ECBOT 30 Year Treasury Bond Future September 2014

Trading Metrics calculated at close of trading on 25-Aug-2014

Day Change Summary
	Previous	Current
	22-Aug-2014	25-Aug-2014	Change	Change %	Previous Week
Open	140-03	140-11	0-08	0.2%	140-31
High	140-18	140-30	0-12	0.3%	141-01
Low	139-21	140-11	0-22	0.5%	139-11
Close	140-14	140-23	0-09	0.2%	140-14
Range	0-29	0-19	-0-10	-34.5%	1-22
ATR	0-31	0-30	-0-01	-2.8%	0-00
Volume	386,880	350,998	-35,882	-9.3%	1,548,392

Daily Pivots for day following 25-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	142-14	142-06	141-01
R3	141-27	141-19	140-28
R2	141-08	141-08	140-26
R1	141-00	141-00	140-25	141-04
PP	140-21	140-21	140-21	140-24
S1	140-13	140-13	140-21	140-17
S2	140-02	140-02	140-20
S3	139-15	139-26	140-18
S4	138-28	139-07	140-13

Weekly Pivots for week ending 22-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	145-11	144-18	141-12
R3	143-21	142-28	140-29
R2	141-31	141-31	140-24
R1	141-06	141-06	140-19	140-24
PP	140-09	140-09	140-09	140-01
S1	139-16	139-16	140-09	139-02
S2	138-19	138-19	140-04
S3	136-29	137-26	139-31
S4	135-07	136-04	139-16

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	140-30	139-11	1-19	1.1%	0-26	0.6%	86%	True	False	329,688
10	141-21	138-16	3-05	2.2%	0-30	0.7%	70%	False	False	350,057
20	141-21	136-14	5-07	3.7%	1-01	0.7%	82%	False	False	374,729
40	141-21	134-11	7-10	5.2%	0-30	0.7%	87%	False	False	327,429
60	141-21	134-11	7-10	5.2%	0-31	0.7%	87%	False	False	328,138
80	141-21	133-23	7-30	5.6%	0-31	0.7%	88%	False	False	264,612
100	141-21	131-11	10-10	7.3%	0-28	0.6%	91%	False	False	211,741
120	141-21	129-29	11-24	8.3%	0-24	0.5%	92%	False	False	176,452

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
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	0-07
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	143-15
2.618	142-16
1.618	141-29
1.000	141-17
0.618	141-10
HIGH	140-30
0.618	140-23
0.500	140-20
0.382	140-18
LOW	140-11
0.618	139-31
1.000	139-24
1.618	139-12
2.618	138-25
4.250	137-26

Fisher Pivots for day following 25-Aug-2014
Pivot	1 day	3 day
R1	140-22	140-17
PP	140-21	140-11
S1	140-20	140-05

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

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