ECBOT 30 Year Treasury Bond Future September 2014

Trading Metrics calculated at close of trading on 03-Sep-2014

Day Change Summary
	Previous	Current
	02-Sep-2014	03-Sep-2014	Change	Change %	Previous Week
Open	141-17	140-04	-1-13	-1.0%	140-11
High	141-18	140-20	-0-30	-0.7%	141-30
Low	140-01	139-14	-0-19	-0.4%	140-11
Close	140-04	140-12	0-08	0.2%	141-17
Range	1-17	1-06	-0-11	-22.4%	1-19
ATR	0-30	0-31	0-01	1.9%	0-00
Volume	77,424	36,889	-40,535	-52.4%	2,235,702

Daily Pivots for day following 03-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	143-23	143-07	141-01
R3	142-17	142-01	140-22
R2	141-11	141-11	140-19
R1	140-27	140-27	140-15	141-03
PP	140-05	140-05	140-05	140-08
S1	139-21	139-21	140-09	139-29
S2	138-31	138-31	140-05
S3	137-25	138-15	140-02
S4	136-19	137-09	139-23

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	139-14	2-16	1.8%	0-31	0.7%	38%	False	True	300,466
10	141-30	139-11	2-19	1.8%	0-28	0.6%	40%	False	False	335,428
20	141-30	138-06	3-24	2.7%	0-30	0.7%	58%	False	False	346,941
40	141-30	136-09	5-21	4.0%	0-30	0.7%	72%	False	False	336,417
60	141-30	134-11	7-19	5.4%	0-31	0.7%	79%	False	False	324,865
80	141-30	134-11	7-19	5.4%	0-31	0.7%	79%	False	False	289,444
100	141-30	132-24	9-06	6.5%	0-29	0.7%	83%	False	False	231,729
120	141-30	130-23	11-07	8.0%	0-26	0.6%	86%	False	False	193,110

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	False
Bull Hook	False
Stretch	0-07
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	145-22
2.618	143-23
1.618	142-17
1.000	141-26
0.618	141-11
HIGH	140-20
0.618	140-05
0.500	140-01
0.382	139-29
LOW	139-14
0.618	138-23
1.000	138-08
1.618	137-17
2.618	136-11
4.250	134-12

Fisher Pivots for day following 03-Sep-2014
Pivot	1 day	3 day
R1	140-08	140-22
PP	140-05	140-18
S1	140-01	140-15

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

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