ECBOT 30 Year Treasury Bond Future June 2013

Trading Metrics calculated at close of trading on 18-Jun-2013

Day Change Summary
	Previous	Current
	17-Jun-2013	18-Jun-2013	Change	Change %	Previous Week
Open	141-02	140-16	-0-18	-0.4%	140-17
High	141-19	140-25	-0-26	-0.6%	141-27
Low	140-12	140-03	-0-09	-0.2%	138-28
Close	140-17	140-18	0-01	0.0%	141-10
Range	1-07	0-22	-0-17	-43.6%	2-31
ATR	1-15	1-13	-0-02	-3.8%	0-00
Volume	2,502	3,032	530	21.2%	19,292

Daily Pivots for day following 18-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	142-17	142-08	140-30
R3	141-27	141-18	140-24
R2	141-05	141-05	140-22
R1	140-28	140-28	140-20	141-00
PP	140-15	140-15	140-15	140-18
S1	140-06	140-06	140-16	140-10
S2	139-25	139-25	140-14
S3	139-03	139-16	140-12
S4	138-13	138-26	140-06

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	139-23	2-04	1.5%	0-31	0.7%	40%	False	False	2,508
10	143-09	138-28	4-13	3.1%	1-11	1.0%	38%	False	False	8,572
20	145-00	138-28	6-04	4.4%	1-18	1.1%	28%	False	False	268,311
40	149-21	138-28	10-25	7.7%	1-12	1.0%	16%	False	False	338,847
60	149-21	138-28	10-25	7.7%	1-09	0.9%	16%	False	False	353,110
80	149-21	138-28	10-25	7.7%	1-08	0.9%	16%	False	False	359,135
100	149-21	138-28	10-25	7.7%	1-06	0.9%	16%	False	False	288,695
120	149-21	138-28	10-25	7.7%	1-03	0.8%	16%	False	False	240,591

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-10
Narrowest range in 37 trading days

Fibonacci Retracements and Extensions
4.250	143-22
2.618	142-19
1.618	141-29
1.000	141-15
0.618	141-07
HIGH	140-25
0.618	140-17
0.500	140-14
0.382	140-11
LOW	140-03
0.618	139-21
1.000	139-13
1.618	138-31
2.618	138-09
4.250	137-06

Fisher Pivots for day following 18-Jun-2013
Pivot	1 day	3 day
R1	140-17	140-31
PP	140-15	140-27
S1	140-14	140-22

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

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