ECBOT 30 Year Treasury Bond Future March 2014

Trading Metrics calculated at close of trading on 20-Mar-2014

Day Change Summary
	Previous	Current
	19-Mar-2014	20-Mar-2014	Change	Change %	Previous Week
Open	134-21	133-24	-0-29	-0.7%	132-24
High	134-25	134-02	-0-23	-0.5%	135-16
Low	133-12	133-10	-0-02	0.0%	131-06
Close	133-16	133-18	0-02	0.0%	135-00
Range	1-13	0-24	-0-21	-46.7%	4-10
ATR	0-31	0-31	-0-01	-1.7%	0-00
Volume	9,498	1,081	-8,417	-88.6%	16,283

Daily Pivots for day following 20-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	135-29	135-15	133-31
R3	135-05	134-23	133-25
R2	134-13	134-13	133-22
R1	133-31	133-31	133-20	133-26
PP	133-21	133-21	133-21	133-18
S1	133-07	133-07	133-16	133-02
S2	132-29	132-29	133-14
S3	132-05	132-15	133-11
S4	131-13	131-23	133-05

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	133-10	2-06	1.6%	0-26	0.6%	11%	False	True	3,546
10	135-16	131-06	4-10	3.2%	1-01	0.8%	55%	False	False	4,229
20	135-17	131-06	4-11	3.3%	0-30	0.7%	55%	False	False	133,279
40	135-17	130-30	4-19	3.4%	1-00	0.7%	57%	False	False	224,582
60	135-17	127-23	7-26	5.8%	0-31	0.7%	75%	False	False	215,804
80	135-17	127-23	7-26	5.8%	0-30	0.7%	75%	False	False	230,817
100	135-17	127-23	7-26	5.8%	0-30	0.7%	75%	False	False	185,924
120	135-17	127-23	7-26	5.8%	0-28	0.7%	75%	False	False	154,955

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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 2 trading days

Fibonacci Retracements and Extensions
4.250	137-08
2.618	136-01
1.618	135-09
1.000	134-26
0.618	134-17
HIGH	134-02
0.618	133-25
0.500	133-22
0.382	133-19
LOW	133-10
0.618	132-27
1.000	132-18
1.618	132-03
2.618	131-11
4.250	130-04

Fisher Pivots for day following 20-Mar-2014
Pivot	1 day	3 day
R1	133-22	134-02
PP	133-21	133-28
S1	133-19	133-23

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

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