ECBOT 30 Year Treasury Bond Future September 2013

Trading Metrics calculated at close of trading on 07-Jun-2013

Day Change Summary
	Previous	Current
	06-Jun-2013	07-Jun-2013	Change	Change %	Previous Week
Open	140-29	141-01	0-04	0.1%	140-05
High	142-15	141-22	-0-25	-0.5%	142-15
Low	140-08	139-10	-0-30	-0.7%	139-10
Close	141-05	139-25	-1-12	-1.0%	139-25
Range	2-07	2-12	0-05	7.0%	3-05
ATR	1-15	1-17	0-02	4.3%	0-00
Volume	630,695	579,901	-50,794	-8.1%	2,680,336

Daily Pivots for day following 07-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	147-12	145-31	141-03
R3	145-00	143-19	140-14
R2	142-20	142-20	140-07
R1	141-07	141-07	140-00	140-24
PP	140-08	140-08	140-08	140-01
S1	138-27	138-27	139-18	138-12
S2	137-28	137-28	139-11
S3	135-16	136-15	139-04
S4	133-04	134-03	138-15

Weekly Pivots for week ending 07-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	150-00	148-01	141-17
R3	146-27	144-28	140-21
R2	143-22	143-22	140-12
R1	141-23	141-23	140-02	141-04
PP	140-17	140-17	140-17	140-07
S1	138-18	138-18	139-16	137-31
S2	137-12	137-12	139-06
S3	134-07	135-13	138-29
S4	131-02	132-08	138-01

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	142-15	139-10	3-05	2.3%	1-24	1.3%	15%	False	True	536,067
10	142-29	138-30	3-31	2.8%	1-26	1.3%	21%	False	False	460,444
20	145-23	138-30	6-25	4.9%	1-21	1.2%	12%	False	False	238,682
40	148-28	138-30	9-30	7.1%	1-09	0.9%	8%	False	False	119,713

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-16
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	151-25
2.618	147-29
1.618	145-17
1.000	144-02
0.618	143-05
HIGH	141-22
0.618	140-25
0.500	140-16
0.382	140-07
LOW	139-10
0.618	137-27
1.000	136-30
1.618	135-15
2.618	133-03
4.250	129-07

Fisher Pivots for day following 07-Jun-2013
Pivot	1 day	3 day
R1	140-16	140-28
PP	140-08	140-17
S1	140-01	140-05

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

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