ECBOT 30 Year Treasury Bond Future March 2014

Trading Metrics calculated at close of trading on 21-Oct-2013

Day Change Summary
	Previous	Current
	18-Oct-2013	21-Oct-2013	Change	Change %	Previous Week
Open	132-17	132-18	0-01	0.0%	131-19
High	133-09	132-24	-0-17	-0.4%	133-09
Low	132-17	132-08	-0-09	-0.2%	130-11
Close	132-21	132-09	-0-12	-0.3%	132-21
Range	0-24	0-16	-0-08	-33.3%	2-30
ATR	0-22	0-22	0-00	-2.0%	0-00
Volume	233	186	-47	-20.2%	315

Daily Pivots for day following 21-Oct-2013
	Classic	Woodie	Camarilla	DeMark
R4	133-30	133-19	132-18
R3	133-14	133-03	132-13
R2	132-30	132-30	132-12
R1	132-19	132-19	132-10	132-16
PP	132-14	132-14	132-14	132-12
S1	132-03	132-03	132-08	132-00
S2	131-30	131-30	132-06
S3	131-14	131-19	132-05
S4	130-30	131-03	132-00

Weekly Pivots for week ending 18-Oct-2013
	Classic	Woodie	Camarilla	DeMark
R4	140-29	139-23	134-09
R3	137-31	136-25	133-15
R2	135-01	135-01	133-06
R1	133-27	133-27	132-30	134-14
PP	132-03	132-03	132-03	132-12
S1	130-29	130-29	132-12	131-16
S2	129-05	129-05	132-04
S3	126-07	127-31	131-27
S4	123-09	125-01	131-01

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	133-09	130-11	2-30	2.2%	0-26	0.6%	66%	False	False	96
10	133-09	130-11	2-30	2.2%	0-22	0.5%	66%	False	False	89
20	133-09	130-11	2-30	2.2%	0-16	0.4%	66%	False	False	65

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	0-02
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	134-28
2.618	134-02
1.618	133-18
1.000	133-08
0.618	133-02
HIGH	132-24
0.618	132-18
0.500	132-16
0.382	132-14
LOW	132-08
0.618	131-30
1.000	131-24
1.618	131-14
2.618	130-30
4.250	130-04

Fisher Pivots for day following 21-Oct-2013
Pivot	1 day	3 day
R1	132-16	132-16
PP	132-14	132-13
S1	132-11	132-11

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

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