ECBOT 30 Year Treasury Bond Future June 2013

Trading Metrics calculated at close of trading on 04-Jan-2013

Day Change Summary
	Previous	Current
	03-Jan-2013	04-Jan-2013	Change	Change %	Previous Week
Open	144-10	142-27	-1-15	-1.0%	147-08
High	144-10	143-02	-1-08	-0.9%	147-08
Low	143-00	142-16	-0-16	-0.3%	142-16
Close	143-08	143-01	-0-07	-0.2%	143-01
Range	1-10	0-18	-0-24	-57.1%	4-24
ATR	0-27	0-26	0-00	-0.7%	0-00
Volume	19	29	10	52.6%	72

Daily Pivots for day following 04-Jan-2013
	Classic	Woodie	Camarilla	DeMark
R4	144-18	144-11	143-11
R3	144-00	143-25	143-06
R2	143-14	143-14	143-04
R1	143-07	143-07	143-03	143-10
PP	142-28	142-28	142-28	142-29
S1	142-21	142-21	142-31	142-24
S2	142-10	142-10	142-30
S3	141-24	142-03	142-28
S4	141-06	141-17	142-23

Weekly Pivots for week ending 04-Jan-2013
	Classic	Woodie	Camarilla	DeMark
R4	158-16	155-17	145-21
R3	153-24	150-25	144-11
R2	149-00	149-00	143-29
R1	146-01	146-01	143-15	145-04
PP	144-08	144-08	144-08	143-26
S1	141-09	141-09	142-19	140-12
S2	139-16	139-16	142-05
S3	134-24	136-17	141-23
S4	130-00	131-25	140-13

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	147-08	142-16	4-24	3.3%	1-00	0.7%	11%	False	True	20
10	147-08	142-16	4-24	3.3%	0-19	0.4%	11%	False	True	12
20	149-11	142-16	6-27	4.8%	0-13	0.3%	8%	False	True	7

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0-01
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	145-14
2.618	144-17
1.618	143-31
1.000	143-20
0.618	143-13
HIGH	143-02
0.618	142-27
0.500	142-25
0.382	142-23
LOW	142-16
0.618	142-05
1.000	141-30
1.618	141-19
2.618	141-01
4.250	140-04

Fisher Pivots for day following 04-Jan-2013
Pivot	1 day	3 day
R1	142-30	143-22
PP	142-28	143-15
S1	142-25	143-08

Download as Excel Spreadsheet

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

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