ECBOT 30 Year Treasury Bond Future September 2013

Trading Metrics calculated at close of trading on 22-May-2013

Day Change Summary
	Previous	Current
	21-May-2013	22-May-2013	Change	Change %	Previous Week
Open	142-28	143-15	0-19	0.4%	143-25
High	143-18	144-03	0-17	0.4%	144-21
Low	142-11	141-23	-0-20	-0.4%	142-20
Close	143-06	141-29	-1-09	-0.9%	143-02
Range	1-07	2-12	1-05	94.9%	2-01
ATR	1-04	1-06	0-03	8.1%	0-00
Volume	18,875	50,260	31,385	166.3%	16,936

Daily Pivots for day following 22-May-2013
	Classic	Woodie	Camarilla	DeMark
R4	149-22	148-06	143-07
R3	147-10	145-26	142-18
R2	144-30	144-30	142-11
R1	143-14	143-14	142-04	143-00
PP	142-18	142-18	142-18	142-12
S1	141-02	141-02	141-22	140-20
S2	140-06	140-06	141-15
S3	137-26	138-22	141-08
S4	135-14	136-10	140-19

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	141-23	2-30	2.1%	1-18	1.1%	6%	False	True	16,837
10	146-16	141-23	4-25	3.4%	1-14	1.0%	4%	False	True	9,563
20	148-28	141-23	7-05	5.0%	1-06	0.8%	3%	False	True	5,396
40	148-28	141-23	7-05	5.0%	1-01	0.7%	3%	False	True	2,754

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-10
Widest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	154-06
2.618	150-10
1.618	147-30
1.000	146-15
0.618	145-18
HIGH	144-03
0.618	143-06
0.500	142-29
0.382	142-20
LOW	141-23
0.618	140-08
1.000	139-11
1.618	137-28
2.618	135-16
4.250	131-20

Fisher Pivots for day following 22-May-2013
Pivot	1 day	3 day
R1	142-29	142-29
PP	142-18	142-18
S1	142-08	142-08

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

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