ECBOT 30 Year Treasury Bond Future March 2014

Trading Metrics calculated at close of trading on 12-Nov-2013

Day Change Summary
	Previous	Current
	11-Nov-2013	12-Nov-2013	Change	Change %	Previous Week
Open	130-06	129-30	-0-08	-0.2%	132-06
High	130-07	130-06	-0-01	0.0%	132-25
Low	129-30	129-24	-0-06	-0.1%	130-06
Close	130-01	130-02	0-01	0.0%	130-10
Range	0-09	0-14	0-05	55.6%	2-19
ATR	0-26	0-26	-0-01	-3.4%	0-00
Volume	3,281	1,507	-1,774	-54.1%	12,499

Daily Pivots for day following 12-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	131-10	131-04	130-10
R3	130-28	130-22	130-06
R2	130-14	130-14	130-05
R1	130-08	130-08	130-03	130-11
PP	130-00	130-00	130-00	130-02
S1	129-26	129-26	130-01	129-29
S2	129-18	129-18	129-31
S3	129-04	129-12	129-30
S4	128-22	128-30	129-26

Weekly Pivots for week ending 08-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	138-28	137-06	131-24
R3	136-09	134-19	131-01
R2	133-22	133-22	130-25
R1	132-00	132-00	130-18	131-18
PP	131-03	131-03	131-03	130-28
S1	129-13	129-13	130-02	128-30
S2	128-16	128-16	129-27
S3	125-29	126-26	129-19
S4	123-10	124-07	128-28

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	132-25	129-24	3-01	2.3%	0-29	0.7%	10%	False	True	3,064
10	134-08	129-24	4-16	3.5%	0-29	0.7%	7%	False	True	2,169
20	134-08	129-24	4-16	3.5%	0-26	0.6%	7%	False	True	1,187
40	134-08	129-24	4-16	3.5%	0-19	0.5%	7%	False	True	618

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-04
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	132-02
2.618	131-11
1.618	130-29
1.000	130-20
0.618	130-15
HIGH	130-06
0.618	130-01
0.500	129-31
0.382	129-29
LOW	129-24
0.618	129-15
1.000	129-10
1.618	129-01
2.618	128-19
4.250	127-28

Fisher Pivots for day following 12-Nov-2013
Pivot	1 day	3 day
R1	130-01	131-08
PP	130-00	130-28
S1	129-31	130-15

Download as Excel Spreadsheet

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

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