ECBOT 30 Year Treasury Bond Future March 2014

Trading Metrics calculated at close of trading on 11-Oct-2013

Day Change Summary
	Previous	Current
	10-Oct-2013	11-Oct-2013	Change	Change %	Previous Week
Open	130-27	131-11	0-16	0.4%	131-30
High	131-07	131-29	0-22	0.5%	132-07
Low	130-20	131-11	0-23	0.6%	130-20
Close	131-07	131-12	0-05	0.1%	131-12
Range	0-19	0-18	-0-01	-5.3%	1-19
ATR	0-18	0-18	0-00	1.5%	0-00
Volume	3	25	22	733.3%	495

Daily Pivots for day following 11-Oct-2013
	Classic	Woodie	Camarilla	DeMark
R4	133-07	132-28	131-22
R3	132-21	132-10	131-17
R2	132-03	132-03	131-15
R1	131-24	131-24	131-14	131-30
PP	131-17	131-17	131-17	131-20
S1	131-06	131-06	131-10	131-12
S2	130-31	130-31	131-09
S3	130-13	130-20	131-07
S4	129-27	130-02	131-02

Weekly Pivots for week ending 11-Oct-2013
	Classic	Woodie	Camarilla	DeMark
R4	136-06	135-12	132-08
R3	134-19	133-25	131-26
R2	133-00	133-00	131-21
R1	132-06	132-06	131-17	131-26
PP	131-13	131-13	131-13	131-07
S1	130-19	130-19	131-07	130-06
S2	129-26	129-26	131-03
S3	128-07	129-00	130-30
S4	126-20	127-13	130-16

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	132-07	130-20	1-19	1.2%	0-13	0.3%	47%	False	False	99
10	132-13	130-20	1-25	1.4%	0-11	0.3%	42%	False	False	67
20	132-13	128-25	3-20	2.8%	0-09	0.2%	72%	False	False	50

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0-02
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	134-10
2.618	133-12
1.618	132-26
1.000	132-15
0.618	132-08
HIGH	131-29
0.618	131-22
0.500	131-20
0.382	131-18
LOW	131-11
0.618	131-00
1.000	130-25
1.618	130-14
2.618	129-28
4.250	128-30

Fisher Pivots for day following 11-Oct-2013
Pivot	1 day	3 day
R1	131-20	131-11
PP	131-17	131-10
S1	131-15	131-08

Download as Excel Spreadsheet

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

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