ECBOT 30 Year Treasury Bond Future December 2013

Trading Metrics calculated at close of trading on 17-Dec-2013

Day Change Summary
	Previous	Current
	16-Dec-2013	17-Dec-2013	Change	Change %	Previous Week
Open	131-07	130-25	-0-14	-0.3%	130-26
High	131-17	131-13	-0-04	-0.1%	131-25
Low	130-21	130-22	0-01	0.0%	130-18
Close	130-27	131-10	0-15	0.4%	131-04
Range	0-28	0-23	-0-05	-17.9%	1-07
ATR	0-29	0-28	0-00	-1.4%	0-00
Volume	2,011	2,600	589	29.3%	24,013

Daily Pivots for day following 17-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	133-09	133-01	131-23
R3	132-18	132-10	131-16
R2	131-27	131-27	131-14
R1	131-19	131-19	131-12	131-23
PP	131-04	131-04	131-04	131-06
S1	130-28	130-28	131-08	131-00
S2	130-13	130-13	131-06
S3	129-22	130-05	131-04
S4	128-31	129-14	130-29

Weekly Pivots for week ending 13-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	134-26	134-06	131-25
R3	133-19	132-31	131-15
R2	132-12	132-12	131-11
R1	131-24	131-24	131-08	132-02
PP	131-05	131-05	131-05	131-10
S1	130-17	130-17	131-00	130-27
S2	129-30	129-30	130-29
S3	128-23	129-10	130-25
S4	127-16	128-03	130-15

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	131-17	130-18	0-31	0.7%	0-20	0.5%	77%	False	False	2,766
10	131-25	129-11	2-14	1.9%	0-25	0.6%	81%	False	False	10,437
20	133-10	129-11	3-31	3.0%	0-27	0.6%	50%	False	False	161,662
40	135-24	129-11	6-13	4.9%	0-28	0.7%	31%	False	False	217,716
60	135-24	129-11	6-13	4.9%	0-29	0.7%	31%	False	False	237,384
80	135-24	128-12	7-12	5.6%	0-31	0.7%	40%	False	False	257,742
100	135-24	128-12	7-12	5.6%	1-00	0.8%	40%	False	False	207,123
120	135-24	128-12	7-12	5.6%	1-00	0.8%	40%	False	False	172,616

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	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-05
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	134-15
2.618	133-09
1.618	132-18
1.000	132-04
0.618	131-27
HIGH	131-13
0.618	131-04
0.500	131-02
0.382	130-31
LOW	130-22
0.618	130-08
1.000	129-31
1.618	129-17
2.618	128-26
4.250	127-20

Fisher Pivots for day following 17-Dec-2013
Pivot	1 day	3 day
R1	131-07	131-08
PP	131-04	131-05
S1	131-02	131-02

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

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