ECBOT 30 Year Treasury Bond Future September 2013

Trading Metrics calculated at close of trading on 01-May-2013

Day Change Summary
	Previous	Current
	30-Apr-2013	01-May-2013	Change	Change %	Previous Week
Open	147-23	147-18	-0-05	-0.1%	147-12
High	148-12	148-28	0-16	0.3%	148-13
Low	147-17	147-18	0-01	0.0%	146-26
Close	147-20	148-12	0-24	0.5%	148-04
Range	0-27	1-10	0-15	55.6%	1-19
ATR	0-27	0-28	0-01	4.2%	0-00
Volume	899	1,100	201	22.4%	2,222

Daily Pivots for day following 01-May-2013
	Classic	Woodie	Camarilla	DeMark
R4	152-07	151-19	149-03
R3	150-29	150-09	148-24
R2	149-19	149-19	148-20
R1	148-31	148-31	148-16	149-09
PP	148-09	148-09	148-09	148-14
S1	147-21	147-21	148-08	147-31
S2	146-31	146-31	148-04
S3	145-21	146-11	148-00
S4	144-11	145-01	147-21

Weekly Pivots for week ending 26-Apr-2013
	Classic	Woodie	Camarilla	DeMark
R4	152-18	151-30	149-00
R3	150-31	150-11	148-18
R2	149-12	149-12	148-13
R1	148-24	148-24	148-09	149-02
PP	147-25	147-25	147-25	147-30
S1	147-05	147-05	147-31	147-15
S2	146-06	146-06	147-27
S3	144-19	145-18	147-22
S4	143-00	143-31	147-08

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	148-28	146-30	1-30	1.3%	0-27	0.6%	74%	True	False	884
10	148-28	146-26	2-02	1.4%	0-25	0.5%	76%	True	False	552
20	148-28	144-20	4-08	2.9%	0-28	0.6%	88%	True	False	323

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	0-05
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	154-14
2.618	152-10
1.618	151-00
1.000	150-06
0.618	149-22
HIGH	148-28
0.618	148-12
0.500	148-07
0.382	148-02
LOW	147-18
0.618	146-24
1.000	146-08
1.618	145-14
2.618	144-04
4.250	142-00

Fisher Pivots for day following 01-May-2013
Pivot	1 day	3 day
R1	148-10	148-10
PP	148-09	148-08
S1	148-07	148-06

Download as Excel Spreadsheet

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

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