ECBOT 30 Year Treasury Bond Future March 2014

Trading Metrics calculated at close of trading on 17-Mar-2014

Day Change Summary
	Previous	Current
	14-Mar-2014	17-Mar-2014	Change	Change %	Previous Week
Open	135-01	135-02	0-01	0.0%	132-24
High	135-16	135-02	-0-14	-0.3%	135-16
Low	134-26	134-10	-0-16	-0.4%	131-06
Close	135-00	134-10	-0-22	-0.5%	135-00
Range	0-22	0-24	0-02	9.1%	4-10
ATR	1-00	1-00	-0-01	-1.8%	0-00
Volume	1,741	1,188	-553	-31.8%	16,283

Daily Pivots for day following 17-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	136-26	136-10	134-23
R3	136-02	135-18	134-17
R2	135-10	135-10	134-14
R1	134-26	134-26	134-12	134-22
PP	134-18	134-18	134-18	134-16
S1	134-02	134-02	134-08	133-30
S2	133-26	133-26	134-06
S3	133-02	133-10	134-03
S4	132-10	132-18	133-29

Weekly Pivots for week ending 14-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	146-27	145-07	137-12
R3	142-17	140-29	136-06
R2	138-07	138-07	135-25
R1	136-19	136-19	135-13	137-13
PP	133-29	133-29	133-29	134-10
S1	132-09	132-09	134-19	133-03
S2	129-19	129-19	134-07
S3	125-09	127-31	133-26
S4	120-31	123-21	132-20

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	135-16	132-17	2-31	2.2%	0-29	0.7%	60%	False	False	2,320
10	135-16	131-06	4-10	3.2%	1-02	0.8%	72%	False	False	9,968
20	135-17	131-06	4-11	3.2%	0-31	0.7%	72%	False	False	172,480
40	135-17	130-26	4-23	3.5%	0-31	0.7%	74%	False	False	239,097
60	135-17	127-23	7-26	5.8%	0-31	0.7%	84%	False	False	231,563
80	135-17	127-23	7-26	5.8%	0-31	0.7%	84%	False	False	231,736
100	135-17	127-23	7-26	5.8%	0-30	0.7%	84%	False	False	185,786
120	135-17	127-23	7-26	5.8%	0-27	0.6%	84%	False	False	154,833

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	138-08
2.618	137-01
1.618	136-09
1.000	135-26
0.618	135-17
HIGH	135-02
0.618	134-25
0.500	134-22
0.382	134-19
LOW	134-10
0.618	133-27
1.000	133-18
1.618	133-03
2.618	132-11
4.250	131-04

Fisher Pivots for day following 17-Mar-2014
Pivot	1 day	3 day
R1	134-22	134-14
PP	134-18	134-12
S1	134-14	134-11

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

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