ECBOT 30 Year Treasury Bond Future December 2013

Trading Metrics calculated at close of trading on 16-Aug-2013

Day Change Summary
	Previous	Current
	15-Aug-2013	16-Aug-2013	Change	Change %	Previous Week
Open	131-10	130-12	-0-30	-0.7%	133-04
High	131-13	130-14	-0-31	-0.7%	133-20
Low	129-20	129-03	-0-17	-0.4%	129-03
Close	130-20	129-19	-1-01	-0.8%	129-19
Range	1-25	1-11	-0-14	-24.6%	4-17
ATR	1-03	1-04	0-01	2.8%	0-00
Volume	1,537	4,473	2,936	191.0%	10,124

Daily Pivots for day following 16-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	133-24	133-00	130-11
R3	132-13	131-21	129-31
R2	131-02	131-02	129-27
R1	130-10	130-10	129-23	130-00
PP	129-23	129-23	129-23	129-18
S1	128-31	128-31	129-15	128-22
S2	128-12	128-12	129-11
S3	127-01	127-20	129-07
S4	125-22	126-09	128-27

Weekly Pivots for week ending 16-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	144-12	141-16	132-03
R3	139-27	136-31	130-27
R2	135-10	135-10	130-14
R1	132-14	132-14	130-00	131-20
PP	130-25	130-25	130-25	130-11
S1	127-29	127-29	129-06	127-02
S2	126-08	126-08	128-24
S3	121-23	123-12	128-11
S4	117-06	118-27	127-03

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	133-20	129-03	4-17	3.5%	1-07	0.9%	11%	False	True	2,024
10	133-20	129-03	4-17	3.5%	0-30	0.7%	11%	False	True	1,242
20	134-14	129-03	5-11	4.1%	1-01	0.8%	9%	False	True	794
40	135-04	129-03	6-01	4.7%	1-02	0.8%	8%	False	True	425

Crabel Price Patterns
NR	True
NR4	False
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	0-03
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	136-05
2.618	133-31
1.618	132-20
1.000	131-25
0.618	131-09
HIGH	130-14
0.618	129-30
0.500	129-24
0.382	129-19
LOW	129-03
0.618	128-08
1.000	127-24
1.618	126-29
2.618	125-18
4.250	123-12

Fisher Pivots for day following 16-Aug-2013
Pivot	1 day	3 day
R1	129-24	130-10
PP	129-23	130-02
S1	129-21	129-26

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

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