ECBOT 30 Year Treasury Bond Future March 2014

Trading Metrics calculated at close of trading on 11-Nov-2013

Day Change Summary
	Previous	Current
	08-Nov-2013	11-Nov-2013	Change	Change %	Previous Week
Open	132-10	130-06	-2-04	-1.6%	132-06
High	132-25	130-07	-2-18	-1.9%	132-25
Low	130-06	129-30	-0-08	-0.2%	130-06
Close	130-10	130-01	-0-09	-0.2%	130-10
Range	2-19	0-09	-2-10	-89.2%	2-19
ATR	0-28	0-26	-0-01	-4.0%	0-00
Volume	5,647	3,281	-2,366	-41.9%	12,499

Daily Pivots for day following 11-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	130-29	130-24	130-06
R3	130-20	130-15	130-03
R2	130-11	130-11	130-03
R1	130-06	130-06	130-02	130-04
PP	130-02	130-02	130-02	130-01
S1	129-29	129-29	130-00	129-27
S2	129-25	129-25	129-31
S3	129-16	129-20	129-31
S4	129-07	129-11	129-28

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	129-30	2-27	2.2%	1-02	0.8%	3%	False	True	3,034
10	134-08	129-30	4-10	3.3%	0-29	0.7%	2%	False	True	2,023
20	134-08	129-30	4-10	3.3%	0-26	0.6%	2%	False	True	1,112
40	134-08	129-09	4-31	3.8%	0-19	0.4%	15%	False	False	581

Crabel Price Patterns
NR	True
NR4	False
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	0-04
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	131-13
2.618	130-31
1.618	130-22
1.000	130-16
0.618	130-13
HIGH	130-07
0.618	130-04
0.500	130-02
0.382	130-01
LOW	129-30
0.618	129-24
1.000	129-21
1.618	129-15
2.618	129-06
4.250	128-24

Fisher Pivots for day following 11-Nov-2013
Pivot	1 day	3 day
R1	130-02	131-12
PP	130-02	130-29
S1	130-02	130-15

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

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