ECBOT 30 Year Treasury Bond Future September 2013

Trading Metrics calculated at close of trading on 05-Jun-2013

Day Change Summary
	Previous	Current
	04-Jun-2013	05-Jun-2013	Change	Change %	Previous Week
Open	140-19	139-29	-0-22	-0.5%	142-08
High	140-23	141-00	0-09	0.2%	142-14
Low	139-24	139-24	0-00	0.0%	138-30
Close	140-03	140-21	0-18	0.4%	140-01
Range	0-31	1-08	0-09	29.0%	3-16
ATR	1-14	1-14	0-00	-0.9%	0-00
Volume	413,541	453,448	39,907	9.7%	1,864,460

Daily Pivots for day following 05-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	144-07	143-22	141-11
R3	142-31	142-14	141-00
R2	141-23	141-23	140-28
R1	141-06	141-06	140-25	141-14
PP	140-15	140-15	140-15	140-19
S1	139-30	139-30	140-17	140-06
S2	139-07	139-07	140-14
S3	137-31	138-22	140-10
S4	136-23	137-14	139-31

Weekly Pivots for week ending 31-May-2013
	Classic	Woodie	Camarilla	DeMark
R4	150-31	149-00	141-31
R3	147-15	145-16	141-00
R2	143-31	143-31	140-22
R1	142-00	142-00	140-11	141-08
PP	140-15	140-15	140-15	140-03
S1	138-16	138-16	139-23	137-24
S2	136-31	136-31	139-12
S3	133-15	135-00	139-02
S4	129-31	131-16	138-03

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	141-14	139-03	2-11	1.7%	1-16	1.1%	67%	False	False	521,098
10	144-03	138-30	5-05	3.7%	1-24	1.3%	33%	False	False	351,866
20	146-16	138-30	7-18	5.4%	1-17	1.1%	23%	False	False	178,323
40	148-28	138-30	9-30	7.1%	1-06	0.8%	17%	False	False	89,449

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-15
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	146-10
2.618	144-09
1.618	143-01
1.000	142-08
0.618	141-25
HIGH	141-00
0.618	140-17
0.500	140-12
0.382	140-07
LOW	139-24
0.618	138-31
1.000	138-16
1.618	137-23
2.618	136-15
4.250	134-14

Fisher Pivots for day following 05-Jun-2013
Pivot	1 day	3 day
R1	140-18	140-18
PP	140-15	140-15
S1	140-12	140-12

Download as Excel Spreadsheet

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

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