ECBOT 30 Year Treasury Bond Future March 2014

Trading Metrics calculated at close of trading on 06-Nov-2013

Day Change Summary
	Previous	Current
	05-Nov-2013	06-Nov-2013	Change	Change %	Previous Week
Open	132-20	131-17	-1-03	-0.8%	133-21
High	132-20	131-25	-0-27	-0.6%	134-08
Low	131-10	131-16	0-06	0.1%	132-06
Close	131-17	131-21	0-04	0.1%	132-10
Range	1-10	0-09	-1-01	-78.6%	2-02
ATR	0-24	0-23	-0-01	-4.5%	0-00
Volume	1,354	2,134	780	57.6%	4,534

Daily Pivots for day following 06-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	132-16	132-11	131-26
R3	132-07	132-02	131-23
R2	131-30	131-30	131-23
R1	131-25	131-25	131-22	131-28
PP	131-21	131-21	131-21	131-22
S1	131-16	131-16	131-20	131-18
S2	131-12	131-12	131-19
S3	131-03	131-07	131-19
S4	130-26	130-30	131-16

Weekly Pivots for week ending 01-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	139-03	137-25	133-14
R3	137-01	135-23	132-28
R2	134-31	134-31	132-22
R1	133-21	133-21	132-16	133-09
PP	132-29	132-29	132-29	132-24
S1	131-19	131-19	132-04	131-07
S2	130-27	130-27	131-30
S3	128-25	129-17	131-24
S4	126-23	127-15	131-06

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	133-25	131-10	2-15	1.9%	0-25	0.6%	14%	False	False	1,512
10	134-08	131-10	2-30	2.2%	0-21	0.5%	12%	False	False	943
20	134-08	130-11	3-29	3.0%	0-24	0.6%	34%	False	False	530
40	134-08	128-20	5-20	4.3%	0-16	0.4%	54%	False	False	290

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-04
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	132-31
2.618	132-17
1.618	132-08
1.000	132-02
0.618	131-31
HIGH	131-25
0.618	131-22
0.500	131-20
0.382	131-19
LOW	131-16
0.618	131-10
1.000	131-07
1.618	131-01
2.618	130-24
4.250	130-10

Fisher Pivots for day following 06-Nov-2013
Pivot	1 day	3 day
R1	131-21	132-00
PP	131-21	131-29
S1	131-20	131-25

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

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