ECBOT 30 Year Treasury Bond Future September 2013

Trading Metrics calculated at close of trading on 23-May-2013

Day Change Summary
	Previous	Current
	22-May-2013	23-May-2013	Change	Change %	Previous Week
Open	143-15	141-25	-1-22	-1.2%	143-25
High	144-03	143-05	-0-30	-0.7%	144-21
Low	141-23	141-10	-0-13	-0.3%	142-20
Close	141-29	142-02	0-05	0.1%	143-02
Range	2-12	1-27	-0-17	-22.4%	2-01
ATR	1-06	1-08	0-01	3.8%	0-00
Volume	50,260	74,556	24,296	48.3%	16,936

Daily Pivots for day following 23-May-2013
	Classic	Woodie	Camarilla	DeMark
R4	147-23	146-23	143-02
R3	145-28	144-28	142-18
R2	144-01	144-01	142-13
R1	143-01	143-01	142-07	143-17
PP	142-06	142-06	142-06	142-14
S1	141-06	141-06	141-29	141-22
S2	140-11	140-11	141-23
S3	138-16	139-11	141-18
S4	136-21	137-16	141-02

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	141-10	3-11	2.4%	1-20	1.1%	22%	False	True	31,130
10	145-23	141-10	4-13	3.1%	1-17	1.1%	17%	False	True	16,921
20	148-28	141-10	7-18	5.3%	1-08	0.9%	10%	False	True	9,069
40	148-28	141-10	7-18	5.3%	1-01	0.7%	10%	False	True	4,618

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	0-11
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	151-00
2.618	147-31
1.618	146-04
1.000	145-00
0.618	144-09
HIGH	143-05
0.618	142-14
0.500	142-08
0.382	142-01
LOW	141-10
0.618	140-06
1.000	139-15
1.618	138-11
2.618	136-16
4.250	133-15

Fisher Pivots for day following 23-May-2013
Pivot	1 day	3 day
R1	142-08	142-22
PP	142-06	142-16
S1	142-04	142-09

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

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