ECBOT 30 Year Treasury Bond Future March 2014

Trading Metrics calculated at close of trading on 11-Mar-2014

Day Change Summary
	Previous	Current
	10-Mar-2014	11-Mar-2014	Change	Change %	Previous Week
Open	132-24	132-25	0-01	0.0%	135-00
High	132-31	133-01	0-02	0.0%	135-17
Low	131-06	132-17	1-11	1.0%	132-07
Close	132-23	133-00	0-09	0.2%	132-22
Range	1-25	0-16	-1-09	-71.9%	3-10
ATR	1-01	0-31	-0-01	-3.6%	0-00
Volume	5,871	4,198	-1,673	-28.5%	142,337

Daily Pivots for day following 11-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	134-11	134-06	133-09
R3	133-27	133-22	133-04
R2	133-11	133-11	133-03
R1	133-06	133-06	133-01	133-08
PP	132-27	132-27	132-27	132-29
S1	132-22	132-22	132-31	132-24
S2	132-11	132-11	132-29
S3	131-27	132-06	132-28
S4	131-11	131-22	132-23

Weekly Pivots for week ending 07-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	143-13	141-12	134-16
R3	140-03	138-02	133-19
R2	136-25	136-25	133-09
R1	134-24	134-24	133-00	134-04
PP	133-15	133-15	133-15	133-05
S1	131-14	131-14	132-12	130-26
S2	130-05	130-05	132-03
S3	126-27	128-04	131-25
S4	123-17	124-26	130-28

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	134-06	131-06	3-00	2.3%	1-00	0.7%	60%	False	False	11,964
10	135-17	131-06	4-11	3.3%	0-31	0.7%	42%	False	False	154,218
20	135-17	131-06	4-11	3.3%	0-30	0.7%	42%	False	False	222,344
40	135-17	130-03	5-14	4.1%	0-30	0.7%	53%	False	False	261,723
60	135-17	127-23	7-26	5.9%	0-31	0.7%	68%	False	False	247,782
80	135-17	127-23	7-26	5.9%	0-30	0.7%	68%	False	False	231,850
100	135-17	127-23	7-26	5.9%	0-29	0.7%	68%	False	False	185,717
120	135-17	127-23	7-26	5.9%	0-27	0.6%	68%	False	False	154,773

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	0-06
Narrowest range in 20 trading days

Fibonacci Retracements and Extensions
4.250	135-05
2.618	134-11
1.618	133-27
1.000	133-17
0.618	133-11
HIGH	133-01
0.618	132-27
0.500	132-25
0.382	132-23
LOW	132-17
0.618	132-07
1.000	132-01
1.618	131-23
2.618	131-07
4.250	130-13

Fisher Pivots for day following 11-Mar-2014
Pivot	1 day	3 day
R1	132-30	132-26
PP	132-27	132-20
S1	132-25	132-14

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

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