ECBOT 30 Year Treasury Bond Future June 2013

Trading Metrics calculated at close of trading on 08-Jan-2013

Day Change Summary
	Previous	Current
	07-Jan-2013	08-Jan-2013	Change	Change %	Previous Week
Open	143-10	143-09	-0-01	0.0%	147-08
High	143-10	143-27	0-17	0.4%	147-08
Low	143-04	143-07	0-03	0.1%	142-16
Close	143-07	143-23	0-16	0.3%	143-01
Range	0-06	0-20	0-14	233.3%	4-24
ATR	0-25	0-25	0-00	-1.5%	0-00
Volume	18	10	-8	-44.4%	72

Daily Pivots for day following 08-Jan-2013
	Classic	Woodie	Camarilla	DeMark
R4	145-15	145-07	144-02
R3	144-27	144-19	143-28
R2	144-07	144-07	143-27
R1	143-31	143-31	143-25	144-03
PP	143-19	143-19	143-19	143-21
S1	143-11	143-11	143-21	143-15
S2	142-31	142-31	143-19
S3	142-11	142-23	143-18
S4	141-23	142-03	143-12

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	144-29	142-16	2-13	1.7%	0-22	0.5%	51%	False	False	17
10	147-08	142-16	4-24	3.3%	0-20	0.4%	26%	False	False	14
20	148-28	142-16	6-12	4.4%	0-14	0.3%	19%	False	False	8

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-02
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	146-16
2.618	145-15
1.618	144-27
1.000	144-15
0.618	144-07
HIGH	143-27
0.618	143-19
0.500	143-17
0.382	143-15
LOW	143-07
0.618	142-27
1.000	142-19
1.618	142-07
2.618	141-19
4.250	140-18

Fisher Pivots for day following 08-Jan-2013
Pivot	1 day	3 day
R1	143-21	143-17
PP	143-19	143-11
S1	143-17	143-06

Download as Excel Spreadsheet

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

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