ECBOT 30 Year Treasury Bond Future June 2014

Trading Metrics calculated at close of trading on 03-Feb-2014

Day Change Summary
	Previous	Current
	31-Jan-2014	03-Feb-2014	Change	Change %	Previous Week
Open	131-23	132-04	0-13	0.3%	131-21
High	132-11	133-15	1-04	0.9%	132-11
Low	131-23	131-29	0-06	0.1%	130-19
Close	132-01	133-11	1-10	1.0%	132-01
Range	0-20	1-18	0-30	150.0%	1-24
ATR	0-23	0-25	0-02	8.3%	0-00
Volume	4,591	6,584	1,993	43.4%	10,929

Daily Pivots for day following 03-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	137-19	137-01	134-06
R3	136-01	135-15	133-25
R2	134-15	134-15	133-20
R1	133-29	133-29	133-16	134-06
PP	132-29	132-29	132-29	133-02
S1	132-11	132-11	133-06	132-20
S2	131-11	131-11	133-02
S3	129-25	130-25	132-29
S4	128-07	129-07	132-16

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	133-15	130-19	2-28	2.2%	0-30	0.7%	96%	True	False	3,461
10	133-15	129-14	4-01	3.0%	0-28	0.6%	97%	True	False	1,830
20	133-15	126-27	6-20	5.0%	0-24	0.6%	98%	True	False	966
40	133-15	126-24	6-23	5.0%	0-15	0.4%	98%	True	False	485

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	0-02
Widest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	140-04
2.618	137-18
1.618	136-00
1.000	135-01
0.618	134-14
HIGH	133-15
0.618	132-28
0.500	132-22
0.382	132-16
LOW	131-29
0.618	130-30
1.000	130-11
1.618	129-12
2.618	127-26
4.250	125-08

Fisher Pivots for day following 03-Feb-2014
Pivot	1 day	3 day
R1	133-04	133-01
PP	132-29	132-23
S1	132-22	132-12

Download as Excel Spreadsheet

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

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