ECBOT 30 Year Treasury Bond Future December 2013

Trading Metrics calculated at close of trading on 23-Aug-2013

Day Change Summary
	Previous	Current
	22-Aug-2013	23-Aug-2013	Change	Change %	Previous Week
Open	128-27	129-11	0-16	0.4%	129-18
High	129-12	130-20	1-08	1.0%	130-20
Low	128-13	128-31	0-18	0.4%	128-13
Close	129-05	130-13	1-08	1.0%	130-13
Range	0-31	1-21	0-22	71.0%	2-07
ATR	1-03	1-05	0-01	3.6%	0-00
Volume	17,020	45,632	28,612	168.1%	77,745

Daily Pivots for day following 23-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	134-31	134-11	131-10
R3	133-10	132-22	130-28
R2	131-21	131-21	130-23
R1	131-01	131-01	130-18	131-11
PP	130-00	130-00	130-00	130-05
S1	129-12	129-12	130-08	129-22
S2	128-11	128-11	130-03
S3	126-22	127-23	129-30
S4	125-01	126-02	129-16

Weekly Pivots for week ending 23-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	136-15	135-21	131-20
R3	134-08	133-14	131-01
R2	132-01	132-01	130-26
R1	131-07	131-07	130-20	131-20
PP	129-26	129-26	129-26	130-00
S1	129-00	129-00	130-06	129-13
S2	127-19	127-19	130-00
S3	125-12	126-25	129-25
S4	123-05	124-18	129-06

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	130-20	128-13	2-07	1.7%	1-05	0.9%	90%	True	False	15,549
10	133-20	128-13	5-07	4.0%	1-06	0.9%	38%	False	False	8,786
20	133-20	128-13	5-07	4.0%	1-04	0.9%	38%	False	False	4,648
40	135-01	128-13	6-20	5.1%	1-01	0.8%	30%	False	False	2,363

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-06
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	137-21
2.618	134-31
1.618	133-10
1.000	132-09
0.618	131-21
HIGH	130-20
0.618	130-00
0.500	129-26
0.382	129-19
LOW	128-31
0.618	127-30
1.000	127-10
1.618	126-09
2.618	124-20
4.250	121-30

Fisher Pivots for day following 23-Aug-2013
Pivot	1 day	3 day
R1	130-06	130-04
PP	130-00	129-26
S1	129-26	129-16

Download as Excel Spreadsheet

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

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