ECBOT 30 Year Treasury Bond Future March 2014

Trading Metrics calculated at close of trading on 08-Nov-2013

Day Change Summary
	Previous	Current
	07-Nov-2013	08-Nov-2013	Change	Change %	Previous Week
Open	131-17	132-10	0-25	0.6%	132-06
High	132-13	132-25	0-12	0.3%	132-25
Low	131-17	130-06	-1-11	-1.0%	130-06
Close	132-07	130-10	-1-29	-1.4%	130-10
Range	0-28	2-19	1-23	196.4%	2-19
ATR	0-23	0-28	0-04	18.3%	0-00
Volume	2,754	5,647	2,893	105.0%	12,499

Daily Pivots for day following 08-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	138-28	137-06	131-24
R3	136-09	134-19	131-01
R2	133-22	133-22	130-25
R1	132-00	132-00	130-18	131-18
PP	131-03	131-03	131-03	130-28
S1	129-13	129-13	130-02	128-30
S2	128-16	128-16	129-27
S3	125-29	126-26	129-19
S4	123-10	124-07	128-28

Weekly Pivots for week ending 08-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	138-28	137-06	131-24
R3	136-09	134-19	131-01
R2	133-22	133-22	130-25
R1	132-00	132-00	130-18	131-18
PP	131-03	131-03	131-03	130-28
S1	129-13	129-13	130-02	128-30
S2	128-16	128-16	129-27
S3	125-29	126-26	129-19
S4	123-10	124-07	128-28

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	132-25	130-06	2-19	2.0%	1-04	0.9%	5%	True	True	2,499
10	134-08	130-06	4-02	3.1%	0-29	0.7%	3%	False	True	1,703
20	134-08	130-06	4-02	3.1%	0-27	0.7%	3%	False	True	949
40	134-08	128-25	5-15	4.2%	0-18	0.4%	28%	False	False	499

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-05
Widest range in 44 trading days

Fibonacci Retracements and Extensions
4.250	143-26
2.618	139-18
1.618	136-31
1.000	135-12
0.618	134-12
HIGH	132-25
0.618	131-25
0.500	131-16
0.382	131-06
LOW	130-06
0.618	128-19
1.000	127-19
1.618	126-00
2.618	123-13
4.250	119-05

Fisher Pivots for day following 08-Nov-2013
Pivot	1 day	3 day
R1	131-16	131-16
PP	131-03	131-03
S1	130-22	130-22

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

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