ECBOT 30 Year Treasury Bond Future December 2013

Trading Metrics calculated at close of trading on 20-Aug-2013

Day Change Summary
	Previous	Current
	19-Aug-2013	20-Aug-2013	Change	Change %	Previous Week
Open	129-18	129-00	-0-18	-0.4%	133-04
High	129-23	129-30	0-07	0.2%	133-20
Low	128-23	129-00	0-09	0.2%	129-03
Close	128-30	129-29	0-31	0.8%	129-19
Range	1-00	0-30	-0-02	-6.3%	4-17
ATR	1-04	1-04	0-00	-0.8%	0-00
Volume	4,850	3,005	-1,845	-38.0%	10,124

Daily Pivots for day following 20-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	132-14	132-03	130-14
R3	131-16	131-05	130-05
R2	130-18	130-18	130-02
R1	130-07	130-07	130-00	130-12
PP	129-20	129-20	129-20	129-22
S1	129-09	129-09	129-26	129-14
S2	128-22	128-22	129-24
S3	127-24	128-11	129-21
S4	126-26	127-13	129-12

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	131-16	128-23	2-25	2.1%	1-03	0.8%	43%	False	False	3,226
10	133-20	128-23	4-29	3.8%	1-00	0.8%	24%	False	False	1,949
20	133-23	128-23	5-00	3.8%	1-02	0.8%	24%	False	False	1,176
40	135-01	128-23	6-10	4.9%	1-00	0.8%	19%	False	False	619

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	133-30
2.618	132-13
1.618	131-15
1.000	130-28
0.618	130-17
HIGH	129-30
0.618	129-19
0.500	129-15
0.382	129-11
LOW	129-00
0.618	128-13
1.000	128-02
1.618	127-15
2.618	126-17
4.250	125-00

Fisher Pivots for day following 20-Aug-2013
Pivot	1 day	3 day
R1	129-24	129-26
PP	129-20	129-22
S1	129-15	129-18

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

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