ECBOT 30 Year Treasury Bond Future December 2013

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

Day Change Summary
	Previous	Current
	02-Jul-2013	03-Jul-2013	Change	Change %	Previous Week
Open	134-24	134-28	0-04	0.1%	133-15
High	134-24	135-01	0-09	0.2%	134-16
Low	134-13	134-03	-0-10	-0.2%	131-27
Close	134-17	134-03	-0-14	-0.3%	134-12
Range	0-11	0-30	0-19	172.7%	2-21
ATR	1-04	1-04	0-00	-1.2%	0-00
Volume	14	9	-5	-35.7%	244

Daily Pivots for day following 03-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	137-07	136-19	134-20
R3	136-09	135-21	134-11
R2	135-11	135-11	134-08
R1	134-23	134-23	134-06	134-18
PP	134-13	134-13	134-13	134-10
S1	133-25	133-25	134-00	133-20
S2	133-15	133-15	133-30
S3	132-17	132-27	133-27
S4	131-19	131-29	133-18

Weekly Pivots for week ending 28-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	141-17	140-20	135-27
R3	138-28	137-31	135-03
R2	136-07	136-07	134-28
R1	135-10	135-10	134-20	135-24
PP	133-18	133-18	133-18	133-26
S1	132-21	132-21	134-04	133-04
S2	130-29	130-29	133-28
S3	128-08	130-00	133-21
S4	125-19	127-11	132-29

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	135-01	133-15	1-18	1.2%	0-24	0.5%	40%	True	False	35
10	136-02	131-27	4-07	3.1%	1-04	0.8%	53%	False	False	47
20	140-25	131-27	8-30	6.7%	1-02	0.8%	25%	False	False	40

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-08
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	139-00
2.618	137-16
1.618	136-18
1.000	135-31
0.618	135-20
HIGH	135-01
0.618	134-22
0.500	134-18
0.382	134-14
LOW	134-03
0.618	133-16
1.000	133-05
1.618	132-18
2.618	131-20
4.250	130-04

Fisher Pivots for day following 03-Jul-2013
Pivot	1 day	3 day
R1	134-18	134-13
PP	134-13	134-10
S1	134-08	134-06

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

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