ECBOT 30 Year Treasury Bond Future June 2014

Trading Metrics calculated at close of trading on 31-Jan-2014

Day Change Summary
	Previous	Current
	30-Jan-2014	31-Jan-2014	Change	Change %	Previous Week
Open	131-26	131-23	-0-03	-0.1%	131-21
High	131-28	132-11	0-15	0.4%	132-11
Low	131-10	131-23	0-13	0.3%	130-19
Close	131-23	132-01	0-10	0.2%	132-01
Range	0-18	0-20	0-02	11.1%	1-24
ATR	0-23	0-23	0-00	-1.0%	0-00
Volume	4,882	4,591	-291	-6.0%	10,929

Daily Pivots for day following 31-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	133-29	133-19	132-12
R3	133-09	132-31	132-06
R2	132-21	132-21	132-05
R1	132-11	132-11	132-03	132-16
PP	132-01	132-01	132-01	132-04
S1	131-23	131-23	131-31	131-28
S2	131-13	131-13	131-29
S3	130-25	131-03	131-28
S4	130-05	130-15	131-22

Weekly Pivots for week ending 31-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	136-29	136-07	133-00
R3	135-05	134-15	132-16
R2	133-13	133-13	132-11
R1	132-23	132-23	132-06	133-02
PP	131-21	131-21	131-21	131-26
S1	130-31	130-31	131-28	131-10
S2	129-29	129-29	131-23
S3	128-05	129-07	131-18
S4	126-13	127-15	131-02

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	132-11	130-19	1-24	1.3%	0-25	0.6%	82%	True	False	2,185
10	132-11	129-10	3-01	2.3%	0-25	0.6%	90%	True	False	1,185
20	132-11	126-24	5-19	4.2%	0-22	0.5%	94%	True	False	637
40	132-11	126-24	5-19	4.2%	0-15	0.4%	94%	True	False	320

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-02
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	135-00
2.618	133-31
1.618	133-11
1.000	132-31
0.618	132-23
HIGH	132-11
0.618	132-03
0.500	132-01
0.382	131-31
LOW	131-23
0.618	131-11
1.000	131-03
1.618	130-23
2.618	130-03
4.250	129-02

Fisher Pivots for day following 31-Jan-2014
Pivot	1 day	3 day
R1	132-01	131-27
PP	132-01	131-21
S1	132-01	131-15

Download as Excel Spreadsheet

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

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