ECBOT 30 Year Treasury Bond Future March 2014

Trading Metrics calculated at close of trading on 01-Nov-2013

Day Change Summary
	Previous	Current
	31-Oct-2013	01-Nov-2013	Change	Change %	Previous Week
Open	133-11	133-06	-0-05	-0.1%	133-21
High	133-25	133-06	-0-19	-0.4%	134-08
Low	132-31	132-06	-0-25	-0.6%	132-06
Close	133-12	132-10	-1-02	-0.8%	132-10
Range	0-26	1-00	0-06	23.1%	2-02
ATR	0-22	0-23	0-01	5.2%	0-00
Volume	416	3,050	2,634	633.2%	4,534

Daily Pivots for day following 01-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	135-18	134-30	132-28
R3	134-18	133-30	132-19
R2	133-18	133-18	132-16
R1	132-30	132-30	132-13	132-24
PP	132-18	132-18	132-18	132-15
S1	131-30	131-30	132-07	131-24
S2	131-18	131-18	132-04
S3	130-18	130-30	132-01
S4	129-18	129-30	131-24

Weekly Pivots for week ending 01-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	139-03	137-25	133-14
R3	137-01	135-23	132-28
R2	134-31	134-31	132-22
R1	133-21	133-21	132-16	133-09
PP	132-29	132-29	132-29	132-24
S1	131-19	131-19	132-04	131-07
S2	130-27	130-27	131-30
S3	128-25	129-17	131-24
S4	126-23	127-15	131-06

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	134-08	132-06	2-02	1.6%	0-23	0.5%	6%	False	True	906
10	134-08	132-06	2-02	1.6%	0-22	0.5%	6%	False	True	616
20	134-08	130-11	3-29	3.0%	0-21	0.5%	50%	False	False	348

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
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 8 trading days

Fibonacci Retracements and Extensions
4.250	137-14
2.618	135-26
1.618	134-26
1.000	134-06
0.618	133-26
HIGH	133-06
0.618	132-26
0.500	132-22
0.382	132-18
LOW	132-06
0.618	131-18
1.000	131-06
1.618	130-18
2.618	129-18
4.250	127-30

Fisher Pivots for day following 01-Nov-2013
Pivot	1 day	3 day
R1	132-22	133-07
PP	132-18	132-29
S1	132-14	132-20

Download as Excel Spreadsheet

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

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