ECBOT 30 Year Treasury Bond Future June 2014

Trading Metrics calculated at close of trading on 13-Feb-2014

Day Change Summary
	Previous	Current
	12-Feb-2014	13-Feb-2014	Change	Change %	Previous Week
Open	131-10	130-22	-0-20	-0.5%	132-04
High	131-10	131-20	0-10	0.2%	133-15
Low	130-16	130-22	0-06	0.1%	131-09
Close	130-23	131-15	0-24	0.6%	131-25
Range	0-26	0-30	0-04	15.4%	2-06
ATR	0-26	0-26	0-00	1.2%	0-00
Volume	461	1,557	1,096	237.7%	16,431

Daily Pivots for day following 13-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	134-02	133-23	132-00
R3	133-04	132-25	131-23
R2	132-06	132-06	131-20
R1	131-27	131-27	131-18	132-00
PP	131-08	131-08	131-08	131-11
S1	130-29	130-29	131-12	131-02
S2	130-10	130-10	131-10
S3	129-12	129-31	131-07
S4	128-14	129-01	130-30

Weekly Pivots for week ending 07-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	138-24	137-14	133-00
R3	136-18	135-08	132-12
R2	134-12	134-12	132-06
R1	133-02	133-02	131-31	132-20
PP	132-06	132-06	132-06	131-30
S1	130-28	130-28	131-19	130-14
S2	130-00	130-00	131-12
S3	127-26	128-22	131-06
S4	125-20	126-16	130-18

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	132-15	130-16	1-31	1.5%	0-27	0.6%	49%	False	False	1,756
10	133-15	130-16	2-31	2.3%	0-29	0.7%	33%	False	False	2,785
20	133-15	129-00	4-15	3.4%	0-27	0.6%	55%	False	False	1,760
40	133-15	126-24	6-23	5.1%	0-21	0.5%	70%	False	False	901

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0-04
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	135-20
2.618	134-03
1.618	133-05
1.000	132-18
0.618	132-07
HIGH	131-20
0.618	131-09
0.500	131-05
0.382	131-01
LOW	130-22
0.618	130-03
1.000	129-24
1.618	129-05
2.618	128-07
4.250	126-22

Fisher Pivots for day following 13-Feb-2014
Pivot	1 day	3 day
R1	131-12	131-12
PP	131-08	131-08
S1	131-05	131-05

Download as Excel Spreadsheet

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

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