ECBOT 30 Year Treasury Bond Future September 2014

Trading Metrics calculated at close of trading on 17-Sep-2014

Day Change Summary
	Previous	Current
	16-Sep-2014	17-Sep-2014	Change	Change %	Previous Week
Open	137-15	137-14	-0-01	0.0%	139-15
High	138-04	137-31	-0-05	-0.1%	140-04
Low	137-12	137-02	-0-10	-0.2%	137-08
Close	137-15	137-12	-0-03	-0.1%	137-09
Range	0-24	0-29	0-05	20.8%	2-28
ATR	0-30	0-30	0-00	-0.2%	0-00
Volume	9,490	3,080	-6,410	-67.5%	37,046

Daily Pivots for day following 17-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	140-06	139-22	137-28
R3	139-09	138-25	137-20
R2	138-12	138-12	137-17
R1	137-28	137-28	137-15	137-22
PP	137-15	137-15	137-15	137-12
S1	136-31	136-31	137-09	136-24
S2	136-18	136-18	137-07
S3	135-21	136-02	137-04
S4	134-24	135-05	136-28

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	139-04	137-02	2-02	1.5%	0-27	0.6%	15%	False	True	7,026
10	140-24	137-02	3-22	2.7%	0-29	0.7%	8%	False	True	10,699
20	141-30	137-02	4-28	3.5%	0-28	0.6%	6%	False	True	173,063
40	141-30	136-14	5-16	4.0%	0-30	0.7%	17%	False	False	265,212
60	141-30	134-11	7-19	5.5%	0-30	0.7%	40%	False	False	272,657
80	141-30	134-11	7-19	5.5%	0-31	0.7%	40%	False	False	289,215
100	141-30	133-02	8-28	6.5%	0-30	0.7%	49%	False	False	232,774
120	141-30	131-00	10-30	8.0%	0-28	0.6%	58%	False	False	194,001

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

Fibonacci Retracements and Extensions
4.250	141-26
2.618	140-11
1.618	139-14
1.000	138-28
0.618	138-17
HIGH	137-31
0.618	137-20
0.500	137-16
0.382	137-13
LOW	137-02
0.618	136-16
1.000	136-05
1.618	135-19
2.618	134-22
4.250	133-07

Fisher Pivots for day following 17-Sep-2014
Pivot	1 day	3 day
R1	137-16	137-19
PP	137-15	137-17
S1	137-14	137-14

Download as Excel Spreadsheet

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

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