ECBOT 30 Year Treasury Bond Future September 2014

Trading Metrics calculated at close of trading on 02-May-2014

Day Change Summary
	Previous	Current
	01-May-2014	02-May-2014	Change	Change %	Previous Week
Open	134-01	134-26	0-25	0.6%	134-03
High	135-02	135-23	0-21	0.5%	135-23
Low	133-30	133-23	-0-07	-0.2%	133-02
Close	134-29	135-13	0-16	0.4%	135-13
Range	1-04	2-00	0-28	77.8%	2-21
ATR	0-23	0-26	0-03	12.8%	0-00
Volume	1,393	1,517	124	8.9%	3,995

Daily Pivots for day following 02-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	140-30	140-06	136-16
R3	138-30	138-06	135-31
R2	136-30	136-30	135-25
R1	136-06	136-06	135-19	136-18
PP	134-30	134-30	134-30	135-04
S1	134-06	134-06	135-07	134-18
S2	132-30	132-30	135-01
S3	130-30	132-06	134-27
S4	128-30	130-06	134-10

Weekly Pivots for week ending 02-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	142-22	141-23	136-28
R3	140-01	139-02	136-04
R2	137-12	137-12	135-29
R1	136-13	136-13	135-21	136-28
PP	134-23	134-23	134-23	134-31
S1	133-24	133-24	135-05	134-08
S2	132-02	132-02	134-29
S3	129-13	131-03	134-22
S4	126-24	128-14	133-30

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	135-23	133-02	2-21	2.0%	1-02	0.8%	88%	True	False	799
10	135-23	132-24	2-31	2.2%	0-25	0.6%	89%	True	False	551
20	135-23	131-14	4-09	3.2%	0-23	0.5%	93%	True	False	331
40	135-23	129-29	5-26	4.3%	0-13	0.3%	95%	True	False	170

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-06
Widest range in 44 trading days

Fibonacci Retracements and Extensions
4.250	144-07
2.618	140-31
1.618	138-31
1.000	137-23
0.618	136-31
HIGH	135-23
0.618	134-31
0.500	134-23
0.382	134-15
LOW	133-23
0.618	132-15
1.000	131-23
1.618	130-15
2.618	128-15
4.250	125-07

Fisher Pivots for day following 02-May-2014
Pivot	1 day	3 day
R1	135-06	135-03
PP	134-30	134-25
S1	134-23	134-15

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

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