ECBOT 30 Year Treasury Bond Future June 2014

Trading Metrics calculated at close of trading on 28-Jan-2014

Day Change Summary
	Previous	Current
	27-Jan-2014	28-Jan-2014	Change	Change %	Previous Week
Open	131-21	131-01	-0-20	-0.5%	130-00
High	131-21	131-03	-0-18	-0.4%	131-19
Low	130-25	130-24	-0-01	0.0%	129-14
Close	130-26	131-03	0-09	0.2%	131-10
Range	0-28	0-11	-0-17	-60.7%	2-05
ATR	0-22	0-22	-0-01	-3.6%	0-00
Volume	205	338	133	64.9%	789

Daily Pivots for day following 28-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	132-00	131-29	131-09
R3	131-21	131-18	131-06
R2	131-10	131-10	131-05
R1	131-07	131-07	131-04	131-08
PP	130-31	130-31	130-31	131-00
S1	130-28	130-28	131-02	130-30
S2	130-20	130-20	131-01
S3	130-09	130-17	131-00
S4	129-30	130-06	130-29

Weekly Pivots for week ending 24-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	137-08	136-14	132-16
R3	135-03	134-09	131-29
R2	132-30	132-30	131-23
R1	132-04	132-04	131-16	132-17
PP	130-25	130-25	130-25	131-00
S1	129-31	129-31	131-04	130-12
S2	128-20	128-20	130-29
S3	126-15	127-26	130-23
S4	124-10	125-21	130-04

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	131-21	129-16	2-05	1.6%	0-24	0.6%	74%	False	False	262
10	131-21	128-18	3-03	2.4%	0-21	0.5%	82%	False	False	177
20	131-21	126-24	4-29	3.7%	0-19	0.4%	89%	False	False	118
40	131-21	126-24	4-29	3.7%	0-13	0.3%	89%	False	False	61

Crabel Price Patterns
NR	True
NR4	True
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 4 trading days

Fibonacci Retracements and Extensions
4.250	132-18
2.618	132-00
1.618	131-21
1.000	131-14
0.618	131-10
HIGH	131-03
0.618	130-31
0.500	130-30
0.382	130-28
LOW	130-24
0.618	130-17
1.000	130-13
1.618	130-06
2.618	129-27
4.250	129-09

Fisher Pivots for day following 28-Jan-2014
Pivot	1 day	3 day
R1	131-01	131-06
PP	130-31	131-05
S1	130-30	131-04

Download as Excel Spreadsheet

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

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