ECBOT 30 Year Treasury Bond Future June 2013

Trading Metrics calculated at close of trading on 07-Jun-2013

Day Change Summary
	Previous	Current
	06-Jun-2013	07-Jun-2013	Change	Change %	Previous Week
Open	141-26	142-00	0-06	0.1%	141-07
High	143-09	142-19	-0-22	-0.5%	143-09
Low	141-08	140-10	-0-30	-0.7%	140-10
Close	142-04	140-25	-1-11	-0.9%	140-25
Range	2-01	2-09	0-08	12.3%	2-31
ATR	1-16	1-18	0-02	3.6%	0-00
Volume	14,561	15,105	544	3.7%	156,783

Daily Pivots for day following 07-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	148-02	146-23	142-01
R3	145-25	144-14	141-13
R2	143-16	143-16	141-06
R1	142-05	142-05	141-00	141-22
PP	141-07	141-07	141-07	141-00
S1	139-28	139-28	140-18	139-13
S2	138-30	138-30	140-12
S3	136-21	137-19	140-05
S4	134-12	135-10	139-17

Weekly Pivots for week ending 07-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	150-12	148-17	142-13
R3	147-13	145-18	141-19
R2	144-14	144-14	141-10
R1	142-19	142-19	141-02	142-01
PP	141-15	141-15	141-15	141-06
S1	139-20	139-20	140-16	139-02
S2	138-16	138-16	140-08
S3	135-17	136-21	139-31
S4	132-18	133-22	139-05

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	143-09	140-10	2-31	2.1%	1-23	1.2%	16%	False	True	31,356
10	143-27	139-29	3-30	2.8%	1-25	1.3%	22%	False	False	320,268
20	146-22	139-29	6-25	4.8%	1-21	1.2%	13%	False	False	431,633
40	149-21	139-29	9-24	6.9%	1-12	1.0%	9%	False	False	405,521
60	149-21	139-29	9-24	6.9%	1-09	0.9%	9%	False	False	398,755
80	149-21	139-29	9-24	6.9%	1-07	0.9%	9%	False	False	360,371
100	149-21	139-29	9-24	6.9%	1-05	0.8%	9%	False	False	288,458
120	149-21	139-29	9-24	6.9%	1-02	0.7%	9%	False	False	240,384

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-14
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	152-09
2.618	148-18
1.618	146-09
1.000	144-28
0.618	144-00
HIGH	142-19
0.618	141-23
0.500	141-14
0.382	141-06
LOW	140-10
0.618	138-29
1.000	138-01
1.618	136-20
2.618	134-11
4.250	130-20

Fisher Pivots for day following 07-Jun-2013
Pivot	1 day	3 day
R1	141-14	141-26
PP	141-07	141-15
S1	141-00	141-04

Download as Excel Spreadsheet

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

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