ECBOT 30 Year Treasury Bond Future June 2013

Trading Metrics calculated at close of trading on 28-Jan-2013

Day Change Summary
	Previous	Current
	25-Jan-2013	28-Jan-2013	Change	Change %	Previous Week
Open	144-10	142-15	-1-27	-1.3%	144-08
High	144-10	142-26	-1-16	-1.0%	144-30
Low	142-15	141-22	-0-25	-0.5%	142-15
Close	142-19	142-06	-0-13	-0.3%	142-19
Range	1-27	1-04	-0-23	-39.0%	2-15
ATR	0-27	0-27	0-01	2.4%	0-00
Volume	201	838	637	316.9%	818

Daily Pivots for day following 28-Jan-2013
	Classic	Woodie	Camarilla	DeMark
R4	145-19	145-01	142-26
R3	144-15	143-29	142-16
R2	143-11	143-11	142-13
R1	142-25	142-25	142-09	142-16
PP	142-07	142-07	142-07	142-03
S1	141-21	141-21	142-03	141-12
S2	141-03	141-03	141-31
S3	139-31	140-17	141-28
S4	138-27	139-13	141-18

Weekly Pivots for week ending 25-Jan-2013
	Classic	Woodie	Camarilla	DeMark
R4	150-24	149-04	143-30
R3	148-09	146-21	143-09
R2	145-26	145-26	143-01
R1	144-06	144-06	142-26	143-24
PP	143-11	143-11	143-11	143-04
S1	141-23	141-23	142-12	141-10
S2	140-28	140-28	142-05
S3	138-13	139-08	141-29
S4	135-30	136-25	141-08

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	144-30	141-22	3-08	2.3%	1-00	0.7%	15%	False	True	331
10	144-30	141-22	3-08	2.3%	0-25	0.6%	15%	False	True	212
20	147-08	141-22	5-18	3.9%	0-25	0.5%	9%	False	True	119
40	149-11	141-22	7-21	5.4%	0-15	0.3%	7%	False	True	61

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	0-06
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	147-19
2.618	145-24
1.618	144-20
1.000	143-30
0.618	143-16
HIGH	142-26
0.618	142-12
0.500	142-08
0.382	142-04
LOW	141-22
0.618	141-00
1.000	140-18
1.618	139-28
2.618	138-24
4.250	136-29

Fisher Pivots for day following 28-Jan-2013
Pivot	1 day	3 day
R1	142-08	143-10
PP	142-07	142-30
S1	142-07	142-18

Download as Excel Spreadsheet

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

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