ECBOT 30 Year Treasury Bond Future March 2014

Trading Metrics calculated at close of trading on 17-Oct-2013

Day Change Summary
	Previous	Current
	16-Oct-2013	17-Oct-2013	Change	Change %	Previous Week
Open	130-18	131-22	1-04	0.9%	131-30
High	131-19	132-27	1-08	0.9%	132-07
Low	130-11	131-22	1-11	1.0%	130-20
Close	131-17	132-23	1-06	0.9%	131-12
Range	1-08	1-05	-0-03	-7.5%	1-19
ATR	0-21	0-22	0-02	7.4%	0-00
Volume	3	56	53	1,766.7%	495

Daily Pivots for day following 17-Oct-2013
	Classic	Woodie	Camarilla	DeMark
R4	135-28	135-15	133-11
R3	134-23	134-10	133-01
R2	133-18	133-18	132-30
R1	133-05	133-05	132-26	133-12
PP	132-13	132-13	132-13	132-17
S1	132-00	132-00	132-20	132-06
S2	131-08	131-08	132-16
S3	130-03	130-27	132-13
S4	128-30	129-22	132-03

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	132-27	130-11	2-16	1.9%	0-28	0.7%	95%	True	False	21
10	132-27	130-11	2-16	1.9%	0-19	0.4%	95%	True	False	59
20	132-27	130-11	2-16	1.9%	0-14	0.3%	95%	True	False	49

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	137-24
2.618	135-28
1.618	134-23
1.000	134-00
0.618	133-18
HIGH	132-27
0.618	132-13
0.500	132-08
0.382	132-04
LOW	131-22
0.618	130-31
1.000	130-17
1.618	129-26
2.618	128-21
4.250	126-25

Fisher Pivots for day following 17-Oct-2013
Pivot	1 day	3 day
R1	132-18	132-11
PP	132-13	131-31
S1	132-08	131-19

Download as Excel Spreadsheet

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

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