ECBOT 30 Year Treasury Bond Future December 2014

Trading Metrics calculated at close of trading on 11-Jul-2014

Day Change Summary
	Previous	Current
	10-Jul-2014	11-Jul-2014	Change	Change %	Previous Week
Open	135-11	135-23	0-12	0.3%	133-31
High	136-05	136-03	-0-02	0.0%	136-05
Low	135-11	135-21	0-10	0.2%	133-31
Close	135-20	135-29	0-09	0.2%	135-29
Range	0-26	0-14	-0-12	-46.2%	2-06
ATR	0-20	0-19	0-00	-1.7%	0-00
Volume	21	58	37	176.2%	281

Daily Pivots for day following 11-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	137-06	137-00	136-05
R3	136-24	136-18	136-01
R2	136-10	136-10	136-00
R1	136-04	136-04	135-30	136-07
PP	135-28	135-28	135-28	135-30
S1	135-22	135-22	135-28	135-25
S2	135-14	135-14	135-26
S3	135-00	135-08	135-25
S4	134-18	134-26	135-21

Weekly Pivots for week ending 11-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	141-29	141-03	137-04
R3	139-23	138-29	136-16
R2	137-17	137-17	136-10
R1	136-23	136-23	136-03	137-04
PP	135-11	135-11	135-11	135-18
S1	134-17	134-17	135-23	134-30
S2	133-05	133-05	135-16
S3	130-31	132-11	135-10
S4	128-25	130-05	134-22

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	136-05	133-31	2-06	1.6%	0-21	0.5%	89%	False	False	56
10	136-05	133-01	3-04	2.3%	0-17	0.4%	92%	False	False	38
20	136-05	133-01	3-04	2.3%	0-10	0.2%	92%	False	False	19
40	136-25	133-01	3-24	2.8%	0-07	0.2%	77%	False	False	11

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-01
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	137-30
2.618	137-08
1.618	136-26
1.000	136-17
0.618	136-12
HIGH	136-03
0.618	135-30
0.500	135-28
0.382	135-26
LOW	135-21
0.618	135-12
1.000	135-07
1.618	134-30
2.618	134-16
4.250	133-26

Fisher Pivots for day following 11-Jul-2014
Pivot	1 day	3 day
R1	135-29	135-25
PP	135-28	135-21
S1	135-28	135-16

Download as Excel Spreadsheet

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

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