ECBOT 30 Year Treasury Bond Future December 2013

Trading Metrics calculated at close of trading on 26-Jul-2013

Day Change Summary
	Previous	Current
	25-Jul-2013	26-Jul-2013	Change	Change %	Previous Week
Open	132-23	133-05	0-14	0.3%	134-09
High	132-30	133-13	0-15	0.4%	134-14
Low	132-05	133-00	0-27	0.6%	132-05
Close	132-18	133-09	0-23	0.5%	133-09
Range	0-25	0-13	-0-12	-48.0%	2-09
ATR	1-01	1-01	0-00	-1.3%	0-00
Volume	251	123	-128	-51.0%	674

Daily Pivots for day following 26-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	134-14	134-09	133-16
R3	134-01	133-28	133-13
R2	133-20	133-20	133-11
R1	133-15	133-15	133-10	133-18
PP	133-07	133-07	133-07	133-09
S1	133-02	133-02	133-08	133-04
S2	132-26	132-26	133-07
S3	132-13	132-21	133-05
S4	132-00	132-08	133-02

Weekly Pivots for week ending 26-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	140-04	139-00	134-17
R3	137-27	136-23	133-29
R2	135-18	135-18	133-22
R1	134-14	134-14	133-16	133-28
PP	133-09	133-09	133-09	133-00
S1	132-05	132-05	133-02	131-18
S2	131-00	131-00	132-28
S3	128-23	129-28	132-21
S4	126-14	127-19	132-01

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	134-14	132-05	2-09	1.7%	0-22	0.5%	49%	False	False	134
10	134-14	132-02	2-12	1.8%	0-26	0.6%	51%	False	False	100
20	135-01	130-29	4-04	3.1%	0-30	0.7%	58%	False	False	79

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-04
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	135-04
2.618	134-15
1.618	134-02
1.000	133-26
0.618	133-21
HIGH	133-13
0.618	133-08
0.500	133-06
0.382	133-05
LOW	133-00
0.618	132-24
1.000	132-19
1.618	132-11
2.618	131-30
4.250	131-09

Fisher Pivots for day following 26-Jul-2013
Pivot	1 day	3 day
R1	133-08	133-05
PP	133-07	133-02
S1	133-06	132-30

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

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