ECBOT 30 Year Treasury Bond Future June 2013

Trading Metrics calculated at close of trading on 10-Jun-2013

Day Change Summary
	Previous	Current
	07-Jun-2013	10-Jun-2013	Change	Change %	Previous Week
Open	142-00	140-17	-1-15	-1.0%	141-07
High	142-19	140-26	-1-25	-1.2%	143-09
Low	140-10	139-24	-0-18	-0.4%	140-10
Close	140-25	139-30	-0-27	-0.6%	140-25
Range	2-09	1-02	-1-07	-53.4%	2-31
ATR	1-18	1-17	-0-01	-2.3%	0-00
Volume	15,105	6,742	-8,363	-55.4%	156,783

Daily Pivots for day following 10-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	143-11	142-23	140-17
R3	142-09	141-21	140-07
R2	141-07	141-07	140-04
R1	140-19	140-19	140-01	140-12
PP	140-05	140-05	140-05	140-02
S1	139-17	139-17	139-27	139-10
S2	139-03	139-03	139-24
S3	138-01	138-15	139-21
S4	136-31	137-13	139-11

Weekly Pivots for week ending 07-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	150-12	148-17	142-13
R3	147-13	145-18	141-19
R2	144-14	144-14	141-10
R1	142-19	142-19	141-02	142-01
PP	141-15	141-15	141-15	141-06
S1	139-20	139-20	140-16	139-02
S2	138-16	138-16	140-08
S3	135-17	136-21	139-31
S4	132-18	133-22	139-05

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	143-09	139-24	3-17	2.5%	1-17	1.1%	5%	False	True	18,874
10	143-13	139-24	3-21	2.6%	1-24	1.3%	5%	False	True	276,109
20	145-18	139-24	5-26	4.2%	1-20	1.2%	3%	False	True	401,307
40	149-21	139-24	9-29	7.1%	1-11	1.0%	2%	False	True	395,514
60	149-21	139-24	9-29	7.1%	1-09	0.9%	2%	False	True	392,383
80	149-21	139-24	9-29	7.1%	1-07	0.9%	2%	False	True	360,435
100	149-21	139-24	9-29	7.1%	1-06	0.8%	2%	False	True	288,524
120	149-21	139-24	9-29	7.1%	1-02	0.8%	2%	False	True	240,440

Crabel Price Patterns
NR	True
NR4	True
NR5	False
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	0-14
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	145-10
2.618	143-19
1.618	142-17
1.000	141-28
0.618	141-15
HIGH	140-26
0.618	140-13
0.500	140-09
0.382	140-05
LOW	139-24
0.618	139-03
1.000	138-22
1.618	138-01
2.618	136-31
4.250	135-08

Fisher Pivots for day following 10-Jun-2013
Pivot	1 day	3 day
R1	140-09	141-16
PP	140-05	141-00
S1	140-02	140-15

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

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