ECBOT 30 Year Treasury Bond Future June 2013

Trading Metrics calculated at close of trading on 06-Feb-2013

Day Change Summary
	Previous	Current
	05-Feb-2013	06-Feb-2013	Change	Change %	Previous Week
Open	142-00	141-10	-0-22	-0.5%	142-15
High	142-08	142-06	-0-02	0.0%	142-26
Low	141-07	141-08	0-01	0.0%	141-00
Close	141-08	142-01	0-25	0.6%	141-11
Range	1-01	0-30	-0-03	-9.1%	1-26
ATR	0-31	0-31	0-00	-0.2%	0-00
Volume	1,096	1,023	-73	-6.7%	3,564

Daily Pivots for day following 06-Feb-2013
	Classic	Woodie	Camarilla	DeMark
R4	144-20	144-09	142-18
R3	143-22	143-11	142-09
R2	142-24	142-24	142-06
R1	142-13	142-13	142-04	142-18
PP	141-26	141-26	141-26	141-29
S1	141-15	141-15	141-30	141-20
S2	140-28	140-28	141-28
S3	139-30	140-17	141-25
S4	139-00	139-19	141-16

Weekly Pivots for week ending 01-Feb-2013
	Classic	Woodie	Camarilla	DeMark
R4	147-05	146-02	142-11
R3	145-11	144-08	141-27
R2	143-17	143-17	141-22
R1	142-14	142-14	141-16	142-02
PP	141-23	141-23	141-23	141-17
S1	140-20	140-20	141-06	140-08
S2	139-29	139-29	141-00
S3	138-03	138-26	140-27
S4	136-09	137-00	140-11

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	142-26	140-23	2-03	1.5%	1-06	0.8%	63%	False	False	1,209
10	144-30	140-23	4-07	3.0%	1-05	0.8%	31%	False	False	788
20	144-30	140-23	4-07	3.0%	0-28	0.6%	31%	False	False	453
40	148-28	140-23	8-05	5.7%	0-21	0.5%	16%	False	False	230

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-10
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	146-06
2.618	144-21
1.618	143-23
1.000	143-04
0.618	142-25
HIGH	142-06
0.618	141-27
0.500	141-23
0.382	141-19
LOW	141-08
0.618	140-21
1.000	140-10
1.618	139-23
2.618	138-25
4.250	137-08

Fisher Pivots for day following 06-Feb-2013
Pivot	1 day	3 day
R1	141-30	141-28
PP	141-26	141-23
S1	141-23	141-18

Download as Excel Spreadsheet

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

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