ECBOT 30 Year Treasury Bond Future September 2014

Trading Metrics calculated at close of trading on 21-May-2014

Day Change Summary
	Previous	Current
	20-May-2014	21-May-2014	Change	Change %	Previous Week
Open	136-04	136-17	0-13	0.3%	134-27
High	136-24	136-19	-0-05	-0.1%	137-14
Low	135-30	135-18	-0-12	-0.3%	134-12
Close	136-16	135-29	-0-19	-0.4%	136-22
Range	0-26	1-01	0-07	26.9%	3-02
ATR	0-27	0-28	0-00	1.5%	0-00
Volume	9,073	38,376	29,303	323.0%	10,102

Daily Pivots for day following 21-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	139-04	138-17	136-15
R3	138-03	137-16	136-06
R2	137-02	137-02	136-03
R1	136-15	136-15	136-00	136-08
PP	136-01	136-01	136-01	135-29
S1	135-14	135-14	135-26	135-07
S2	135-00	135-00	135-23
S3	133-31	134-13	135-20
S4	132-30	133-12	135-11

Weekly Pivots for week ending 16-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	145-11	144-03	138-12
R3	142-09	141-01	137-17
R2	139-07	139-07	137-08
R1	137-31	137-31	136-31	138-19
PP	136-05	136-05	136-05	136-16
S1	134-29	134-29	136-13	135-17
S2	133-03	133-03	136-04
S3	130-01	131-27	135-27
S4	126-31	128-25	135-00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	137-14	135-18	1-28	1.4%	0-31	0.7%	18%	False	True	12,458
10	137-14	134-12	3-02	2.3%	0-30	0.7%	50%	False	False	7,298
20	137-14	133-02	4-12	3.2%	0-29	0.7%	65%	False	False	4,166
40	137-14	131-00	6-14	4.7%	0-22	0.5%	76%	False	False	2,138

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

Fibonacci Retracements and Extensions
4.250	140-31
2.618	139-09
1.618	138-08
1.000	137-20
0.618	137-07
HIGH	136-19
0.618	136-06
0.500	136-02
0.382	135-31
LOW	135-18
0.618	134-30
1.000	134-17
1.618	133-29
2.618	132-28
4.250	131-06

Fisher Pivots for day following 21-May-2014
Pivot	1 day	3 day
R1	136-02	136-10
PP	136-01	136-06
S1	135-31	136-01

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

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