ECBOT 30 Year Treasury Bond Future March 2014

Trading Metrics calculated at close of trading on 18-Mar-2014

Day Change Summary
	Previous	Current
	17-Mar-2014	18-Mar-2014	Change	Change %	Previous Week
Open	135-02	134-12	-0-22	-0.5%	132-24
High	135-02	134-22	-0-12	-0.3%	135-16
Low	134-10	134-07	-0-03	-0.1%	131-06
Close	134-10	134-16	0-06	0.1%	135-00
Range	0-24	0-15	-0-09	-37.5%	4-10
ATR	1-00	0-30	-0-01	-3.8%	0-00
Volume	1,188	4,224	3,036	255.6%	16,283

Daily Pivots for day following 18-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	135-28	135-21	134-24
R3	135-13	135-06	134-20
R2	134-30	134-30	134-19
R1	134-23	134-23	134-17	134-26
PP	134-15	134-15	134-15	134-17
S1	134-08	134-08	134-15	134-12
S2	134-00	134-00	134-13
S3	133-17	133-25	134-12
S4	133-02	133-10	134-08

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	132-30	2-18	1.9%	0-29	0.7%	61%	False	False	2,325
10	135-16	131-06	4-10	3.2%	0-30	0.7%	77%	False	False	7,144
20	135-17	131-06	4-11	3.2%	0-30	0.7%	76%	False	False	161,420
40	135-17	130-27	4-22	3.5%	0-31	0.7%	78%	False	False	234,101
60	135-17	127-23	7-26	5.8%	0-31	0.7%	87%	False	False	225,593
80	135-17	127-23	7-26	5.8%	0-31	0.7%	87%	False	False	231,311
100	135-17	127-23	7-26	5.8%	0-29	0.7%	87%	False	False	185,825
120	135-17	127-23	7-26	5.8%	0-27	0.6%	87%	False	False	154,868

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-06
Narrowest range in 48 trading days

Fibonacci Retracements and Extensions
4.250	136-22
2.618	135-29
1.618	135-14
1.000	135-05
0.618	134-31
HIGH	134-22
0.618	134-16
0.500	134-14
0.382	134-13
LOW	134-07
0.618	133-30
1.000	133-24
1.618	133-15
2.618	133-00
4.250	132-07

Fisher Pivots for day following 18-Mar-2014
Pivot	1 day	3 day
R1	134-16	134-28
PP	134-15	134-24
S1	134-14	134-20

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

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