ECBOT 30 Year Treasury Bond Future June 2013

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

Day Change Summary
	Previous	Current
	13-Feb-2013	14-Feb-2013	Change	Change %	Previous Week
Open	141-24	141-00	-0-24	-0.5%	141-07
High	141-24	142-05	0-13	0.3%	142-19
Low	140-28	140-26	-0-02	0.0%	140-23
Close	141-04	141-31	0-27	0.6%	142-06
Range	0-28	1-11	0-15	53.6%	1-28
ATR	0-29	0-30	0-01	3.4%	0-00
Volume	1,658	2,561	903	54.5%	6,499

Daily Pivots for day following 14-Feb-2013
	Classic	Woodie	Camarilla	DeMark
R4	145-22	145-05	142-23
R3	144-11	143-26	142-11
R2	143-00	143-00	142-07
R1	142-15	142-15	142-03	142-24
PP	141-21	141-21	141-21	141-25
S1	141-04	141-04	141-27	141-12
S2	140-10	140-10	141-23
S3	138-31	139-25	141-19
S4	137-20	138-14	141-07

Weekly Pivots for week ending 08-Feb-2013
	Classic	Woodie	Camarilla	DeMark
R4	147-15	146-22	143-07
R3	145-19	144-26	142-22
R2	143-23	143-23	142-17
R1	142-30	142-30	142-12	143-10
PP	141-27	141-27	141-27	142-01
S1	141-02	141-02	142-00	141-14
S2	139-31	139-31	141-27
S3	138-03	139-06	141-22
S4	136-07	137-10	141-05

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	142-16	140-26	1-22	1.2%	0-28	0.6%	69%	False	True	1,917
10	142-26	140-23	2-03	1.5%	1-02	0.8%	60%	False	False	1,656
20	144-30	140-23	4-07	3.0%	1-00	0.7%	30%	False	False	1,008
40	147-08	140-23	6-17	4.6%	0-23	0.5%	19%	False	False	514

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-09
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	147-28
2.618	145-22
1.618	144-11
1.000	143-16
0.618	143-00
HIGH	142-05
0.618	141-21
0.500	141-16
0.382	141-10
LOW	140-26
0.618	139-31
1.000	139-15
1.618	138-20
2.618	137-09
4.250	135-03

Fisher Pivots for day following 14-Feb-2013
Pivot	1 day	3 day
R1	141-26	141-26
PP	141-21	141-21
S1	141-16	141-16

Download as Excel Spreadsheet

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

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