ECBOT 30 Year Treasury Bond Future September 2014

Trading Metrics calculated at close of trading on 14-May-2014

Day Change Summary
	Previous	Current
	13-May-2014	14-May-2014	Change	Change %	Previous Week
Open	134-15	135-05	0-22	0.5%	135-11
High	135-08	136-16	1-08	0.9%	135-29
Low	134-15	135-04	0-21	0.5%	134-24
Close	135-03	136-09	1-06	0.9%	134-31
Range	0-25	1-12	0-19	76.0%	1-05
ATR	0-25	0-27	0-01	5.7%	0-00
Volume	1,879	2,578	699	37.2%	10,892

Daily Pivots for day following 14-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	140-03	139-18	137-01
R3	138-23	138-06	136-21
R2	137-11	137-11	136-17
R1	136-26	136-26	136-13	137-02
PP	135-31	135-31	135-31	136-03
S1	135-14	135-14	136-05	135-22
S2	134-19	134-19	136-01
S3	133-07	134-02	135-29
S4	131-27	132-22	135-17

Weekly Pivots for week ending 09-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	138-22	137-31	135-19
R3	137-17	136-26	135-09
R2	136-12	136-12	135-06
R1	135-21	135-21	135-02	135-14
PP	135-07	135-07	135-07	135-03
S1	134-16	134-16	134-28	134-09
S2	134-02	134-02	134-24
S3	132-29	133-11	134-21
S4	131-24	132-06	134-11

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	136-16	134-12	2-04	1.6%	0-29	0.7%	90%	True	False	2,138
10	136-16	133-23	2-25	2.0%	0-31	0.7%	92%	True	False	1,937
20	136-16	132-24	3-24	2.8%	0-26	0.6%	94%	True	False	1,117
40	136-16	130-23	5-25	4.2%	0-18	0.4%	96%	True	False	582

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	0-07
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	142-11
2.618	140-03
1.618	138-23
1.000	137-28
0.618	137-11
HIGH	136-16
0.618	135-31
0.500	135-26
0.382	135-21
LOW	135-04
0.618	134-09
1.000	133-24
1.618	132-29
2.618	131-17
4.250	129-09

Fisher Pivots for day following 14-May-2014
Pivot	1 day	3 day
R1	136-04	136-00
PP	135-31	135-23
S1	135-26	135-14

Download as Excel Spreadsheet

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

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