ECBOT 30 Year Treasury Bond Future September 2013

Trading Metrics calculated at close of trading on 17-May-2013

Day Change Summary
	Previous	Current
	16-May-2013	17-May-2013	Change	Change %	Previous Week
Open	143-11	144-11	1-00	0.7%	143-25
High	144-21	144-21	0-00	0.0%	144-21
Low	143-02	142-30	-0-04	-0.1%	142-20
Close	144-18	143-02	-1-16	-1.0%	143-02
Range	1-19	1-23	0-04	7.8%	2-01
ATR	1-02	1-04	0-01	4.4%	0-00
Volume	3,091	5,616	2,525	81.7%	16,936

Daily Pivots for day following 17-May-2013
	Classic	Woodie	Camarilla	DeMark
R4	148-23	147-19	144-00
R3	147-00	145-28	143-17
R2	145-09	145-09	143-12
R1	144-05	144-05	143-07	143-28
PP	143-18	143-18	143-18	143-13
S1	142-14	142-14	142-29	142-04
S2	141-27	141-27	142-24
S3	140-04	140-23	142-19
S4	138-13	139-00	142-04

Weekly Pivots for week ending 17-May-2013
	Classic	Woodie	Camarilla	DeMark
R4	149-17	148-11	144-06
R3	147-16	146-10	143-20
R2	145-15	145-15	143-14
R1	144-09	144-09	143-08	143-28
PP	143-14	143-14	143-14	143-08
S1	142-08	142-08	142-28	141-26
S2	141-13	141-13	142-22
S3	139-12	140-07	142-16
S4	137-11	138-06	141-30

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	144-21	142-20	2-01	1.4%	1-12	1.0%	22%	True	False	3,387
10	146-16	142-20	3-28	2.7%	1-06	0.8%	11%	False	False	2,672
20	148-28	142-20	6-08	4.4%	1-02	0.8%	7%	False	False	1,658
40	148-28	141-24	7-04	5.0%	0-31	0.7%	18%	False	False	869

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	0-07
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	151-31
2.618	149-05
1.618	147-14
1.000	146-12
0.618	145-23
HIGH	144-21
0.618	144-00
0.500	143-26
0.382	143-19
LOW	142-30
0.618	141-28
1.000	141-07
1.618	140-05
2.618	138-14
4.250	135-20

Fisher Pivots for day following 17-May-2013
Pivot	1 day	3 day
R1	143-26	143-20
PP	143-18	143-14
S1	143-10	143-08

Download as Excel Spreadsheet

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

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