ECBOT 30 Year Treasury Bond Future June 2013

Trading Metrics calculated at close of trading on 04-Jun-2013

Day Change Summary
	Previous	Current
	03-Jun-2013	04-Jun-2013	Change	Change %	Previous Week
Open	141-07	141-19	0-12	0.3%	143-09
High	142-13	141-19	-0-26	-0.6%	143-13
Low	140-14	140-25	0-11	0.2%	139-29
Close	141-10	141-03	-0-07	-0.2%	141-02
Range	1-31	0-26	-1-05	-58.7%	3-16
ATR	1-17	1-15	-0-02	-3.3%	0-00
Volume	69,155	26,725	-42,430	-61.4%	2,597,567

Daily Pivots for day following 04-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	143-19	143-05	141-17
R3	142-25	142-11	141-10
R2	141-31	141-31	141-08
R1	141-17	141-17	141-05	141-11
PP	141-05	141-05	141-05	141-02
S1	140-23	140-23	141-01	140-17
S2	140-11	140-11	140-30
S3	139-17	139-29	140-28
S4	138-23	139-03	140-21

Weekly Pivots for week ending 31-May-2013
	Classic	Woodie	Camarilla	DeMark
R4	151-31	150-00	143-00
R3	148-15	146-16	142-01
R2	144-31	144-31	141-23
R1	143-00	143-00	141-12	142-08
PP	141-15	141-15	141-15	141-02
S1	139-16	139-16	140-24	138-24
S2	137-31	137-31	140-13
S3	134-15	136-00	140-03
S4	130-31	132-16	139-04

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	142-13	139-29	2-16	1.8%	1-19	1.1%	48%	False	False	361,391
10	145-00	139-29	5-03	3.6%	1-24	1.2%	23%	False	False	528,049
20	147-12	139-29	7-15	5.3%	1-16	1.1%	16%	False	False	486,477
40	149-21	139-29	9-24	6.9%	1-09	0.9%	12%	False	False	432,627
60	149-21	139-29	9-24	6.9%	1-08	0.9%	12%	False	False	413,083
80	149-21	139-29	9-24	6.9%	1-06	0.8%	12%	False	False	359,677
100	149-21	139-29	9-24	6.9%	1-04	0.8%	12%	False	False	287,850
120	149-21	139-29	9-24	6.9%	1-00	0.7%	12%	False	False	239,876

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	0-15
Narrowest range in 19 trading days

Fibonacci Retracements and Extensions
4.250	145-02
2.618	143-23
1.618	142-29
1.000	142-13
0.618	142-03
HIGH	141-19
0.618	141-09
0.500	141-06
0.382	141-03
LOW	140-25
0.618	140-09
1.000	139-31
1.618	139-15
2.618	138-21
4.250	137-10

Fisher Pivots for day following 04-Jun-2013
Pivot	1 day	3 day
R1	141-06	141-08
PP	141-05	141-07
S1	141-04	141-05

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

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