ECBOT 30 Year Treasury Bond Future June 2014

Trading Metrics calculated at close of trading on 22-Jan-2014

Day Change Summary
	Previous	Current
	21-Jan-2014	22-Jan-2014	Change	Change %	Previous Week
Open	130-00	129-26	-0-06	-0.1%	129-09
High	130-02	129-26	-0-08	-0.2%	129-30
Low	129-14	129-16	0-02	0.0%	128-18
Close	129-28	129-17	-0-11	-0.3%	129-25
Range	0-20	0-10	-0-10	-50.0%	1-12
ATR	0-20	0-20	-0-01	-2.9%	0-00
Volume	21	196	175	833.3%	667

Daily Pivots for day following 22-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	130-18	130-11	129-22
R3	130-08	130-01	129-20
R2	129-30	129-30	129-19
R1	129-23	129-23	129-18	129-22
PP	129-20	129-20	129-20	129-19
S1	129-13	129-13	129-16	129-12
S2	129-10	129-10	129-15
S3	129-00	129-03	129-14
S4	128-22	128-25	129-12

Weekly Pivots for week ending 17-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	133-18	133-01	130-17
R3	132-06	131-21	130-05
R2	130-26	130-26	130-01
R1	130-09	130-09	129-29	130-18
PP	129-14	129-14	129-14	129-18
S1	128-29	128-29	129-21	129-06
S2	128-02	128-02	129-17
S3	126-22	127-17	129-13
S4	125-10	126-05	129-01

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	130-02	128-18	1-16	1.2%	0-18	0.4%	65%	False	False	92
10	130-02	126-27	3-07	2.5%	0-21	0.5%	83%	False	False	119
20	130-02	126-24	3-10	2.6%	0-16	0.4%	84%	False	False	64

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-02
Narrowest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	131-04
2.618	130-20
1.618	130-10
1.000	130-04
0.618	130-00
HIGH	129-26
0.618	129-22
0.500	129-21
0.382	129-20
LOW	129-16
0.618	129-10
1.000	129-06
1.618	129-00
2.618	128-22
4.250	128-06

Fisher Pivots for day following 22-Jan-2014
Pivot	1 day	3 day
R1	129-21	129-22
PP	129-20	129-20
S1	129-18	129-19

Download as Excel Spreadsheet

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

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