ECBOT 30 Year Treasury Bond Future September 2014

Trading Metrics calculated at close of trading on 18-Sep-2014

Day Change Summary
	Previous	Current
	17-Sep-2014	18-Sep-2014	Change	Change %	Previous Week
Open	137-14	137-05	-0-09	-0.2%	139-15
High	137-31	137-21	-0-10	-0.2%	140-04
Low	137-02	136-31	-0-03	-0.1%	137-08
Close	137-12	137-05	-0-07	-0.2%	137-09
Range	0-29	0-22	-0-07	-24.1%	2-28
ATR	0-30	0-29	-0-01	-1.9%	0-00
Volume	3,080	4,876	1,796	58.3%	37,046

Daily Pivots for day following 18-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	139-10	138-30	137-17
R3	138-20	138-08	137-11
R2	137-30	137-30	137-09
R1	137-18	137-18	137-07	137-16
PP	137-08	137-08	137-08	137-08
S1	136-28	136-28	137-03	136-26
S2	136-18	136-18	137-01
S3	135-28	136-06	136-31
S4	135-06	135-16	136-25

Weekly Pivots for week ending 12-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	146-27	144-30	138-28
R3	143-31	142-02	138-02
R2	141-03	141-03	137-26
R1	139-06	139-06	137-17	138-22
PP	138-07	138-07	138-07	137-31
S1	136-10	136-10	137-01	135-26
S2	135-11	135-11	136-24
S3	132-15	133-14	136-16
S4	129-19	130-18	135-22

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	138-13	136-31	1-14	1.0%	0-26	0.6%	13%	False	True	6,410
10	140-17	136-31	3-18	2.6%	0-27	0.6%	5%	False	True	6,995
20	141-30	136-31	4-31	3.6%	0-28	0.6%	4%	False	True	158,621
40	141-30	136-14	5-16	4.0%	0-31	0.7%	13%	False	False	260,795
60	141-30	134-11	7-19	5.5%	0-30	0.7%	37%	False	False	267,391
80	141-30	134-11	7-19	5.5%	0-31	0.7%	37%	False	False	288,755
100	141-30	133-02	8-28	6.5%	0-30	0.7%	46%	False	False	232,820
120	141-30	131-00	10-30	8.0%	0-28	0.6%	56%	False	False	194,042

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	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-07
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	140-18
2.618	139-15
1.618	138-25
1.000	138-11
0.618	138-03
HIGH	137-21
0.618	137-13
0.500	137-10
0.382	137-07
LOW	136-31
0.618	136-17
1.000	136-09
1.618	135-27
2.618	135-05
4.250	134-02

Fisher Pivots for day following 18-Sep-2014
Pivot	1 day	3 day
R1	137-10	137-18
PP	137-08	137-13
S1	137-07	137-09

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

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