ECBOT 30 Year Treasury Bond Future September 2013
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 25-Jun-2013 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 24-Jun-2013 | 25-Jun-2013 | Change | Change % | Previous Week |  
                        | Open | 134-26 | 135-00 | 0-06 | 0.1% | 140-06 |  
                        | High | 135-05 | 135-22 | 0-17 | 0.4% | 140-20 |  
                        | Low | 133-04 | 133-25 | 0-21 | 0.5% | 134-14 |  
                        | Close | 134-26 | 134-05 | -0-21 | -0.5% | 135-01 |  
                        | Range | 2-01 | 1-29 | -0-04 | -6.2% | 6-06 |  
                        | ATR | 1-21 | 1-22 | 0-01 | 1.0% | 0-00 |  
                        | Volume | 533,168 | 410,209 | -122,959 | -23.1% | 2,315,653 |  | 
    
| 
        
            | Daily Pivots for day following 25-Jun-2013 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 140-08 | 139-04 | 135-07 |  |  
                | R3 | 138-11 | 137-07 | 134-22 |  |  
                | R2 | 136-14 | 136-14 | 134-16 |  |  
                | R1 | 135-10 | 135-10 | 134-11 | 134-30 |  
                | PP | 134-17 | 134-17 | 134-17 | 134-11 |  
                | S1 | 133-13 | 133-13 | 133-31 | 133-00 |  
                | S2 | 132-20 | 132-20 | 133-26 |  |  
                | S3 | 130-23 | 131-16 | 133-20 |  |  
                | S4 | 128-26 | 129-19 | 133-03 |  |  | 
        
            | Weekly Pivots for week ending 21-Jun-2013 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 155-08 | 151-11 | 138-14 |  |  
                | R3 | 149-02 | 145-05 | 136-23 |  |  
                | R2 | 142-28 | 142-28 | 136-05 |  |  
                | R1 | 138-31 | 138-31 | 135-19 | 137-26 |  
                | PP | 136-22 | 136-22 | 136-22 | 136-04 |  
                | S1 | 132-25 | 132-25 | 134-15 | 131-20 |  
                | S2 | 130-16 | 130-16 | 133-29 |  |  
                | S3 | 124-10 | 126-19 | 133-11 |  |  
                | S4 | 118-04 | 120-13 | 131-20 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 139-27 | 133-04 | 6-23 | 5.0% | 2-05 | 1.6% | 15% | False | False | 521,427 |  
                | 10 | 140-28 | 133-04 | 7-24 | 5.8% | 1-22 | 1.3% | 13% | False | False | 465,527 |  
                | 20 | 142-15 | 133-04 | 9-11 | 7.0% | 1-23 | 1.3% | 11% | False | False | 493,360 |  
                | 40 | 148-28 | 133-04 | 15-24 | 11.7% | 1-17 | 1.1% | 7% | False | False | 261,085 |  
                | 60 | 148-28 | 133-04 | 15-24 | 11.7% | 1-10 | 1.0% | 7% | False | False | 174,133 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 143-25 |  
            | 2.618 | 140-22 |  
            | 1.618 | 138-25 |  
            | 1.000 | 137-19 |  
            | 0.618 | 136-28 |  
            | HIGH | 135-22 |  
            | 0.618 | 134-31 |  
            | 0.500 | 134-24 |  
            | 0.382 | 134-16 |  
            | LOW | 133-25 |  
            | 0.618 | 132-19 |  
            | 1.000 | 131-28 |  
            | 1.618 | 130-22 |  
            | 2.618 | 128-25 |  
            | 4.250 | 125-22 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 25-Jun-2013 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 134-24 | 134-30 |  
                                | PP | 134-17 | 134-21 |  
                                | S1 | 134-11 | 134-13 |  |