ECBOT 30 Year Treasury Bond Future June 2013

Trading Metrics calculated at close of trading on 14-Jun-2013

Day Change Summary
	Previous	Current
	13-Jun-2013	14-Jun-2013	Change	Change %	Previous Week
Open	139-30	141-02	1-04	0.8%	140-17
High	141-01	141-27	0-26	0.6%	141-27
Low	139-30	141-02	1-04	0.8%	138-28
Close	140-23	141-10	0-19	0.4%	141-10
Range	1-03	0-25	-0-10	-28.6%	2-31
ATR	1-16	1-15	-0-01	-1.8%	0-00
Volume	2,238	2,150	-88	-3.9%	19,292

Daily Pivots for day following 14-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	143-24	143-10	141-24
R3	142-31	142-17	141-17
R2	142-06	142-06	141-15
R1	141-24	141-24	141-12	141-31
PP	141-13	141-13	141-13	141-16
S1	140-31	140-31	141-08	141-06
S2	140-20	140-20	141-05
S3	139-27	140-06	141-03
S4	139-02	139-13	140-28

Weekly Pivots for week ending 14-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	149-19	148-13	142-30
R3	146-20	145-14	142-04
R2	143-21	143-21	141-27
R1	142-15	142-15	141-19	143-02
PP	140-22	140-22	140-22	140-31
S1	139-16	139-16	141-01	140-03
S2	137-23	137-23	140-25
S3	134-24	136-17	140-16
S4	131-25	133-18	139-22

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	141-27	138-28	2-31	2.1%	1-06	0.8%	82%	True	False	3,858
10	143-09	138-28	4-13	3.1%	1-14	1.0%	55%	False	False	17,607
20	145-17	138-28	6-21	4.7%	1-19	1.1%	37%	False	False	309,535
40	149-21	138-28	10-25	7.6%	1-12	1.0%	23%	False	False	355,365
60	149-21	138-28	10-25	7.6%	1-09	0.9%	23%	False	False	364,769
80	149-21	138-28	10-25	7.6%	1-08	0.9%	23%	False	False	360,338
100	149-21	138-28	10-25	7.6%	1-06	0.8%	23%	False	False	288,644
120	149-21	138-28	10-25	7.6%	1-03	0.8%	23%	False	False	240,544

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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 27 trading days

Fibonacci Retracements and Extensions
4.250	145-05
2.618	143-28
1.618	143-03
1.000	142-20
0.618	142-10
HIGH	141-27
0.618	141-17
0.500	141-14
0.382	141-12
LOW	141-02
0.618	140-19
1.000	140-09
1.618	139-26
2.618	139-01
4.250	137-24

Fisher Pivots for day following 14-Jun-2013
Pivot	1 day	3 day
R1	141-14	141-04
PP	141-13	140-31
S1	141-12	140-25

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

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