ECBOT 30 Year Treasury Bond Future September 2013

Trading Metrics calculated at close of trading on 24-May-2013

Day Change Summary
	Previous	Current
	23-May-2013	24-May-2013	Change	Change %	Previous Week
Open	141-25	142-05	0-12	0.3%	142-31
High	143-05	142-29	-0-08	-0.2%	144-03
Low	141-10	141-25	0-15	0.3%	141-10
Close	142-02	142-14	0-12	0.3%	142-14
Range	1-27	1-04	-0-23	-39.0%	2-25
ATR	1-08	1-08	0-00	-0.7%	0-00
Volume	74,556	59,646	-14,910	-20.0%	209,682

Daily Pivots for day following 24-May-2013
	Classic	Woodie	Camarilla	DeMark
R4	145-24	145-07	143-02
R3	144-20	144-03	142-24
R2	143-16	143-16	142-21
R1	142-31	142-31	142-17	143-08
PP	142-12	142-12	142-12	142-16
S1	141-27	141-27	142-11	142-04
S2	141-08	141-08	142-07
S3	140-04	140-23	142-04
S4	139-00	139-19	141-26

Weekly Pivots for week ending 24-May-2013
	Classic	Woodie	Camarilla	DeMark
R4	150-31	149-15	143-31
R3	148-06	146-22	143-06
R2	145-13	145-13	142-30
R1	143-29	143-29	142-22	143-08
PP	142-20	142-20	142-20	142-09
S1	141-04	141-04	142-06	140-16
S2	139-27	139-27	141-30
S3	137-02	138-11	141-22
S4	134-09	135-18	140-29

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	144-03	141-10	2-25	2.0%	1-16	1.1%	40%	False	False	41,936
10	144-21	141-10	3-11	2.3%	1-14	1.0%	34%	False	False	22,661
20	148-28	141-10	7-18	5.3%	1-08	0.9%	15%	False	False	12,031
40	148-28	141-10	7-18	5.3%	1-02	0.7%	15%	False	False	6,107

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-12
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	147-22
2.618	145-27
1.618	144-23
1.000	144-01
0.618	143-19
HIGH	142-29
0.618	142-15
0.500	142-11
0.382	142-07
LOW	141-25
0.618	141-03
1.000	140-21
1.618	139-31
2.618	138-27
4.250	137-00

Fisher Pivots for day following 24-May-2013
Pivot	1 day	3 day
R1	142-13	142-22
PP	142-12	142-20
S1	142-11	142-17

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

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