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 |  |  | 
    
    |  | 
    
        
        |  | 
    
        | 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 |  |