ECBOT 30 Year Treasury Bond Future December 2013

Trading Metrics calculated at close of trading on 30-Aug-2013

Day Change Summary
	Previous	Current
	29-Aug-2013	30-Aug-2013	Change	Change %	Previous Week
Open	131-10	131-16	0-06	0.1%	130-15
High	131-27	131-30	0-03	0.1%	132-04
Low	130-13	131-04	0-23	0.6%	130-07
Close	131-22	131-29	0-07	0.2%	131-29
Range	1-14	0-26	-0-20	-43.5%	1-29
ATR	1-06	1-05	-0-01	-2.2%	0-00
Volume	296,392	351,996	55,604	18.8%	1,335,539

Daily Pivots for day following 30-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	134-03	133-26	132-11
R3	133-09	133-00	132-04
R2	132-15	132-15	132-02
R1	132-06	132-06	131-31	132-10
PP	131-21	131-21	131-21	131-23
S1	131-12	131-12	131-27	131-16
S2	130-27	130-27	131-24
S3	130-01	130-18	131-22
S4	129-07	129-24	131-15

Weekly Pivots for week ending 30-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	137-04	136-14	132-31
R3	135-07	134-17	132-14
R2	133-10	133-10	132-08
R1	132-20	132-20	132-03	132-31
PP	131-13	131-13	131-13	131-19
S1	130-23	130-23	131-23	131-02
S2	129-16	129-16	131-18
S3	127-19	128-26	131-12
S4	125-22	126-29	130-27

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	132-04	130-07	1-29	1.4%	1-05	0.9%	89%	False	False	267,107
10	132-04	128-13	3-23	2.8%	1-05	0.9%	94%	False	False	141,328
20	133-20	128-13	5-07	4.0%	1-02	0.8%	67%	False	False	71,285
40	134-14	128-13	6-01	4.6%	1-01	0.8%	58%	False	False	35,747
60	140-05	128-13	11-24	8.9%	1-02	0.8%	30%	False	False	23,845

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	0-09
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	135-12
2.618	134-02
1.618	133-08
1.000	132-24
0.618	132-14
HIGH	131-30
0.618	131-20
0.500	131-17
0.382	131-14
LOW	131-04
0.618	130-20
1.000	130-10
1.618	129-26
2.618	129-00
4.250	127-22

Fisher Pivots for day following 30-Aug-2013
Pivot	1 day	3 day
R1	131-25	131-22
PP	131-21	131-15
S1	131-17	131-08

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

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