ECBOT 30 Year Treasury Bond Future December 2013

Trading Metrics calculated at close of trading on 10-Dec-2013

Day Change Summary
	Previous	Current
	09-Dec-2013	10-Dec-2013	Change	Change %	Previous Week
Open	130-26	131-00	0-06	0.1%	131-29
High	131-01	131-25	0-24	0.6%	132-01
Low	130-24	131-00	0-08	0.2%	129-11
Close	130-25	131-23	0-30	0.7%	130-12
Range	0-09	0-25	0-16	177.8%	2-22
ATR	0-31	0-31	0-00	0.2%	0-00
Volume	9,599	5,191	-4,408	-45.9%	186,013

Daily Pivots for day following 10-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	133-27	133-18	132-05
R3	133-02	132-25	131-30
R2	132-09	132-09	131-28
R1	132-00	132-00	131-25	132-04
PP	131-16	131-16	131-16	131-18
S1	131-07	131-07	131-21	131-12
S2	130-23	130-23	131-18
S3	129-30	130-14	131-16
S4	129-05	129-21	131-09

Weekly Pivots for week ending 06-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	138-21	137-06	131-27
R3	135-31	134-16	131-04
R2	133-09	133-09	130-28
R1	131-26	131-26	130-20	131-06
PP	130-19	130-19	130-19	130-09
S1	129-04	129-04	130-04	128-16
S2	127-29	127-29	129-28
S3	125-07	126-14	129-20
S4	122-17	123-24	128-29

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	131-25	129-11	2-14	1.9%	0-30	0.7%	97%	True	False	18,108
10	132-24	129-11	3-13	2.6%	0-27	0.6%	70%	False	False	123,997
20	133-10	129-11	3-31	3.0%	0-28	0.7%	60%	False	False	227,406
40	135-24	129-11	6-13	4.9%	0-30	0.7%	37%	False	False	250,212
60	135-24	129-11	6-13	4.9%	0-30	0.7%	37%	False	False	265,293
80	135-24	128-12	7-12	5.6%	1-00	0.8%	45%	False	False	258,541
100	135-24	128-12	7-12	5.6%	1-00	0.8%	45%	False	False	206,992
120	135-24	128-12	7-12	5.6%	1-01	0.8%	45%	False	False	172,502

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	135-03
2.618	133-26
1.618	133-01
1.000	132-18
0.618	132-08
HIGH	131-25
0.618	131-15
0.500	131-12
0.382	131-10
LOW	131-00
0.618	130-17
1.000	130-07
1.618	129-24
2.618	128-31
4.250	127-22

Fisher Pivots for day following 10-Dec-2013
Pivot	1 day	3 day
R1	131-20	131-11
PP	131-16	130-30
S1	131-12	130-18

Download as Excel Spreadsheet

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

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