ECBOT 30 Year Treasury Bond Future December 2013

Trading Metrics calculated at close of trading on 22-Aug-2013

Day Change Summary
	Previous	Current
	21-Aug-2013	22-Aug-2013	Change	Change %	Previous Week
Open	129-25	128-27	-0-30	-0.7%	133-04
High	129-30	129-12	-0-18	-0.4%	133-20
Low	128-25	128-13	-0-12	-0.3%	129-03
Close	129-12	129-05	-0-07	-0.2%	129-19
Range	1-05	0-31	-0-06	-16.2%	4-17
ATR	1-04	1-03	0-00	-0.9%	0-00
Volume	7,238	17,020	9,782	135.1%	10,124

Daily Pivots for day following 22-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	131-28	131-16	129-22
R3	130-29	130-17	129-14
R2	129-30	129-30	129-11
R1	129-18	129-18	129-08	129-24
PP	128-31	128-31	128-31	129-02
S1	128-19	128-19	129-02	128-25
S2	128-00	128-00	128-31
S3	127-01	127-20	128-28
S4	126-02	126-21	128-20

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	130-14	128-13	2-01	1.6%	1-03	0.8%	37%	False	True	7,317
10	133-20	128-13	5-07	4.0%	1-02	0.8%	14%	False	True	4,254
20	133-20	128-13	5-07	4.0%	1-02	0.8%	14%	False	True	2,373
40	135-01	128-13	6-20	5.1%	1-00	0.8%	11%	False	True	1,223

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	0-06
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	133-16
2.618	131-29
1.618	130-30
1.000	130-11
0.618	129-31
HIGH	129-12
0.618	129-00
0.500	128-28
0.382	128-25
LOW	128-13
0.618	127-26
1.000	127-14
1.618	126-27
2.618	125-28
4.250	124-09

Fisher Pivots for day following 22-Aug-2013
Pivot	1 day	3 day
R1	129-02	129-06
PP	128-31	129-05
S1	128-28	129-05

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

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