ECBOT 30 Year Treasury Bond Future December 2013

Trading Metrics calculated at close of trading on 05-Aug-2013

Day Change Summary
	Previous	Current
	02-Aug-2013	05-Aug-2013	Change	Change %	Previous Week
Open	130-28	132-12	1-16	1.1%	133-10
High	132-11	132-12	0-01	0.0%	133-16
Low	130-12	131-15	1-03	0.8%	130-12
Close	132-11	131-25	-0-18	-0.4%	132-11
Range	1-31	0-29	-1-02	-54.0%	3-04
ATR	1-06	1-05	-0-01	-1.7%	0-00
Volume	1,046	628	-418	-40.0%	2,805

Daily Pivots for day following 05-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	134-19	134-03	132-09
R3	133-22	133-06	132-01
R2	132-25	132-25	131-30
R1	132-09	132-09	131-28	132-02
PP	131-28	131-28	131-28	131-25
S1	131-12	131-12	131-22	131-06
S2	130-31	130-31	131-20
S3	130-02	130-15	131-17
S4	129-05	129-18	131-09

Weekly Pivots for week ending 02-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	141-14	140-01	134-02
R3	138-10	136-29	133-06
R2	135-06	135-06	132-29
R1	133-25	133-25	132-20	132-30
PP	132-02	132-02	132-02	131-21
S1	130-21	130-21	132-02	129-26
S2	128-30	128-30	131-25
S3	125-26	127-17	131-16
S4	122-22	124-13	130-20

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	132-31	130-12	2-19	2.0%	1-14	1.1%	54%	False	False	636
10	134-06	130-12	3-26	2.9%	1-04	0.9%	37%	False	False	391
20	134-14	130-12	4-02	3.1%	0-31	0.7%	35%	False	False	238
40	139-20	130-12	9-08	7.0%	1-01	0.8%	15%	False	False	140

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	True
Stretch	0-05
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	136-07
2.618	134-24
1.618	133-27
1.000	133-09
0.618	132-30
HIGH	132-12
0.618	132-01
0.500	131-30
0.382	131-26
LOW	131-15
0.618	130-29
1.000	130-18
1.618	130-00
2.618	129-03
4.250	127-20

Fisher Pivots for day following 05-Aug-2013
Pivot	1 day	3 day
R1	131-30	131-23
PP	131-28	131-21
S1	131-26	131-19

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

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