ECBOT 30 Year Treasury Bond Future June 2013

Trading Metrics calculated at close of trading on 17-Jan-2013

Day Change Summary
	Previous	Current
	16-Jan-2013	17-Jan-2013	Change	Change %	Previous Week
Open	144-22	144-20	-0-02	0.0%	143-10
High	144-27	144-26	-0-01	0.0%	144-02
Low	144-20	143-17	-1-03	-0.8%	142-30
Close	144-20	143-23	-0-29	-0.6%	143-26
Range	0-07	1-09	1-02	485.7%	1-04
ATR	0-24	0-25	0-01	5.2%	0-00
Volume	46	114	68	147.8%	156

Daily Pivots for day following 17-Jan-2013
	Classic	Woodie	Camarilla	DeMark
R4	147-28	147-02	144-14
R3	146-19	145-25	144-02
R2	145-10	145-10	143-31
R1	144-16	144-16	143-27	144-08
PP	144-01	144-01	144-01	143-29
S1	143-07	143-07	143-19	143-00
S2	142-24	142-24	143-15
S3	141-15	141-30	143-12
S4	140-06	140-21	143-00

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	144-28	142-30	1-30	1.3%	0-22	0.5%	40%	False	False	53
10	144-28	142-16	2-12	1.7%	0-18	0.4%	51%	False	False	44
20	147-08	142-16	4-24	3.3%	0-17	0.4%	26%	False	False	26

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
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 10 trading days

Fibonacci Retracements and Extensions
4.250	150-08
2.618	148-05
1.618	146-28
1.000	146-03
0.618	145-19
HIGH	144-26
0.618	144-10
0.500	144-06
0.382	144-01
LOW	143-17
0.618	142-24
1.000	142-08
1.618	141-15
2.618	140-06
4.250	138-03

Fisher Pivots for day following 17-Jan-2013
Pivot	1 day	3 day
R1	144-06	144-06
PP	144-01	144-01
S1	143-28	143-28

Download as Excel Spreadsheet

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

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