ECBOT 30 Year Treasury Bond Future June 2013

Trading Metrics calculated at close of trading on 19-Jun-2013

Day Change Summary
	Previous	Current
	18-Jun-2013	19-Jun-2013	Change	Change %	Previous Week
Open	140-16	140-13	-0-03	-0.1%	140-17
High	140-25	140-26	0-01	0.0%	141-27
Low	140-03	139-29	-0-06	-0.1%	138-28
Close	140-18	139-29	-0-21	-0.5%	141-10
Range	0-22	0-29	0-07	31.8%	2-31
ATR	1-13	1-12	-0-01	-2.5%	0-00
Volume	3,032	1,350	-1,682	-55.5%	19,292

Daily Pivots for day following 19-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	142-30	142-10	140-13
R3	142-01	141-13	140-05
R2	141-04	141-04	140-02
R1	140-16	140-16	140-00	140-12
PP	140-07	140-07	140-07	140-04
S1	139-19	139-19	139-26	139-14
S2	139-10	139-10	139-24
S3	138-13	138-22	139-21
S4	137-16	137-25	139-13

Weekly Pivots for week ending 14-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	149-19	148-13	142-30
R3	146-20	145-14	142-04
R2	143-21	143-21	141-27
R1	142-15	142-15	141-19	143-02
PP	140-22	140-22	140-22	140-31
S1	139-16	139-16	141-01	140-03
S2	137-23	137-23	140-25
S3	134-24	136-17	140-16
S4	131-25	133-18	139-22

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	141-27	139-29	1-30	1.4%	0-30	0.7%	0%	False	True	2,254
10	143-09	138-28	4-13	3.1%	1-10	0.9%	23%	False	False	5,584
20	145-00	138-28	6-04	4.4%	1-17	1.1%	17%	False	False	241,041
40	149-21	138-28	10-25	7.7%	1-11	1.0%	10%	False	False	325,804
60	149-21	138-28	10-25	7.7%	1-09	0.9%	10%	False	False	346,110
80	149-21	138-28	10-25	7.7%	1-07	0.9%	10%	False	False	356,227
100	149-21	138-28	10-25	7.7%	1-06	0.8%	10%	False	False	288,707
120	149-21	138-28	10-25	7.7%	1-04	0.8%	10%	False	False	240,602

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-12
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	144-21
2.618	143-06
1.618	142-09
1.000	141-23
0.618	141-12
HIGH	140-26
0.618	140-15
0.500	140-12
0.382	140-08
LOW	139-29
0.618	139-11
1.000	139-00
1.618	138-14
2.618	137-17
4.250	136-02

Fisher Pivots for day following 19-Jun-2013
Pivot	1 day	3 day
R1	140-12	140-24
PP	140-07	140-15
S1	140-02	140-06

Download as Excel Spreadsheet

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

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