Weekly Pivots for week ending 22-Feb-2013
	Classic	Woodie	Camarilla	DeMark
R4	146-31	146-12	143-13
R3	145-11	144-24	142-30
R2	143-23	143-23	142-26
R1	143-04	143-04	142-21	143-14
PP	142-03	142-03	142-03	142-08
S1	141-16	141-16	142-11	141-26
S2	140-15	140-15	142-06
S3	138-27	139-28	142-02
S4	137-07	138-08	141-19

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	142-23	141-03	1-20	1.1%	0-28	0.6%	87%	False	False	23,893
10	142-23	140-26	1-29	1.3%	0-28	0.6%	89%	False	False	12,905
20	144-10	140-23	3-19	2.5%	1-00	0.7%	50%	False	False	6,934
40	147-08	140-23	6-17	4.6%	0-27	0.6%	27%	False	False	3,501

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	0-08
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	145-15
2.618	144-13
1.618	143-24
1.000	143-11
0.618	143-03
HIGH	142-22
0.618	142-14
0.500	142-12
0.382	142-09
LOW	142-01
0.618	141-20
1.000	141-12
1.618	140-31
2.618	140-10
4.250	139-08

Fisher Pivots for day following 22-Feb-2013
Pivot	1 day	3 day
R1	142-14	142-10
PP	142-13	142-03
S1	142-12	141-29

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

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