ECBOT 30 Year Treasury Bond Future September 2013

Trading Metrics calculated at close of trading on 31-May-2013

Day Change Summary
	Previous	Current
	30-May-2013	31-May-2013	Change	Change %	Previous Week
Open	140-24	140-20	-0-04	-0.1%	142-08
High	141-02	141-14	0-12	0.3%	142-14
Low	140-03	139-03	-1-00	-0.7%	138-30
Close	140-16	140-01	-0-15	-0.3%	140-01
Range	0-31	2-11	1-12	141.9%	3-16
ATR	1-12	1-14	0-02	5.1%	0-00
Volume	350,633	785,121	434,488	123.9%	1,864,460

Daily Pivots for day following 31-May-2013
	Classic	Woodie	Camarilla	DeMark
R4	147-07	145-31	141-10
R3	144-28	143-20	140-22
R2	142-17	142-17	140-15
R1	141-09	141-09	140-08	140-24
PP	140-06	140-06	140-06	139-29
S1	138-30	138-30	139-26	138-12
S2	137-27	137-27	139-19
S3	135-16	136-19	139-12
S4	133-05	134-08	138-24

Weekly Pivots for week ending 31-May-2013
	Classic	Woodie	Camarilla	DeMark
R4	150-31	149-00	141-31
R3	147-15	145-16	141-00
R2	143-31	143-31	140-22
R1	142-00	142-00	140-11	141-08
PP	140-15	140-15	140-15	140-03
S1	138-16	138-16	139-23	137-24
S2	136-31	136-31	139-12
S3	133-15	135-00	139-02
S4	129-31	131-16	138-03

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	142-29	138-30	3-31	2.8%	1-27	1.3%	28%	False	False	384,821
10	144-21	138-30	5-23	4.1%	1-24	1.2%	19%	False	False	207,975
20	148-17	138-30	9-19	6.9%	1-16	1.1%	11%	False	False	105,078
40	148-28	138-30	9-30	7.1%	1-06	0.8%	11%	False	False	52,715

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-15
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	151-13
2.618	147-18
1.618	145-07
1.000	143-25
0.618	142-28
HIGH	141-14
0.618	140-17
0.500	140-08
0.382	140-00
LOW	139-03
0.618	137-21
1.000	136-24
1.618	135-10
2.618	132-31
4.250	129-04

Fisher Pivots for day following 31-May-2013
Pivot	1 day	3 day
R1	140-08	140-06
PP	140-06	140-04
S1	140-04	140-03

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

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