ECBOT 30 Year Treasury Bond Future September 2014

Trading Metrics calculated at close of trading on 27-Aug-2014

Day Change Summary
	Previous	Current
	26-Aug-2014	27-Aug-2014	Change	Change %	Previous Week
Open	140-25	140-13	-0-12	-0.3%	140-31
High	141-02	141-10	0-08	0.2%	141-01
Low	140-12	140-12	0-00	0.0%	139-11
Close	140-17	141-05	0-20	0.4%	140-14
Range	0-22	0-30	0-08	36.4%	1-22
ATR	0-30	0-30	0-00	0.1%	0-00
Volume	496,686	687,635	190,949	38.4%	1,548,392

Daily Pivots for day following 27-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	143-24	143-13	141-22
R3	142-26	142-15	141-13
R2	141-28	141-28	141-10
R1	141-17	141-17	141-08	141-22
PP	140-30	140-30	140-30	141-01
S1	140-19	140-19	141-02	140-24
S2	140-00	140-00	141-00
S3	139-02	139-21	140-29
S4	138-04	138-23	140-20

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	141-10	139-12	1-30	1.4%	0-26	0.6%	92%	True	False	449,171
10	141-21	139-07	2-14	1.7%	0-30	0.7%	79%	False	False	402,826
20	141-21	136-14	5-07	3.7%	0-31	0.7%	90%	False	False	393,370
40	141-21	134-11	7-10	5.2%	0-31	0.7%	93%	False	False	345,136
60	141-21	134-11	7-10	5.2%	0-30	0.7%	93%	False	False	335,219
80	141-21	134-11	7-10	5.2%	0-30	0.7%	93%	False	False	279,359
100	141-21	132-11	9-10	6.6%	0-29	0.6%	95%	False	False	223,584
120	141-21	129-30	11-23	8.3%	0-25	0.5%	96%	False	False	186,321

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-06
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	145-10
2.618	143-25
1.618	142-27
1.000	142-08
0.618	141-29
HIGH	141-10
0.618	140-31
0.500	140-27
0.382	140-23
LOW	140-12
0.618	139-25
1.000	139-14
1.618	138-27
2.618	137-29
4.250	136-12

Fisher Pivots for day following 27-Aug-2014
Pivot	1 day	3 day
R1	141-02	141-02
PP	140-30	140-30
S1	140-27	140-26

Download as Excel Spreadsheet

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

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