ECBOT 30 Year Treasury Bond Future June 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	131-10	131-08	-0-02	0.0%	131-15
High	131-30	131-21	-0-09	-0.2%	132-09
Low	130-27	130-28	0-01	0.0%	130-27
Close	131-06	131-19	0-13	0.3%	131-19
Range	1-03	0-25	-0-10	-28.6%	1-14
ATR	0-27	0-26	0-00	-0.4%	0-00
Volume	5,977	6,973	996	16.7%	16,368

Daily Pivots for day following 21-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	133-23	133-14	132-01
R3	132-30	132-21	131-26
R2	132-05	132-05	131-24
R1	131-28	131-28	131-21	132-00
PP	131-12	131-12	131-12	131-14
S1	131-03	131-03	131-17	131-08
S2	130-19	130-19	131-14
S3	129-26	130-10	131-12
S4	129-01	129-17	131-05

Weekly Pivots for week ending 21-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	135-28	135-06	132-12
R3	134-14	133-24	132-00
R2	133-00	133-00	131-27
R1	132-10	132-10	131-23	132-21
PP	131-18	131-18	131-18	131-24
S1	130-28	130-28	131-15	131-07
S2	130-04	130-04	131-11
S3	128-22	129-14	131-06
S4	127-08	128-00	130-26

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	132-09	130-27	1-14	1.1%	0-27	0.6%	52%	False	False	3,542
10	132-15	130-16	1-31	1.5%	0-27	0.6%	56%	False	False	2,649
20	133-15	130-16	2-31	2.3%	0-28	0.7%	37%	False	False	2,612
40	133-15	126-24	6-23	5.1%	0-22	0.5%	72%	False	False	1,344

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	0-07
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	134-31
2.618	133-22
1.618	132-29
1.000	132-14
0.618	132-04
HIGH	131-21
0.618	131-11
0.500	131-08
0.382	131-06
LOW	130-28
0.618	130-13
1.000	130-03
1.618	129-20
2.618	128-27
4.250	127-18

Fisher Pivots for day following 21-Feb-2014
Pivot	1 day	3 day
R1	131-16	131-19
PP	131-12	131-18
S1	131-08	131-18

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

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