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 |  |  | 
    
    |  | 
    
        
        |  | 
    
        | 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 |  |