ECBOT 30 Year Treasury Bond Future March 2014

Trading Metrics calculated at close of trading on 19-Nov-2013

Day Change Summary
	Previous	Current
	18-Nov-2013	19-Nov-2013	Change	Change %	Previous Week
Open	131-01	131-22	0-21	0.5%	130-06
High	131-25	131-26	0-01	0.0%	131-16
Low	131-00	130-30	-0-02	0.0%	129-24
Close	131-17	131-00	-0-17	-0.4%	131-02
Range	0-25	0-28	0-03	12.0%	1-24
ATR	0-26	0-26	0-00	0.6%	0-00
Volume	1,991	38,247	36,256	1,821.0%	19,292

Daily Pivots for day following 19-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	133-28	133-10	131-15
R3	133-00	132-14	131-08
R2	132-04	132-04	131-05
R1	131-18	131-18	131-03	131-13
PP	131-08	131-08	131-08	131-06
S1	130-22	130-22	130-29	130-17
S2	130-12	130-12	130-27
S3	129-16	129-26	130-24
S4	128-20	128-30	130-17

Weekly Pivots for week ending 15-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	136-01	135-09	132-01
R3	134-09	133-17	131-17
R2	132-17	132-17	131-12
R1	131-25	131-25	131-07	132-05
PP	130-25	130-25	130-25	130-30
S1	130-01	130-01	130-29	130-13
S2	129-01	129-01	130-24
S3	127-09	128-09	130-19
S4	125-17	126-17	130-03

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	131-26	129-30	1-28	1.4%	0-26	0.6%	57%	True	False	10,948
10	132-25	129-24	3-01	2.3%	0-27	0.6%	41%	False	False	7,006
20	134-08	129-24	4-16	3.4%	0-25	0.6%	28%	False	False	3,880
40	134-08	129-24	4-16	3.4%	0-21	0.5%	28%	False	False	1,981

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

Fibonacci Retracements and Extensions
4.250	135-17
2.618	134-03
1.618	133-07
1.000	132-22
0.618	132-11
HIGH	131-26
0.618	131-15
0.500	131-12
0.382	131-09
LOW	130-30
0.618	130-13
1.000	130-02
1.618	129-17
2.618	128-21
4.250	127-07

Fisher Pivots for day following 19-Nov-2013
Pivot	1 day	3 day
R1	131-12	131-09
PP	131-08	131-06
S1	131-04	131-03

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

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