ECBOT 30 Year Treasury Bond Future December 2013

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

Day Change Summary
	Previous	Current
	16-Jul-2013	17-Jul-2013	Change	Change %	Previous Week
Open	133-07	133-16	0-09	0.2%	130-29
High	133-20	134-12	0-24	0.6%	133-16
Low	133-07	133-06	-0-01	0.0%	130-29
Close	133-17	133-29	0-12	0.3%	132-15
Range	0-13	1-06	0-25	192.3%	2-19
ATR	1-05	1-05	0-00	0.2%	0-00
Volume	43	48	5	11.6%	390

Daily Pivots for day following 17-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	137-12	136-27	134-18
R3	136-06	135-21	134-07
R2	135-00	135-00	134-04
R1	134-15	134-15	134-00	134-24
PP	133-26	133-26	133-26	133-31
S1	133-09	133-09	133-26	133-18
S2	132-20	132-20	133-22
S3	131-14	132-03	133-19
S4	130-08	130-29	133-08

Weekly Pivots for week ending 12-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	140-02	138-28	133-29
R3	137-15	136-09	133-06
R2	134-28	134-28	132-30
R1	133-22	133-22	132-23	134-09
PP	132-09	132-09	132-09	132-19
S1	131-03	131-03	132-07	131-22
S2	129-22	129-22	132-00
S3	127-03	128-16	131-24
S4	124-16	125-29	131-01

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	134-12	132-02	2-10	1.7%	1-01	0.8%	80%	True	False	80
10	135-01	130-29	4-04	3.1%	1-04	0.8%	73%	False	False	64
20	138-01	130-29	7-04	5.3%	1-06	0.9%	42%	False	False	56

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	0-05
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	139-14
2.618	137-15
1.618	136-09
1.000	135-18
0.618	135-03
HIGH	134-12
0.618	133-29
0.500	133-25
0.382	133-21
LOW	133-06
0.618	132-15
1.000	132-00
1.618	131-09
2.618	130-03
4.250	128-04

Fisher Pivots for day following 17-Jul-2013
Pivot	1 day	3 day
R1	133-28	133-22
PP	133-26	133-14
S1	133-25	133-07

Download as Excel Spreadsheet

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

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