ECBOT 30 Year Treasury Bond Future December 2013

Trading Metrics calculated at close of trading on 31-Jul-2013

Day Change Summary
	Previous	Current
	30-Jul-2013	31-Jul-2013	Change	Change %	Previous Week
Open	132-18	132-14	-0-04	-0.1%	134-09
High	132-31	132-27	-0-04	-0.1%	134-14
Low	132-14	131-09	-1-05	-0.9%	132-05
Close	132-16	132-16	0-00	0.0%	133-09
Range	0-17	1-18	1-01	194.1%	2-09
ATR	1-00	1-01	0-01	4.1%	0-00
Volume	91	178	87	95.6%	674

Daily Pivots for day following 31-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	136-29	136-08	133-12
R3	135-11	134-22	132-30
R2	133-25	133-25	132-25
R1	133-04	133-04	132-21	133-14
PP	132-07	132-07	132-07	132-12
S1	131-18	131-18	132-11	131-28
S2	130-21	130-21	132-07
S3	129-03	130-00	132-02
S4	127-17	128-14	131-20

Weekly Pivots for week ending 26-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	140-04	139-00	134-17
R3	137-27	136-23	133-29
R2	135-18	135-18	133-22
R1	134-14	134-14	133-16	133-28
PP	133-09	133-09	133-09	133-00
S1	132-05	132-05	133-02	131-18
S2	131-00	131-00	132-28
S3	128-23	129-28	132-21
S4	126-14	127-19	132-01

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	133-16	131-09	2-07	1.7%	0-28	0.7%	55%	False	True	178
10	134-14	131-09	3-05	2.4%	0-27	0.6%	39%	False	True	130
20	135-01	130-29	4-04	3.1%	1-00	0.7%	39%	False	False	97
40	140-25	130-29	9-28	7.5%	1-01	0.8%	16%	False	False	69

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	0-04
Widest range in 18 trading days

Fibonacci Retracements and Extensions
4.250	139-16
2.618	136-30
1.618	135-12
1.000	134-13
0.618	133-26
HIGH	132-27
0.618	132-08
0.500	132-02
0.382	131-28
LOW	131-09
0.618	130-10
1.000	129-23
1.618	128-24
2.618	127-06
4.250	124-20

Fisher Pivots for day following 31-Jul-2013
Pivot	1 day	3 day
R1	132-11	132-15
PP	132-07	132-14
S1	132-02	132-12

Download as Excel Spreadsheet

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

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