ECBOT 30 Year Treasury Bond Future September 2013

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

Day Change Summary
	Previous	Current
	13-May-2013	14-May-2013	Change	Change %	Previous Week
Open	143-25	143-28	0-03	0.1%	146-09
High	144-07	144-08	0-01	0.0%	146-16
Low	143-11	142-20	-0-23	-0.5%	143-23
Close	143-24	143-05	-0-19	-0.4%	144-04
Range	0-28	1-20	0-24	85.7%	2-25
ATR	0-31	1-01	0-01	4.7%	0-00
Volume	2,312	2,103	-209	-9.0%	9,788

Daily Pivots for day following 14-May-2013
	Classic	Woodie	Camarilla	DeMark
R4	148-07	147-10	144-02
R3	146-19	145-22	143-19
R2	144-31	144-31	143-15
R1	144-02	144-02	143-10	143-22
PP	143-11	143-11	143-11	143-05
S1	142-14	142-14	143-00	142-02
S2	141-23	141-23	142-27
S3	140-03	140-26	142-23
S4	138-15	139-06	142-08

Weekly Pivots for week ending 10-May-2013
	Classic	Woodie	Camarilla	DeMark
R4	153-04	151-13	145-21
R3	150-11	148-20	144-28
R2	147-18	147-18	144-20
R1	145-27	145-27	144-12	145-10
PP	144-25	144-25	144-25	144-16
S1	143-02	143-02	143-28	142-17
S2	142-00	142-00	143-20
S3	139-07	140-09	143-12
S4	136-14	137-16	142-19

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	146-16	142-20	3-28	2.7%	1-08	0.9%	14%	False	True	2,013
10	148-28	142-20	6-08	4.4%	1-06	0.8%	9%	False	True	1,661
20	148-28	142-20	6-08	4.4%	0-31	0.7%	9%	False	True	1,065
40	148-28	141-24	7-04	5.0%	0-29	0.6%	20%	False	False	557

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-06
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	151-05
2.618	148-16
1.618	146-28
1.000	145-28
0.618	145-08
HIGH	144-08
0.618	143-20
0.500	143-14
0.382	143-08
LOW	142-20
0.618	141-20
1.000	141-00
1.618	140-00
2.618	138-12
4.250	135-23

Fisher Pivots for day following 14-May-2013
Pivot	1 day	3 day
R1	143-14	144-06
PP	143-11	143-27
S1	143-08	143-16

Download as Excel Spreadsheet

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

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