ECBOT 30 Year Treasury Bond Future March 2014

Trading Metrics calculated at close of trading on 24-Sep-2013

Day Change Summary
	Previous	Current
	23-Sep-2013	24-Sep-2013	Change	Change %	Previous Week
Open	130-23	131-23	1-00	0.8%	128-25
High	130-23	131-24	1-01	0.8%	130-28
Low	130-23	131-20	0-29	0.7%	128-25
Close	130-23	131-23	1-00	0.8%	130-16
Range	0-00	0-04	0-04		2-03
ATR
Volume	51	51	0	0.0%	150

Daily Pivots for day following 24-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	132-02	132-01	131-25
R3	131-30	131-29	131-24
R2	131-26	131-26	131-24
R1	131-25	131-25	131-23	131-25
PP	131-22	131-22	131-22	131-22
S1	131-21	131-21	131-23	131-21
S2	131-18	131-18	131-22
S3	131-14	131-17	131-22
S4	131-10	131-13	131-21

Weekly Pivots for week ending 20-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	136-11	135-16	131-21
R3	134-08	133-13	131-02
R2	132-05	132-05	130-28
R1	131-10	131-10	130-22	131-24
PP	130-02	130-02	130-02	130-08
S1	129-07	129-07	130-10	129-20
S2	127-31	127-31	130-04
S3	125-28	127-04	129-30
S4	123-25	125-01	129-11

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	131-24	130-00	1-24	1.3%	0-06	0.2%	98%	True	False	44
10	131-24	128-15	3-09	2.5%	0-03	0.1%	99%	True	False	30

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0-00
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	132-09
2.618	132-02
1.618	131-30
1.000	131-28
0.618	131-26
HIGH	131-24
0.618	131-22
0.500	131-22
0.382	131-22
LOW	131-20
0.618	131-18
1.000	131-16
1.618	131-14
2.618	131-10
4.250	131-03

Fisher Pivots for day following 24-Sep-2013
Pivot	1 day	3 day
R1	131-23	131-17
PP	131-22	131-10
S1	131-22	131-04

Download as Excel Spreadsheet

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

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