ECBOT 30 Year Treasury Bond Future December 2013

Trading Metrics calculated at close of trading on 01-Aug-2013

Day Change Summary
	Previous	Current
	31-Jul-2013	01-Aug-2013	Change	Change %	Previous Week
Open	132-14	132-26	0-12	0.3%	134-09
High	132-27	132-26	-0-01	0.0%	134-14
Low	131-09	130-17	-0-24	-0.6%	132-05
Close	132-16	130-19	-1-29	-1.4%	133-09
Range	1-18	2-09	0-23	46.0%	2-09
ATR	1-01	1-04	0-03	8.7%	0-00
Volume	178	1,241	1,063	597.2%	674

Daily Pivots for day following 01-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	138-05	136-21	131-27
R3	135-28	134-12	131-07
R2	133-19	133-19	131-00
R1	132-03	132-03	130-26	131-22
PP	131-10	131-10	131-10	131-04
S1	129-26	129-26	130-12	129-14
S2	129-01	129-01	130-06
S3	126-24	127-17	129-31
S4	124-15	125-08	129-11

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	130-17	2-31	2.3%	1-05	0.9%	2%	False	True	376
10	134-14	130-17	3-29	3.0%	0-31	0.7%	2%	False	True	250
20	134-14	130-17	3-29	3.0%	1-02	0.8%	2%	False	True	158
40	140-25	130-17	10-08	7.8%	1-02	0.8%	1%	False	True	99

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 19 trading days

Fibonacci Retracements and Extensions
4.250	142-16
2.618	138-25
1.618	136-16
1.000	135-03
0.618	134-07
HIGH	132-26
0.618	131-30
0.500	131-22
0.382	131-13
LOW	130-17
0.618	129-04
1.000	128-08
1.618	126-27
2.618	124-18
4.250	120-27

Fisher Pivots for day following 01-Aug-2013
Pivot	1 day	3 day
R1	131-22	131-24
PP	131-10	131-12
S1	130-30	130-31

Download as Excel Spreadsheet

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

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