ECBOT 30 Year Treasury Bond Future March 2014

Trading Metrics calculated at close of trading on 26-Nov-2013

Day Change Summary
	Previous	Current
	25-Nov-2013	26-Nov-2013	Change	Change %	Previous Week
Open	130-18	130-24	0-06	0.1%	131-01
High	130-29	131-09	0-12	0.3%	131-26
Low	130-06	130-21	0-15	0.4%	128-31
Close	130-16	131-08	0-24	0.6%	130-15
Range	0-23	0-20	-0-03	-13.0%	2-27
ATR	0-28	0-28	0-00	-0.8%	0-00
Volume	282,229	414,496	132,267	46.9%	205,544

Daily Pivots for day following 26-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	132-30	132-23	131-19
R3	132-10	132-03	131-14
R2	131-22	131-22	131-12
R1	131-15	131-15	131-10	131-18
PP	131-02	131-02	131-02	131-04
S1	130-27	130-27	131-06	130-30
S2	130-14	130-14	131-04
S3	129-26	130-07	131-02
S4	129-06	129-19	130-29

Weekly Pivots for week ending 22-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	138-30	137-18	132-01
R3	136-03	134-23	131-08
R2	133-08	133-08	131-00
R1	131-28	131-28	130-23	131-04
PP	130-13	130-13	130-13	130-02
S1	129-01	129-01	130-07	128-10
S2	127-18	127-18	129-30
S3	124-23	126-06	129-22
S4	121-28	123-11	128-29

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	131-10	128-31	2-11	1.8%	1-01	0.8%	97%	False	False	172,406
10	131-26	128-31	2-27	2.2%	0-29	0.7%	80%	False	False	91,677
20	134-08	128-31	5-09	4.0%	0-29	0.7%	43%	False	False	46,923
40	134-08	128-31	5-09	4.0%	0-24	0.6%	43%	False	False	23,529

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0-05
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	133-30
2.618	132-29
1.618	132-09
1.000	131-29
0.618	131-21
HIGH	131-09
0.618	131-01
0.500	130-31
0.382	130-29
LOW	130-21
0.618	130-09
1.000	130-01
1.618	129-21
2.618	129-01
4.250	128-00

Fisher Pivots for day following 26-Nov-2013
Pivot	1 day	3 day
R1	131-05	131-00
PP	131-02	130-24
S1	130-31	130-16

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

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