ECBOT 30 Year Treasury Bond Future March 2014

Trading Metrics calculated at close of trading on 16-Oct-2013

Day Change Summary
	Previous	Current
	15-Oct-2013	16-Oct-2013	Change	Change %	Previous Week
Open	130-30	130-18	-0-12	-0.3%	131-30
High	130-30	131-19	0-21	0.5%	132-07
Low	130-19	130-11	-0-08	-0.2%	130-20
Close	130-23	131-17	0-26	0.6%	131-12
Range	0-11	1-08	0-29	263.6%	1-19
ATR	0-19	0-21	0-01	7.8%	0-00
Volume	6	3	-3	-50.0%	495

Daily Pivots for day following 16-Oct-2013
	Classic	Woodie	Camarilla	DeMark
R4	134-29	134-15	132-07
R3	133-21	133-07	131-28
R2	132-13	132-13	131-24
R1	131-31	131-31	131-21	132-06
PP	131-05	131-05	131-05	131-08
S1	130-23	130-23	131-13	130-30
S2	129-29	129-29	131-10
S3	128-21	129-15	131-06
S4	127-13	128-07	130-27

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	131-29	130-11	1-18	1.2%	0-25	0.6%	76%	False	True	10
10	132-10	130-11	1-31	1.5%	0-16	0.4%	60%	False	True	62
20	132-13	130-05	2-08	1.7%	0-12	0.3%	61%	False	False	49

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-02
Widest range in 27 trading days

Fibonacci Retracements and Extensions
4.250	136-29
2.618	134-28
1.618	133-20
1.000	132-27
0.618	132-12
HIGH	131-19
0.618	131-04
0.500	130-31
0.382	130-26
LOW	130-11
0.618	129-18
1.000	129-03
1.618	128-10
2.618	127-02
4.250	125-01

Fisher Pivots for day following 16-Oct-2013
Pivot	1 day	3 day
R1	131-11	131-11
PP	131-05	131-05
S1	130-31	130-31

Download as Excel Spreadsheet

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

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