ECBOT 30 Year Treasury Bond Future June 2014

Trading Metrics calculated at close of trading on 04-Feb-2014

Day Change Summary
	Previous	Current
	03-Feb-2014	04-Feb-2014	Change	Change %	Previous Week
Open	132-04	133-11	1-07	0.9%	131-21
High	133-15	133-14	-0-01	0.0%	132-11
Low	131-29	132-16	0-19	0.5%	130-19
Close	133-11	132-19	-0-24	-0.6%	132-01
Range	1-18	0-30	-0-20	-40.0%	1-24
ATR	0-25	0-25	0-00	1.4%	0-00
Volume	6,584	737	-5,847	-88.8%	10,929

Daily Pivots for day following 04-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	135-21	135-02	133-04
R3	134-23	134-04	132-27
R2	133-25	133-25	132-24
R1	133-06	133-06	132-22	133-00
PP	132-27	132-27	132-27	132-24
S1	132-08	132-08	132-16	132-02
S2	131-29	131-29	132-14
S3	130-31	131-10	132-11
S4	130-01	130-12	132-02

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%	1-01	0.8%	70%	False	False	3,541
10	133-15	129-16	3-31	3.0%	0-29	0.7%	78%	False	False	1,901
20	133-15	126-27	6-20	5.0%	0-25	0.6%	87%	False	False	1,001
40	133-15	126-24	6-23	5.1%	0-16	0.4%	87%	False	False	503

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

Fibonacci Retracements and Extensions
4.250	137-14
2.618	135-29
1.618	134-31
1.000	134-12
0.618	134-01
HIGH	133-14
0.618	133-03
0.500	132-31
0.382	132-27
LOW	132-16
0.618	131-29
1.000	131-18
1.618	130-31
2.618	130-01
4.250	128-16

Fisher Pivots for day following 04-Feb-2014
Pivot	1 day	3 day
R1	132-31	132-19
PP	132-27	132-19
S1	132-23	132-19

Download as Excel Spreadsheet

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

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