ECBOT 30 Year Treasury Bond Future December 2013

Trading Metrics calculated at close of trading on 15-Nov-2013

Day Change Summary
	Previous	Current
	14-Nov-2013	15-Nov-2013	Change	Change %	Previous Week
Open	132-05	132-22	0-17	0.4%	131-22
High	132-31	132-25	-0-06	-0.1%	132-31
Low	132-01	132-05	0-04	0.1%	131-04
Close	132-17	132-17	0-00	0.0%	132-17
Range	0-30	0-20	-0-10	-33.3%	1-27
ATR	0-31	0-31	-0-01	-2.6%	0-00
Volume	388,807	216,784	-172,023	-44.2%	1,130,116

Daily Pivots for day following 15-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	134-12	134-02	132-28
R3	133-24	133-14	132-22
R2	133-04	133-04	132-21
R1	132-26	132-26	132-19	132-21
PP	132-16	132-16	132-16	132-13
S1	132-06	132-06	132-15	132-01
S2	131-28	131-28	132-13
S3	131-08	131-18	132-12
S4	130-20	130-30	132-06

Weekly Pivots for week ending 15-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	137-24	136-31	133-17
R3	135-29	135-04	133-01
R2	134-02	134-02	132-28
R1	133-09	133-09	132-22	133-22
PP	132-07	132-07	132-07	132-13
S1	131-14	131-14	132-12	131-26
S2	130-12	130-12	132-06
S3	128-17	129-19	132-01
S4	126-22	127-24	131-17

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	132-31	131-04	1-27	1.4%	0-22	0.5%	76%	False	False	226,023
10	134-10	131-04	3-06	2.4%	0-31	0.7%	44%	False	False	275,042
20	135-24	131-04	4-20	3.5%	0-29	0.7%	30%	False	False	271,451
40	135-24	131-04	4-20	3.5%	0-29	0.7%	30%	False	False	274,280
60	135-24	128-12	7-12	5.6%	1-01	0.8%	56%	False	False	286,458
80	135-24	128-12	7-12	5.6%	1-01	0.8%	56%	False	False	215,437
100	135-24	128-12	7-12	5.6%	1-01	0.8%	56%	False	False	172,364

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-05
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	135-14
2.618	134-13
1.618	133-25
1.000	133-13
0.618	133-05
HIGH	132-25
0.618	132-17
0.500	132-15
0.382	132-13
LOW	132-05
0.618	131-25
1.000	131-17
1.618	131-05
2.618	130-17
4.250	129-16

Fisher Pivots for day following 15-Nov-2013
Pivot	1 day	3 day
R1	132-16	132-13
PP	132-16	132-10
S1	132-15	132-06

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

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