ECBOT 30 Year Treasury Bond Future September 2013

Trading Metrics calculated at close of trading on 20-May-2013

Day Change Summary
	Previous	Current
	17-May-2013	20-May-2013	Change	Change %	Previous Week
Open	144-11	142-31	-1-12	-1.0%	143-25
High	144-21	143-19	-1-02	-0.7%	144-21
Low	142-30	142-20	-0-10	-0.2%	142-20
Close	143-02	142-26	-0-08	-0.2%	143-02
Range	1-23	0-31	-0-24	-43.6%	2-01
ATR	1-04	1-03	0-00	-0.9%	0-00
Volume	5,616	6,345	729	13.0%	16,936

Daily Pivots for day following 20-May-2013
	Classic	Woodie	Camarilla	DeMark
R4	145-29	145-11	143-11
R3	144-30	144-12	143-03
R2	143-31	143-31	143-00
R1	143-13	143-13	142-29	143-06
PP	143-00	143-00	143-00	142-29
S1	142-14	142-14	142-23	142-08
S2	142-01	142-01	142-20
S3	141-02	141-15	142-17
S4	140-03	140-16	142-09

Weekly Pivots for week ending 17-May-2013
	Classic	Woodie	Camarilla	DeMark
R4	149-17	148-11	144-06
R3	147-16	146-10	143-20
R2	145-15	145-15	143-14
R1	144-09	144-09	143-08	143-28
PP	143-14	143-14	143-14	143-08
S1	142-08	142-08	142-28	141-26
S2	141-13	141-13	142-22
S3	139-12	140-07	142-16
S4	137-11	138-06	141-30

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	144-21	142-20	2-01	1.4%	1-12	1.0%	9%	False	True	4,193
10	146-16	142-20	3-28	2.7%	1-07	0.9%	5%	False	True	3,139
20	148-28	142-20	6-08	4.4%	1-03	0.8%	3%	False	True	1,970
40	148-28	141-24	7-04	5.0%	0-31	0.7%	15%	False	False	1,028

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0-07
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	147-23
2.618	146-04
1.618	145-05
1.000	144-18
0.618	144-06
HIGH	143-19
0.618	143-07
0.500	143-04
0.382	143-00
LOW	142-20
0.618	142-01
1.000	141-21
1.618	141-02
2.618	140-03
4.250	138-16

Fisher Pivots for day following 20-May-2013
Pivot	1 day	3 day
R1	143-04	143-20
PP	143-00	143-12
S1	142-29	143-03

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

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