ECBOT 30 Year Treasury Bond Future December 2013

Trading Metrics calculated at close of trading on 21-Jun-2013

Day Change Summary
	Previous	Current
	20-Jun-2013	21-Jun-2013	Change	Change %	Previous Week
Open	136-01	134-15	-1-18	-1.1%	138-16
High	136-02	135-04	-0-30	-0.7%	138-17
Low	134-10	133-19	-0-23	-0.5%	133-19
Close	134-22	133-19	-1-03	-0.8%	133-19
Range	1-24	1-17	-0-07	-12.5%	4-30
ATR	1-06	1-06	0-01	2.2%	0-00
Volume	106	67	-39	-36.8%	325

Daily Pivots for day following 21-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	138-22	137-22	134-14
R3	137-05	136-05	134-00
R2	135-20	135-20	133-28
R1	134-20	134-20	133-23	134-12
PP	134-03	134-03	134-03	133-31
S1	133-03	133-03	133-15	132-26
S2	132-18	132-18	133-10
S3	131-01	131-18	133-06
S4	129-16	130-01	132-24

Weekly Pivots for week ending 21-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	150-02	146-24	136-10
R3	145-04	141-26	134-30
R2	140-06	140-06	134-16
R1	136-28	136-28	134-01	136-02
PP	135-08	135-08	135-08	134-26
S1	131-30	131-30	133-05	131-04
S2	130-10	130-10	132-22
S3	125-12	127-00	132-08
S4	120-14	122-02	130-28

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	138-17	133-19	4-30	3.7%	1-09	0.9%	0%	False	True	65
10	139-20	133-19	6-01	4.5%	1-00	0.7%	0%	False	True	48

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0-04
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	141-20
2.618	139-04
1.618	137-19
1.000	136-21
0.618	136-02
HIGH	135-04
0.618	134-17
0.500	134-12
0.382	134-06
LOW	133-19
0.618	132-21
1.000	132-02
1.618	131-04
2.618	129-19
4.250	127-03

Fisher Pivots for day following 21-Jun-2013
Pivot	1 day	3 day
R1	134-12	135-26
PP	134-03	135-02
S1	133-27	134-11

Download as Excel Spreadsheet

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

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