ECBOT 30 Year Treasury Bond Future December 2014

Trading Metrics calculated at close of trading on 05-Sep-2014

Day Change Summary
	Previous	Current
	04-Sep-2014	05-Sep-2014	Change	Change %	Previous Week
Open	139-03	138-08	-0-27	-0.6%	140-02
High	139-11	139-02	-0-09	-0.2%	140-04
Low	138-02	137-27	-0-07	-0.2%	137-27
Close	138-06	137-30	-0-08	-0.2%	137-30
Range	1-09	1-07	-0-02	-4.9%	2-09
ATR	0-30	0-30	0-01	2.2%	0-00
Volume	489,955	459,235	-30,720	-6.3%	1,732,076

Daily Pivots for day following 05-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	141-30	141-05	138-19
R3	140-23	139-30	138-09
R2	139-16	139-16	138-05
R1	138-23	138-23	138-02	138-16
PP	138-09	138-09	138-09	138-06
S1	137-16	137-16	137-26	137-09
S2	137-02	137-02	137-23
S3	135-27	136-09	137-19
S4	134-20	135-02	137-09

Weekly Pivots for week ending 05-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	145-15	144-00	139-06
R3	143-06	141-23	138-18
R2	140-29	140-29	138-11
R1	139-14	139-14	138-05	139-01
PP	138-20	138-20	138-20	138-14
S1	137-05	137-05	137-23	136-24
S2	136-11	136-11	137-17
S3	134-02	134-28	137-10
S4	131-25	132-19	136-22

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	140-15	137-27	2-20	1.9%	1-05	0.8%	4%	False	True	410,737
10	140-16	137-27	2-21	1.9%	0-31	0.7%	4%	False	True	344,188
20	140-16	137-02	3-14	2.5%	0-30	0.7%	25%	False	False	174,439
40	140-16	134-31	5-17	4.0%	0-28	0.6%	54%	False	False	87,506
60	140-16	133-01	7-15	5.4%	0-23	0.5%	66%	False	False	58,343

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	0-08
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	144-08
2.618	142-08
1.618	141-01
1.000	140-09
0.618	139-26
HIGH	139-02
0.618	138-19
0.500	138-14
0.382	138-10
LOW	137-27
0.618	137-03
1.000	136-20
1.618	135-28
2.618	134-21
4.250	132-21

Fisher Pivots for day following 05-Sep-2014
Pivot	1 day	3 day
R1	138-14	138-19
PP	138-09	138-12
S1	138-04	138-05

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

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