ECBOT 30 Year Treasury Bond Future September 2014

Trading Metrics calculated at close of trading on 06-May-2014

Day Change Summary
	Previous	Current
	05-May-2014	06-May-2014	Change	Change %	Previous Week
Open	135-11	134-24	-0-19	-0.4%	134-03
High	135-23	135-13	-0-10	-0.2%	135-23
Low	134-28	134-24	-0-04	-0.1%	133-02
Close	134-30	135-09	0-11	0.3%	135-13
Range	0-27	0-21	-0-06	-22.2%	2-21
ATR	0-26	0-26	0-00	-1.4%	0-00
Volume	3,020	748	-2,272	-75.2%	3,995

Daily Pivots for day following 06-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	137-04	136-27	135-21
R3	136-15	136-06	135-15
R2	135-26	135-26	135-13
R1	135-17	135-17	135-11	135-22
PP	135-05	135-05	135-05	135-07
S1	134-28	134-28	135-07	135-00
S2	134-16	134-16	135-05
S3	133-27	134-07	135-03
S4	133-06	133-18	134-29

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	133-07	2-16	1.8%	1-04	0.8%	83%	False	False	1,453
10	135-23	133-02	2-21	2.0%	0-27	0.6%	84%	False	False	881
20	135-23	132-11	3-12	2.5%	0-23	0.5%	87%	False	False	519
40	135-23	130-07	5-16	4.1%	0-14	0.3%	92%	False	False	264

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	True
Bull Hook	False
Stretch	0-06
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	138-06
2.618	137-04
1.618	136-15
1.000	136-02
0.618	135-26
HIGH	135-13
0.618	135-05
0.500	135-02
0.382	135-00
LOW	134-24
0.618	134-11
1.000	134-03
1.618	133-22
2.618	133-01
4.250	131-31

Fisher Pivots for day following 06-May-2014
Pivot	1 day	3 day
R1	135-07	135-03
PP	135-05	134-29
S1	135-02	134-23

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

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