ECBOT 30 Year Treasury Bond Future September 2013

Trading Metrics calculated at close of trading on 11-Apr-2013

Day Change Summary
	Previous	Current
	10-Apr-2013	11-Apr-2013	Change	Change %	Previous Week
Open	146-00	145-00	-1-00	-0.7%	143-09
High	146-00	145-13	-0-19	-0.4%	147-14
Low	145-01	145-00	-0-01	0.0%	143-09
Close	145-03	145-12	0-09	0.2%	147-07
Range	0-31	0-13	-0-18	-58.1%	4-05
ATR	0-28	0-27	-0-01	-3.8%	0-00
Volume	5	38	33	660.0%	179

Daily Pivots for day following 11-Apr-2013
	Classic	Woodie	Camarilla	DeMark
R4	146-15	146-11	145-19
R3	146-02	145-30	145-16
R2	145-21	145-21	145-14
R1	145-17	145-17	145-13	145-19
PP	145-08	145-08	145-08	145-10
S1	145-04	145-04	145-11	145-06
S2	144-27	144-27	145-10
S3	144-14	144-23	145-08
S4	144-01	144-10	145-05

Weekly Pivots for week ending 05-Apr-2013
	Classic	Woodie	Camarilla	DeMark
R4	158-14	157-00	149-16
R3	154-09	152-27	148-12
R2	150-04	150-04	147-31
R1	148-22	148-22	147-19	149-13
PP	145-31	145-31	145-31	146-11
S1	144-17	144-17	146-27	145-08
S2	141-26	141-26	146-15
S3	137-21	140-12	146-02
S4	133-16	136-07	144-30

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	147-14	145-00	2-14	1.7%	1-00	0.7%	15%	False	True	83
10	147-14	143-09	4-05	2.9%	0-28	0.6%	50%	False	False	61

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	True
Bull Hook	False
Stretch	0-02
Narrowest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	147-04
2.618	146-15
1.618	146-02
1.000	145-26
0.618	145-21
HIGH	145-13
0.618	145-08
0.500	145-06
0.382	145-05
LOW	145-00
0.618	144-24
1.000	144-19
1.618	144-11
2.618	143-30
4.250	143-09

Fisher Pivots for day following 11-Apr-2013
Pivot	1 day	3 day
R1	145-10	145-27
PP	145-08	145-22
S1	145-06	145-17

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols