ECBOT 30 Year Treasury Bond Future December 2013

Trading Metrics calculated at close of trading on 07-Aug-2013

Day Change Summary
	Previous	Current
	06-Aug-2013	07-Aug-2013	Change	Change %	Previous Week
Open	131-27	131-27	0-00	0.0%	133-10
High	131-28	132-22	0-26	0.6%	133-16
Low	131-13	131-27	0-14	0.3%	130-12
Close	131-24	132-16	0-24	0.6%	132-11
Range	0-15	0-27	0-12	80.0%	3-04
ATR	1-04	1-03	0-00	-1.1%	0-00
Volume	157	610	453	288.5%	2,805

Daily Pivots for day following 07-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	134-28	134-17	132-31
R3	134-01	133-22	132-23
R2	133-06	133-06	132-21
R1	132-27	132-27	132-18	133-00
PP	132-11	132-11	132-11	132-14
S1	132-00	132-00	132-14	132-06
S2	131-16	131-16	132-11
S3	130-21	131-05	132-09
S4	129-26	130-10	132-01

Weekly Pivots for week ending 02-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	141-14	140-01	134-02
R3	138-10	136-29	133-06
R2	135-06	135-06	132-29
R1	133-25	133-25	132-20	132-30
PP	132-02	132-02	132-02	131-21
S1	130-21	130-21	132-02	129-26
S2	128-30	128-30	131-25
S3	125-26	127-17	131-16
S4	122-22	124-13	130-20

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	132-26	130-12	2-14	1.8%	1-09	1.0%	87%	False	False	736
10	133-16	130-12	3-04	2.4%	1-03	0.8%	68%	False	False	457
20	134-14	130-12	4-02	3.1%	1-00	0.8%	52%	False	False	269
40	139-20	130-12	9-08	7.0%	1-01	0.8%	23%	False	False	158

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-05
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	136-09
2.618	134-29
1.618	134-02
1.000	133-17
0.618	133-07
HIGH	132-22
0.618	132-12
0.500	132-08
0.382	132-05
LOW	131-27
0.618	131-10
1.000	131-00
1.618	130-15
2.618	129-20
4.250	128-08

Fisher Pivots for day following 07-Aug-2013
Pivot	1 day	3 day
R1	132-14	132-11
PP	132-11	132-06
S1	132-08	132-02

Download as Excel Spreadsheet

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

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