ECBOT 30 Year Treasury Bond Future September 2013

Trading Metrics calculated at close of trading on 03-Jun-2013

Day Change Summary
	Previous	Current
	31-May-2013	03-Jun-2013	Change	Change %	Previous Week
Open	140-20	140-05	-0-15	-0.3%	142-08
High	141-14	141-12	-0-02	0.0%	142-14
Low	139-03	139-13	0-10	0.2%	138-30
Close	140-01	140-10	0-09	0.2%	140-01
Range	2-11	1-31	-0-12	-16.0%	3-16
ATR	1-14	1-15	0-01	2.7%	0-00
Volume	785,121	602,751	-182,370	-23.2%	1,864,460

Daily Pivots for day following 03-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	146-09	145-08	141-13
R3	144-10	143-09	140-27
R2	142-11	142-11	140-22
R1	141-10	141-10	140-16	141-26
PP	140-12	140-12	140-12	140-20
S1	139-11	139-11	140-04	139-28
S2	138-13	138-13	139-30
S3	136-14	137-12	139-25
S4	134-15	135-13	139-07

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	142-14	138-30	3-16	2.5%	2-00	1.4%	39%	False	False	493,442
10	144-03	138-30	5-05	3.7%	1-24	1.3%	27%	False	False	267,689
20	146-16	138-30	7-18	5.4%	1-15	1.1%	18%	False	False	135,180
40	148-28	138-30	9-30	7.1%	1-06	0.8%	14%	False	False	67,783

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-17
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	149-24
2.618	146-17
1.618	144-18
1.000	143-11
0.618	142-19
HIGH	141-12
0.618	140-20
0.500	140-12
0.382	140-05
LOW	139-13
0.618	138-06
1.000	137-14
1.618	136-07
2.618	134-08
4.250	131-01

Fisher Pivots for day following 03-Jun-2013
Pivot	1 day	3 day
R1	140-12	140-10
PP	140-12	140-09
S1	140-11	140-08

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

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