ECBOT 30 Year Treasury Bond Future September 2014

Trading Metrics calculated at close of trading on 29-Aug-2014

Day Change Summary
	Previous	Current
	28-Aug-2014	29-Aug-2014	Change	Change %	Previous Week
Open	141-09	141-22	0-13	0.3%	140-11
High	141-30	141-29	-0-01	0.0%	141-30
Low	141-07	141-12	0-05	0.1%	140-11
Close	141-23	141-17	-0-06	-0.1%	141-17
Range	0-23	0-17	-0-06	-26.1%	1-19
ATR	0-29	0-29	-0-01	-3.0%	0-00
Volume	613,612	86,771	-526,841	-85.9%	2,235,702

Daily Pivots for day following 29-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	143-06	142-29	141-26
R3	142-21	142-12	141-22
R2	142-04	142-04	141-20
R1	141-27	141-27	141-19	141-23
PP	141-19	141-19	141-19	141-18
S1	141-10	141-10	141-15	141-06
S2	141-02	141-02	141-14
S3	140-17	140-25	141-12
S4	140-00	140-08	141-08

Weekly Pivots for week ending 29-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	146-02	145-12	142-13
R3	144-15	143-25	141-31
R2	142-28	142-28	141-26
R1	142-06	142-06	141-22	142-17
PP	141-09	141-09	141-09	141-14
S1	140-19	140-19	141-12	140-30
S2	139-22	139-22	141-08
S3	138-03	139-00	141-03
S4	136-16	137-13	140-21

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	141-30	140-11	1-19	1.1%	0-22	0.5%	75%	False	False	447,140
10	141-30	139-11	2-19	1.8%	0-26	0.6%	84%	False	False	378,409
20	141-30	137-18	4-12	3.1%	0-28	0.6%	91%	False	False	370,112
40	141-30	134-29	7-01	5.0%	0-30	0.7%	94%	False	False	345,588
60	141-30	134-11	7-19	5.4%	0-30	0.7%	95%	False	False	333,880
80	141-30	134-11	7-19	5.4%	0-30	0.7%	95%	False	False	288,079
100	141-30	132-12	9-18	6.8%	0-29	0.6%	96%	False	False	230,587
120	141-30	130-23	11-07	7.9%	0-25	0.6%	96%	False	False	192,158

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-06
Narrowest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	144-05
2.618	143-10
1.618	142-25
1.000	142-14
0.618	142-08
HIGH	141-29
0.618	141-23
0.500	141-20
0.382	141-18
LOW	141-12
0.618	141-01
1.000	140-27
1.618	140-16
2.618	139-31
4.250	139-04

Fisher Pivots for day following 29-Aug-2014
Pivot	1 day	3 day
R1	141-20	141-13
PP	141-19	141-09
S1	141-18	141-05

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

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