ECBOT 30 Year Treasury Bond Future September 2014

Trading Metrics calculated at close of trading on 11-Apr-2014

Day Change Summary
	Previous	Current
	10-Apr-2014	11-Apr-2014	Change	Change %	Previous Week
Open	133-00	133-31	0-31	0.7%	132-15
High	133-21	134-01	0-12	0.3%	134-01
Low	132-23	133-21	0-30	0.7%	132-11
Close	133-19	133-31	0-12	0.3%	133-31
Range	0-30	0-12	-0-18	-60.0%	1-22
ATR	0-20	0-19	0-00	-2.1%	0-00
Volume	16	56	40	250.0%	191

Daily Pivots for day following 11-Apr-2014
	Classic	Woodie	Camarilla	DeMark
R4	135-00	134-28	134-06
R3	134-20	134-16	134-02
R2	134-08	134-08	134-01
R1	134-04	134-04	134-00	134-05
PP	133-28	133-28	133-28	133-29
S1	133-24	133-24	133-30	133-25
S2	133-16	133-16	133-29
S3	133-04	133-12	133-28
S4	132-24	133-00	133-24

Weekly Pivots for week ending 11-Apr-2014
	Classic	Woodie	Camarilla	DeMark
R4	138-16	137-30	134-29
R3	136-26	136-08	134-14
R2	135-04	135-04	134-09
R1	134-18	134-18	134-04	134-27
PP	133-14	133-14	133-14	133-19
S1	132-28	132-28	133-26	133-05
S2	131-24	131-24	133-21
S3	130-02	131-06	133-16
S4	128-12	129-16	133-01

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	134-01	132-11	1-22	1.3%	0-16	0.4%	96%	True	False	38
10	134-01	131-00	3-01	2.3%	0-13	0.3%	98%	True	False	32
20	134-01	130-23	3-10	2.5%	0-09	0.2%	98%	True	False	19

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0-02
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	135-20
2.618	135-00
1.618	134-20
1.000	134-13
0.618	134-08
HIGH	134-01
0.618	133-28
0.500	133-27
0.382	133-26
LOW	133-21
0.618	133-14
1.000	133-09
1.618	133-02
2.618	132-22
4.250	132-02

Fisher Pivots for day following 11-Apr-2014
Pivot	1 day	3 day
R1	133-30	133-23
PP	133-28	133-15
S1	133-27	133-06

Download as Excel Spreadsheet

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

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