ECBOT 30 Year Treasury Bond Future June 2014

Trading Metrics calculated at close of trading on 03-Apr-2014

Day Change Summary
	Previous	Current
	02-Apr-2014	03-Apr-2014	Change	Change %	Previous Week
Open	132-20	131-30	-0-22	-0.5%	132-21
High	132-20	132-12	-0-08	-0.2%	134-16
Low	131-26	131-27	0-01	0.0%	132-11
Close	131-31	132-07	0-08	0.2%	133-17
Range	0-26	0-17	-0-09	-34.6%	2-05
ATR	0-30	0-29	-0-01	-3.2%	0-00
Volume	301,103	222,677	-78,426	-26.0%	1,616,294

Daily Pivots for day following 03-Apr-2014
	Classic	Woodie	Camarilla	DeMark
R4	133-24	133-16	132-16
R3	133-07	132-31	132-12
R2	132-22	132-22	132-10
R1	132-14	132-14	132-09	132-18
PP	132-05	132-05	132-05	132-06
S1	131-29	131-29	132-05	132-01
S2	131-20	131-20	132-04
S3	131-03	131-12	132-02
S4	130-18	130-27	131-30

Weekly Pivots for week ending 28-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	139-30	138-28	134-23
R3	137-25	136-23	134-04
R2	135-20	135-20	133-30
R1	134-18	134-18	133-23	135-03
PP	133-15	133-15	133-15	133-23
S1	132-13	132-13	133-11	132-30
S2	131-10	131-10	133-04
S3	129-05	130-08	132-30
S4	127-00	128-03	132-11

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	134-08	131-26	2-14	1.8%	0-27	0.6%	17%	False	False	284,617
10	134-16	131-26	2-22	2.0%	0-28	0.7%	15%	False	False	301,256
20	134-16	129-21	4-27	3.7%	1-00	0.8%	53%	False	False	311,856
40	134-16	129-21	4-27	3.7%	0-29	0.7%	53%	False	False	234,608
60	134-16	126-27	7-21	5.8%	0-28	0.7%	70%	False	False	156,802
80	134-16	126-24	7-24	5.9%	0-23	0.5%	71%	False	False	117,603

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-04
Narrowest range in 17 trading days

Fibonacci Retracements and Extensions
4.250	134-20
2.618	133-25
1.618	133-08
1.000	132-29
0.618	132-23
HIGH	132-12
0.618	132-06
0.500	132-04
0.382	132-01
LOW	131-27
0.618	131-16
1.000	131-10
1.618	130-31
2.618	130-14
4.250	129-19

Fisher Pivots for day following 03-Apr-2014
Pivot	1 day	3 day
R1	132-06	132-18
PP	132-05	132-14
S1	132-04	132-10

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

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