ECBOT 30 Year Treasury Bond Future September 2014

Trading Metrics calculated at close of trading on 08-Apr-2014

Day Change Summary
	Previous	Current
	07-Apr-2014	08-Apr-2014	Change	Change %	Previous Week
Open	132-15	132-11	-0-04	-0.1%	132-02
High	132-28	132-26	-0-02	0.0%	132-10
Low	132-15	132-11	-0-04	-0.1%	131-00
Close	132-19	132-26	0-07	0.2%	132-04
Range	0-13	0-15	0-02	15.4%	1-10
ATR	0-19	0-19	0-00	-1.6%	0-00
Volume	17	58	41	241.2%	130

Daily Pivots for day following 08-Apr-2014
	Classic	Woodie	Camarilla	DeMark
R4	134-02	133-29	133-02
R3	133-19	133-14	132-30
R2	133-04	133-04	132-29
R1	132-31	132-31	132-27	133-02
PP	132-21	132-21	132-21	132-22
S1	132-16	132-16	132-25	132-18
S2	132-06	132-06	132-23
S3	131-23	132-01	132-22
S4	131-08	131-18	132-18

Weekly Pivots for week ending 04-Apr-2014
	Classic	Woodie	Camarilla	DeMark
R4	135-24	135-08	132-27
R3	134-14	133-30	132-16
R2	133-04	133-04	132-12
R1	132-20	132-20	132-08	132-28
PP	131-26	131-26	131-26	131-30
S1	131-10	131-10	132-00	131-18
S2	130-16	130-16	131-28
S3	129-06	130-00	131-24
S4	127-28	128-22	131-13

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	132-28	131-00	1-28	1.4%	0-12	0.3%	97%	False	False	39
10	133-11	131-00	2-11	1.8%	0-13	0.3%	77%	False	False	23
20	133-11	130-23	2-20	2.0%	0-06	0.1%	80%	False	False	13

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	0-01
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	134-26
2.618	134-01
1.618	133-18
1.000	133-09
0.618	133-03
HIGH	132-26
0.618	132-20
0.500	132-18
0.382	132-17
LOW	132-11
0.618	132-02
1.000	131-28
1.618	131-19
2.618	131-04
4.250	130-11

Fisher Pivots for day following 08-Apr-2014
Pivot	1 day	3 day
R1	132-24	132-19
PP	132-21	132-12
S1	132-18	132-05

Download as Excel Spreadsheet

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

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