ECBOT 30 Year Treasury Bond Future December 2013

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

Day Change Summary
	Previous	Current
	03-Jul-2013	05-Jul-2013	Change	Change %	Previous Week
Open	134-28	134-00	-0-28	-0.6%	134-01
High	135-01	134-01	-1-00	-0.7%	135-01
Low	134-03	131-00	-3-03	-2.3%	131-00
Close	134-03	131-06	-2-29	-2.2%	131-06
Range	0-30	3-01	2-03	223.3%	4-01
ATR	1-04	1-08	0-05	12.7%	0-00
Volume	9	28	19	211.1%	81

Daily Pivots for day following 05-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	141-05	139-07	132-27
R3	138-04	136-06	132-01
R2	135-03	135-03	131-24
R1	133-05	133-05	131-15	132-20
PP	132-02	132-02	132-02	131-26
S1	130-04	130-04	130-29	129-18
S2	129-01	129-01	130-20
S3	126-00	127-03	130-11
S4	122-31	124-02	129-17

Weekly Pivots for week ending 05-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	144-16	141-28	133-13
R3	140-15	137-27	132-09
R2	136-14	136-14	131-30
R1	133-26	133-26	131-18	133-04
PP	132-13	132-13	132-13	132-02
S1	129-25	129-25	130-26	129-02
S2	128-12	128-12	130-14
S3	124-11	125-24	130-03
S4	120-10	121-23	128-31

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	135-01	131-00	4-01	3.1%	1-07	0.9%	5%	False	True	38
10	135-04	131-00	4-04	3.1%	1-08	0.9%	5%	False	True	39
20	140-05	131-00	9-05	7.0%	1-04	0.9%	2%	False	True	41

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-08
Widest range in 25 trading days

Fibonacci Retracements and Extensions
4.250	146-29
2.618	141-31
1.618	138-30
1.000	137-02
0.618	135-29
HIGH	134-01
0.618	132-28
0.500	132-16
0.382	132-05
LOW	131-00
0.618	129-04
1.000	127-31
1.618	126-03
2.618	123-02
4.250	118-04

Fisher Pivots for day following 05-Jul-2013
Pivot	1 day	3 day
R1	132-16	133-00
PP	132-02	132-13
S1	131-20	131-26

Download as Excel Spreadsheet

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

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