ECBOT 30 Year Treasury Bond Future September 2014

Trading Metrics calculated at close of trading on 15-May-2014

Day Change Summary
	Previous	Current
	14-May-2014	15-May-2014	Change	Change %	Previous Week
Open	135-05	136-11	1-06	0.9%	135-11
High	136-16	137-14	0-30	0.7%	135-29
Low	135-04	136-00	0-28	0.6%	134-24
Close	136-09	136-28	0-19	0.4%	134-31
Range	1-12	1-14	0-02	4.5%	1-05
ATR	0-27	0-28	0-01	5.3%	0-00
Volume	2,578	2,192	-386	-15.0%	10,892

Daily Pivots for day following 15-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	141-03	140-13	137-21
R3	139-21	138-31	137-09
R2	138-07	138-07	137-04
R1	137-17	137-17	137-00	137-28
PP	136-25	136-25	136-25	136-30
S1	136-03	136-03	136-24	136-14
S2	135-11	135-11	136-20
S3	133-29	134-21	136-15
S4	132-15	133-07	136-03

Weekly Pivots for week ending 09-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	138-22	137-31	135-19
R3	137-17	136-26	135-09
R2	136-12	136-12	135-06
R1	135-21	135-21	135-02	135-14
PP	135-07	135-07	135-07	135-03
S1	134-16	134-16	134-28	134-09
S2	134-02	134-02	134-24
S3	132-29	133-11	134-21
S4	131-24	132-06	134-11

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	137-14	134-12	3-02	2.2%	1-00	0.7%	82%	True	False	1,911
10	137-14	133-23	3-23	2.7%	1-00	0.7%	85%	True	False	2,016
20	137-14	132-24	4-22	3.4%	0-27	0.6%	88%	True	False	1,210
40	137-14	130-26	6-20	4.8%	0-20	0.4%	92%	True	False	636

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-08
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	143-18
2.618	141-06
1.618	139-24
1.000	138-28
0.618	138-10
HIGH	137-14
0.618	136-28
0.500	136-23
0.382	136-18
LOW	136-00
0.618	135-04
1.000	134-18
1.618	133-22
2.618	132-08
4.250	129-28

Fisher Pivots for day following 15-May-2014
Pivot	1 day	3 day
R1	136-26	136-18
PP	136-25	136-08
S1	136-23	135-30

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

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