ECBOT 30 Year Treasury Bond Future June 2013

Trading Metrics calculated at close of trading on 14-Jan-2013

Day Change Summary
	Previous	Current
	11-Jan-2013	14-Jan-2013	Change	Change %	Previous Week
Open	142-30	144-03	1-05	0.8%	143-10
High	144-02	144-12	0-10	0.2%	144-02
Low	142-30	144-00	1-02	0.7%	142-30
Close	143-26	144-00	0-06	0.1%	143-26
Range	1-04	0-12	-0-24	-66.7%	1-04
ATR	0-25	0-24	0-00	-2.0%	0-00
Volume	9	21	12	133.3%	156

Daily Pivots for day following 14-Jan-2013
	Classic	Woodie	Camarilla	DeMark
R4	145-08	145-00	144-07
R3	144-28	144-20	144-03
R2	144-16	144-16	144-02
R1	144-08	144-08	144-01	144-06
PP	144-04	144-04	144-04	144-03
S1	143-28	143-28	143-31	143-26
S2	143-24	143-24	143-30
S3	143-12	143-16	143-29
S4	143-00	143-04	143-25

Weekly Pivots for week ending 11-Jan-2013
	Classic	Woodie	Camarilla	DeMark
R4	146-31	146-17	144-14
R3	145-27	145-13	144-04
R2	144-23	144-23	144-01
R1	144-09	144-09	143-29	144-16
PP	143-19	143-19	143-19	143-23
S1	143-05	143-05	143-23	143-12
S2	142-15	142-15	143-19
S3	141-11	142-01	143-16
S4	140-07	140-29	143-06

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	144-12	142-30	1-14	1.0%	0-18	0.4%	74%	True	False	31
10	147-08	142-16	4-24	3.3%	0-24	0.5%	32%	False	False	24
20	147-08	142-16	4-24	3.3%	0-15	0.3%	32%	False	False	15

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	0-01
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	145-31
2.618	145-11
1.618	144-31
1.000	144-24
0.618	144-19
HIGH	144-12
0.618	144-07
0.500	144-06
0.382	144-05
LOW	144-00
0.618	143-25
1.000	143-20
1.618	143-13
2.618	143-01
4.250	142-13

Fisher Pivots for day following 14-Jan-2013
Pivot	1 day	3 day
R1	144-06	143-28
PP	144-04	143-25
S1	144-02	143-21

Download as Excel Spreadsheet

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

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