ECBOT 30 Year Treasury Bond Future September 2013

Trading Metrics calculated at close of trading on 29-May-2013

Day Change Summary
	Previous	Current
	28-May-2013	29-May-2013	Change	Change %	Previous Week
Open	142-08	139-25	-2-15	-1.7%	142-31
High	142-14	140-27	-1-19	-1.1%	144-03
Low	139-18	138-30	-0-20	-0.4%	141-10
Close	140-09	140-21	0-12	0.3%	142-14
Range	2-28	1-29	-0-31	-33.7%	2-25
ATR	1-11	1-13	0-01	2.9%	0-00
Volume	336,492	392,214	55,722	16.6%	209,682

Daily Pivots for day following 29-May-2013
	Classic	Woodie	Camarilla	DeMark
R4	145-28	145-05	141-23
R3	143-31	143-08	141-06
R2	142-02	142-02	141-00
R1	141-11	141-11	140-27	141-22
PP	140-05	140-05	140-05	140-10
S1	139-14	139-14	140-15	139-26
S2	138-08	138-08	140-10
S3	136-11	137-17	140-04
S4	134-14	135-20	139-19

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	138-30	5-05	3.7%	2-01	1.4%	33%	False	True	182,633
10	144-21	138-30	5-23	4.1%	1-21	1.2%	30%	False	True	95,090
20	148-28	138-30	9-30	7.1%	1-14	1.0%	17%	False	True	48,376
40	148-28	138-30	9-30	7.1%	1-05	0.8%	17%	False	True	24,322

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	0-13
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	148-30
2.618	145-27
1.618	143-30
1.000	142-24
0.618	142-01
HIGH	140-27
0.618	140-04
0.500	139-28
0.382	139-21
LOW	138-30
0.618	137-24
1.000	137-01
1.618	135-27
2.618	133-30
4.250	130-27

Fisher Pivots for day following 29-May-2013
Pivot	1 day	3 day
R1	140-13	140-30
PP	140-05	140-27
S1	139-28	140-24

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

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