ECBOT 30 Year Treasury Bond Future September 2013
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 12-Apr-2013 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 11-Apr-2013 | 12-Apr-2013 | Change | Change % | Previous Week |  
                        | Open | 145-00 | 145-22 | 0-22 | 0.5% | 146-28 |  
                        | High | 145-13 | 146-23 | 1-10 | 0.9% | 147-01 |  
                        | Low | 145-00 | 145-22 | 0-22 | 0.5% | 145-00 |  
                        | Close | 145-12 | 146-22 | 1-10 | 0.9% | 146-22 |  
                        | Range | 0-13 | 1-01 | 0-20 | 153.8% | 2-01 |  
                        | ATR | 0-27 | 0-28 | 0-01 | 4.3% | 0-00 |  
                        | Volume | 38 | 34 | -4 | -10.5% | 408 |  | 
    
| 
        
            | Daily Pivots for day following 12-Apr-2013 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 149-15 | 149-03 | 147-08 |  |  
                | R3 | 148-14 | 148-02 | 146-31 |  |  
                | R2 | 147-13 | 147-13 | 146-28 |  |  
                | R1 | 147-01 | 147-01 | 146-25 | 147-07 |  
                | PP | 146-12 | 146-12 | 146-12 | 146-14 |  
                | S1 | 146-00 | 146-00 | 146-19 | 146-06 |  
                | S2 | 145-11 | 145-11 | 146-16 |  |  
                | S3 | 144-10 | 144-31 | 146-13 |  |  
                | S4 | 143-09 | 143-30 | 146-04 |  |  | 
        
            | Weekly Pivots for week ending 12-Apr-2013 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 152-11 | 151-17 | 147-26 |  |  
                | R3 | 150-10 | 149-16 | 147-08 |  |  
                | R2 | 148-09 | 148-09 | 147-02 |  |  
                | R1 | 147-15 | 147-15 | 146-28 | 146-28 |  
                | PP | 146-08 | 146-08 | 146-08 | 145-30 |  
                | S1 | 145-14 | 145-14 | 146-16 | 144-26 |  
                | S2 | 144-07 | 144-07 | 146-10 |  |  
                | S3 | 142-06 | 143-13 | 146-04 |  |  
                | S4 | 140-05 | 141-12 | 145-18 |  |  | 
    
    |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 151-03 |  
            | 2.618 | 149-13 |  
            | 1.618 | 148-12 |  
            | 1.000 | 147-24 |  
            | 0.618 | 147-11 |  
            | HIGH | 146-23 |  
            | 0.618 | 146-10 |  
            | 0.500 | 146-06 |  
            | 0.382 | 146-03 |  
            | LOW | 145-22 |  
            | 0.618 | 145-02 |  
            | 1.000 | 144-21 |  
            | 1.618 | 144-01 |  
            | 2.618 | 143-00 |  
            | 4.250 | 141-10 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 12-Apr-2013 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 146-17 | 146-13 |  
                                | PP | 146-12 | 146-04 |  
                                | S1 | 146-06 | 145-28 |  |