ECBOT 30 Year Treasury Bond Future March 2014

Trading Metrics calculated at close of trading on 21-Feb-2014

Day Change Summary
	Previous	Current
	20-Feb-2014	21-Feb-2014	Change	Change %	Previous Week
Open	132-27	132-25	-0-02	0.0%	132-31
High	133-15	133-06	-0-09	-0.2%	133-29
Low	132-12	132-13	0-01	0.0%	132-12
Close	132-23	133-03	0-12	0.3%	133-03
Range	1-03	0-25	-0-10	-28.6%	1-17
ATR	1-00	0-31	0-00	-1.5%	0-00
Volume	311,532	254,952	-56,580	-18.2%	1,053,771

Daily Pivots for day following 21-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	135-08	134-30	133-17
R3	134-15	134-05	133-10
R2	133-22	133-22	133-08
R1	133-12	133-12	133-05	133-17
PP	132-29	132-29	132-29	132-31
S1	132-19	132-19	133-01	132-24
S2	132-04	132-04	132-30
S3	131-11	131-26	132-28
S4	130-18	131-01	132-21

Weekly Pivots for week ending 21-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	137-23	136-30	133-30
R3	136-06	135-13	133-16
R2	134-21	134-21	133-12
R1	133-28	133-28	133-07	134-08
PP	133-04	133-04	133-04	133-10
S1	132-11	132-11	132-31	132-24
S2	131-19	131-19	132-26
S3	130-02	130-26	132-22
S4	128-17	129-09	132-08

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	133-29	132-12	1-17	1.2%	0-30	0.7%	47%	False	False	249,022
10	134-02	132-00	2-02	1.5%	0-31	0.7%	53%	False	False	261,771
20	135-03	132-00	3-03	2.3%	1-01	0.8%	35%	False	False	310,778
40	135-03	127-23	7-12	5.5%	0-30	0.7%	73%	False	False	259,378
60	135-03	127-23	7-12	5.5%	0-30	0.7%	73%	False	False	265,658
80	135-03	127-23	7-12	5.5%	0-30	0.7%	73%	False	False	202,267
100	135-03	127-23	7-12	5.5%	0-28	0.6%	73%	False	False	161,840

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
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	0-10
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	136-16
2.618	135-07
1.618	134-14
1.000	133-31
0.618	133-21
HIGH	133-06
0.618	132-28
0.500	132-26
0.382	132-23
LOW	132-13
0.618	131-30
1.000	131-20
1.618	131-05
2.618	130-12
4.250	129-03

Fisher Pivots for day following 21-Feb-2014
Pivot	1 day	3 day
R1	133-00	133-04
PP	132-29	133-04
S1	132-26	133-04

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

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