ECBOT 30 Year Treasury Bond Future June 2013

Trading Metrics calculated at close of trading on 22-Jan-2013

Day Change Summary
	Previous	Current
	18-Jan-2013	22-Jan-2013	Change	Change %	Previous Week
Open	144-00	144-08	0-08	0.2%	144-03
High	144-16	144-18	0-02	0.0%	144-28
Low	143-27	143-29	0-02	0.0%	143-17
Close	144-12	144-18	0-06	0.1%	144-12
Range	0-21	0-21	0-00	0.0%	1-11
ATR	0-25	0-25	0-00	-1.1%	0-00
Volume	212	234	22	10.4%	468

Daily Pivots for day following 22-Jan-2013
	Classic	Woodie	Camarilla	DeMark
R4	146-10	146-03	144-30
R3	145-21	145-14	144-24
R2	145-00	145-00	144-22
R1	144-25	144-25	144-20	144-28
PP	144-11	144-11	144-11	144-13
S1	144-04	144-04	144-16	144-08
S2	143-22	143-22	144-14
S3	143-01	143-15	144-12
S4	142-12	142-26	144-06

Weekly Pivots for week ending 18-Jan-2013
	Classic	Woodie	Camarilla	DeMark
R4	148-09	147-22	145-04
R3	146-30	146-11	144-24
R2	145-19	145-19	144-20
R1	145-00	145-00	144-16	145-10
PP	144-08	144-08	144-08	144-13
S1	143-21	143-21	144-08	143-30
S2	142-29	142-29	144-04
S3	141-18	142-10	144-00
S4	140-07	140-31	143-20

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	144-28	143-17	1-11	0.9%	0-21	0.4%	77%	False	False	136
10	144-28	142-30	1-30	1.3%	0-20	0.4%	84%	False	False	84
20	147-08	142-16	4-24	3.3%	0-19	0.4%	43%	False	False	48

Crabel Price Patterns
NR	False
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	0-03

Fibonacci Retracements and Extensions
4.250	147-11
2.618	146-09
1.618	145-20
1.000	145-07
0.618	144-31
HIGH	144-18
0.618	144-10
0.500	144-08
0.382	144-05
LOW	143-29
0.618	143-16
1.000	143-08
1.618	142-27
2.618	142-06
4.250	141-04

Fisher Pivots for day following 22-Jan-2013
Pivot	1 day	3 day
R1	144-14	144-14
PP	144-11	144-10
S1	144-08	144-06

Download as Excel Spreadsheet

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

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