ECBOT 30 Year Treasury Bond Future September 2014

Trading Metrics calculated at close of trading on 26-Aug-2014

Day Change Summary
	Previous	Current
	25-Aug-2014	26-Aug-2014	Change	Change %	Previous Week
Open	140-11	140-25	0-14	0.3%	140-31
High	140-30	141-02	0-04	0.1%	141-01
Low	140-11	140-12	0-01	0.0%	139-11
Close	140-23	140-17	-0-06	-0.1%	140-14
Range	0-19	0-22	0-03	15.8%	1-22
ATR	0-30	0-30	-0-01	-2.0%	0-00
Volume	350,998	496,686	145,688	41.5%	1,548,392

Daily Pivots for day following 26-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	142-23	142-10	140-29
R3	142-01	141-20	140-23
R2	141-11	141-11	140-21
R1	140-30	140-30	140-19	140-26
PP	140-21	140-21	140-21	140-19
S1	140-08	140-08	140-15	140-04
S2	139-31	139-31	140-13
S3	139-09	139-18	140-11
S4	138-19	138-28	140-05

Weekly Pivots for week ending 22-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	145-11	144-18	141-12
R3	143-21	142-28	140-29
R2	141-31	141-31	140-24
R1	141-06	141-06	140-19	140-24
PP	140-09	140-09	140-09	140-01
S1	139-16	139-16	140-09	139-02
S2	138-19	138-19	140-04
S3	136-29	137-26	139-31
S4	135-07	136-04	139-16

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	141-02	139-11	1-23	1.2%	0-24	0.5%	69%	True	False	370,390
10	141-21	138-16	3-05	2.2%	0-30	0.7%	64%	False	False	369,520
20	141-21	136-14	5-07	3.7%	1-00	0.7%	78%	False	False	384,066
40	141-21	134-11	7-10	5.2%	0-31	0.7%	85%	False	False	333,427
60	141-21	134-11	7-10	5.2%	0-31	0.7%	85%	False	False	330,075
80	141-21	134-11	7-10	5.2%	0-30	0.7%	85%	False	False	270,801
100	141-21	131-14	10-07	7.3%	0-29	0.6%	89%	False	False	216,707
120	141-21	129-29	11-24	8.4%	0-24	0.5%	90%	False	False	180,591

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-07
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	144-00
2.618	142-28
1.618	142-06
1.000	141-24
0.618	141-16
HIGH	141-02
0.618	140-26
0.500	140-23
0.382	140-20
LOW	140-12
0.618	139-30
1.000	139-22
1.618	139-08
2.618	138-18
4.250	137-14

Fisher Pivots for day following 26-Aug-2014
Pivot	1 day	3 day
R1	140-23	140-15
PP	140-21	140-13
S1	140-19	140-12

Download as Excel Spreadsheet

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

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