ECBOT 30 Year Treasury Bond Future September 2013

Trading Metrics calculated at close of trading on 15-May-2013

Day Change Summary
	Previous	Current
	14-May-2013	15-May-2013	Change	Change %	Previous Week
Open	143-28	142-23	-1-05	-0.8%	146-09
High	144-08	143-21	-0-19	-0.4%	146-16
Low	142-20	142-20	0-00	0.0%	143-23
Close	143-05	143-09	0-04	0.1%	144-04
Range	1-20	1-01	-0-19	-36.5%	2-25
ATR	1-01	1-01	0-00	0.0%	0-00
Volume	2,103	3,814	1,711	81.4%	9,788

Daily Pivots for day following 15-May-2013
	Classic	Woodie	Camarilla	DeMark
R4	146-09	145-26	143-27
R3	145-08	144-25	143-18
R2	144-07	144-07	143-15
R1	143-24	143-24	143-12	144-00
PP	143-06	143-06	143-06	143-10
S1	142-23	142-23	143-06	142-30
S2	142-05	142-05	143-03
S3	141-04	141-22	143-00
S4	140-03	140-21	142-23

Weekly Pivots for week ending 10-May-2013
	Classic	Woodie	Camarilla	DeMark
R4	153-04	151-13	145-21
R3	150-11	148-20	144-28
R2	147-18	147-18	144-20
R1	145-27	145-27	144-12	145-10
PP	144-25	144-25	144-25	144-16
S1	143-02	143-02	143-28	142-17
S2	142-00	142-00	143-20
S3	139-07	140-09	143-12
S4	136-14	137-16	142-19

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	146-16	142-20	3-28	2.7%	1-09	0.9%	17%	False	True	2,289
10	148-18	142-20	5-30	4.1%	1-05	0.8%	11%	False	True	1,932
20	148-28	142-20	6-08	4.4%	0-31	0.7%	11%	False	True	1,242
40	148-28	141-24	7-04	5.0%	0-29	0.6%	21%	False	False	652

Crabel Price Patterns
NR	True
NR4	False
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	0-06
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	148-01
2.618	146-11
1.618	145-10
1.000	144-22
0.618	144-09
HIGH	143-21
0.618	143-08
0.500	143-04
0.382	143-01
LOW	142-20
0.618	142-00
1.000	141-19
1.618	140-31
2.618	139-30
4.250	138-08

Fisher Pivots for day following 15-May-2013
Pivot	1 day	3 day
R1	143-08	143-14
PP	143-06	143-12
S1	143-04	143-11

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

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