ECBOT 30 Year Treasury Bond Future December 2013

Trading Metrics calculated at close of trading on 13-Aug-2013

Day Change Summary
	Previous	Current
	12-Aug-2013	13-Aug-2013	Change	Change %	Previous Week
Open	133-04	132-09	-0-27	-0.6%	132-12
High	133-20	132-09	-1-11	-1.0%	133-06
Low	132-14	130-31	-1-15	-1.1%	131-13
Close	132-23	131-07	-1-16	-1.1%	133-01
Range	1-06	1-10	0-04	10.5%	1-25
ATR	1-01	1-03	0-02	4.9%	0-00
Volume	732	1,116	384	52.5%	2,296

Daily Pivots for day following 13-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	135-14	134-20	131-30
R3	134-04	133-10	131-19
R2	132-26	132-26	131-15
R1	132-00	132-00	131-11	131-24
PP	131-16	131-16	131-16	131-12
S1	130-22	130-22	131-03	130-14
S2	130-06	130-06	130-31
S3	128-28	129-12	130-27
S4	127-18	128-02	130-16

Weekly Pivots for week ending 09-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	137-28	137-08	134-00
R3	136-03	135-15	133-17
R2	134-10	134-10	133-11
R1	133-22	133-22	133-06	134-00
PP	132-17	132-17	132-17	132-22
S1	131-29	131-29	132-28	132-07
S2	130-24	130-24	132-23
S3	128-31	130-04	132-17
S4	127-06	128-11	132-02

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	133-20	130-31	2-21	2.0%	0-29	0.7%	9%	False	True	671
10	133-20	130-12	3-08	2.5%	1-06	0.9%	26%	False	False	660
20	134-14	130-12	4-02	3.1%	1-00	0.8%	21%	False	False	388
40	138-04	130-12	7-24	5.9%	1-02	0.8%	11%	False	False	222

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-05
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	137-28
2.618	135-23
1.618	134-13
1.000	133-19
0.618	133-03
HIGH	132-09
0.618	131-25
0.500	131-20
0.382	131-15
LOW	130-31
0.618	130-05
1.000	129-21
1.618	128-27
2.618	127-17
4.250	125-12

Fisher Pivots for day following 13-Aug-2013
Pivot	1 day	3 day
R1	131-20	132-10
PP	131-16	131-30
S1	131-11	131-18

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

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