ECBOT 30 Year Treasury Bond Future December 2013

Trading Metrics calculated at close of trading on 07-Oct-2013

Day Change Summary
	Previous	Current
	04-Oct-2013	07-Oct-2013	Change	Change %	Previous Week
Open	133-14	133-07	-0-07	-0.2%	133-14
High	133-15	133-23	0-08	0.2%	133-29
Low	132-26	133-05	0-11	0.3%	132-22
Close	132-31	133-11	0-12	0.3%	132-31
Range	0-21	0-18	-0-03	-14.3%	1-07
ATR	1-02	1-01	-0-01	-2.1%	0-00
Volume	230,562	158,062	-72,500	-31.4%	1,614,713

Daily Pivots for day following 07-Oct-2013
	Classic	Woodie	Camarilla	DeMark
R4	135-03	134-25	133-21
R3	134-17	134-07	133-16
R2	133-31	133-31	133-14
R1	133-21	133-21	133-13	133-26
PP	133-13	133-13	133-13	133-16
S1	133-03	133-03	133-09	133-08
S2	132-27	132-27	133-08
S3	132-09	132-17	133-06
S4	131-23	131-31	133-01

Weekly Pivots for week ending 04-Oct-2013
	Classic	Woodie	Camarilla	DeMark
R4	136-27	136-04	133-20
R3	135-20	134-29	133-10
R2	134-13	134-13	133-06
R1	133-22	133-22	133-03	133-14
PP	133-06	133-06	133-06	133-02
S1	132-15	132-15	132-27	132-07
S2	131-31	131-31	132-24
S3	130-24	131-08	132-20
S4	129-17	130-01	132-10

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	133-29	132-22	1-07	0.9%	0-27	0.6%	54%	False	False	277,883
10	133-29	132-01	1-28	1.4%	0-27	0.6%	70%	False	False	292,967
20	133-29	128-19	5-10	4.0%	1-00	0.8%	89%	False	False	314,318
40	133-29	128-12	5-17	4.1%	1-04	0.8%	90%	False	False	234,847
60	134-14	128-12	6-02	4.5%	1-02	0.8%	82%	False	False	156,666
80	139-20	128-12	11-08	8.4%	1-03	0.8%	44%	False	False	117,513

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0-06
Narrowest range in 37 trading days

Fibonacci Retracements and Extensions
4.250	136-04
2.618	135-06
1.618	134-20
1.000	134-09
0.618	134-02
HIGH	133-23
0.618	133-16
0.500	133-14
0.382	133-12
LOW	133-05
0.618	132-26
1.000	132-19
1.618	132-08
2.618	131-22
4.250	130-24

Fisher Pivots for day following 07-Oct-2013
Pivot	1 day	3 day
R1	133-14	133-12
PP	133-13	133-11
S1	133-12	133-11

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

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