ECBOT 30 Year Treasury Bond Future September 2014

Trading Metrics calculated at close of trading on 12-Sep-2014

Day Change Summary
	Previous	Current
	11-Sep-2014	12-Sep-2014	Change	Change %	Previous Week
Open	138-23	138-13	-0-10	-0.2%	139-15
High	139-04	138-13	-0-23	-0.5%	140-04
Low	138-10	137-08	-1-02	-0.8%	137-08
Close	138-23	137-09	-1-14	-1.0%	137-09
Range	0-26	1-05	0-11	42.3%	2-28
ATR	0-30	0-31	0-01	4.0%	0-00
Volume	7,953	9,363	1,410	17.7%	37,046

Daily Pivots for day following 12-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	141-04	140-11	137-29
R3	139-31	139-06	137-19
R2	138-26	138-26	137-16
R1	138-01	138-01	137-12	137-27
PP	137-21	137-21	137-21	137-18
S1	136-28	136-28	137-06	136-22
S2	136-16	136-16	137-02
S3	135-11	135-23	136-31
S4	134-06	134-18	136-21

Weekly Pivots for week ending 12-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	146-27	144-30	138-28
R3	143-31	142-02	138-02
R2	141-03	141-03	137-26
R1	139-06	139-06	137-17	138-22
PP	138-07	138-07	138-07	137-31
S1	136-10	136-10	137-01	135-26
S2	135-11	135-11	136-24
S3	132-15	133-14	136-16
S4	129-19	130-18	135-22

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	140-04	137-08	2-28	2.1%	0-27	0.6%	1%	False	True	7,409
10	141-29	137-08	4-21	3.4%	1-00	0.7%	1%	False	True	29,026
20	141-30	137-08	4-22	3.4%	0-31	0.7%	1%	False	True	225,026
40	141-30	136-14	5-16	4.0%	0-31	0.7%	15%	False	False	285,114
60	141-30	134-11	7-19	5.5%	0-30	0.7%	39%	False	False	288,560
80	141-30	134-11	7-19	5.5%	0-31	0.7%	39%	False	False	290,191
100	141-30	133-02	8-28	6.5%	0-30	0.7%	48%	False	False	232,606
120	141-30	131-00	10-30	8.0%	0-28	0.6%	57%	False	False	193,853

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-07
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	143-10
2.618	141-14
1.618	140-09
1.000	139-18
0.618	139-04
HIGH	138-13
0.618	137-31
0.500	137-26
0.382	137-22
LOW	137-08
0.618	136-17
1.000	136-03
1.618	135-12
2.618	134-07
4.250	132-11

Fisher Pivots for day following 12-Sep-2014
Pivot	1 day	3 day
R1	137-26	138-10
PP	137-21	137-31
S1	137-15	137-20

Download as Excel Spreadsheet

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

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