ECBOT 30 Year Treasury Bond Future June 2014

Trading Metrics calculated at close of trading on 19-Feb-2014

Day Change Summary
	Previous	Current
	18-Feb-2014	19-Feb-2014	Change	Change %	Previous Week
Open	131-15	131-28	0-13	0.3%	131-19
High	132-02	132-09	0-07	0.2%	131-29
Low	131-07	131-10	0-03	0.1%	130-16
Close	131-25	131-14	-0-11	-0.3%	131-12
Range	0-27	0-31	0-04	14.8%	1-13
ATR	0-26	0-26	0-00	1.5%	0-00
Volume	1,280	2,138	858	67.0%	8,170

Daily Pivots for day following 19-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	134-19	133-31	131-31
R3	133-20	133-00	131-23
R2	132-21	132-21	131-20
R1	132-01	132-01	131-17	131-28
PP	131-22	131-22	131-22	131-19
S1	131-02	131-02	131-11	130-28
S2	130-23	130-23	131-08
S3	129-24	130-03	131-05
S4	128-25	129-04	130-29

Weekly Pivots for week ending 14-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	135-15	134-27	132-05
R3	134-02	133-14	131-24
R2	132-21	132-21	131-20
R1	132-01	132-01	131-16	131-20
PP	131-08	131-08	131-08	131-02
S1	130-20	130-20	131-08	130-08
S2	129-27	129-27	131-04
S3	128-14	129-07	131-00
S4	127-01	127-26	130-19

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	132-09	130-16	1-25	1.4%	0-26	0.6%	53%	True	False	1,355
10	132-29	130-16	2-13	1.8%	0-27	0.6%	39%	False	False	2,069
20	133-15	129-16	3-31	3.0%	0-28	0.7%	49%	False	False	1,985
40	133-15	126-24	6-23	5.1%	0-22	0.5%	70%	False	False	1,020

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	0-05
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	136-13
2.618	134-26
1.618	133-27
1.000	133-08
0.618	132-28
HIGH	132-09
0.618	131-29
0.500	131-26
0.382	131-22
LOW	131-10
0.618	130-23
1.000	130-11
1.618	129-24
2.618	128-25
4.250	127-06

Fisher Pivots for day following 19-Feb-2014
Pivot	1 day	3 day
R1	131-26	131-24
PP	131-22	131-20
S1	131-18	131-17

Download as Excel Spreadsheet

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

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