ECBOT 30 Year Treasury Bond Future December 2014

Trading Metrics calculated at close of trading on 18-Jul-2014

Day Change Summary
	Previous	Current
	17-Jul-2014	18-Jul-2014	Change	Change %	Previous Week
Open	135-27	137-07	1-12	1.0%	135-28
High	137-02	137-07	0-05	0.1%	137-07
Low	135-27	136-09	0-14	0.3%	135-02
Close	136-22	136-20	-0-02	0.0%	136-20
Range	1-07	0-30	-0-09	-23.1%	2-05
ATR	0-21	0-22	0-01	3.1%	0-00
Volume	826	109	-717	-86.8%	1,369

Daily Pivots for day following 18-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	139-17	139-00	137-04
R3	138-19	138-02	136-28
R2	137-21	137-21	136-26
R1	137-04	137-04	136-23	136-30
PP	136-23	136-23	136-23	136-19
S1	136-06	136-06	136-17	136-00
S2	135-25	135-25	136-14
S3	134-27	135-08	136-12
S4	133-29	134-10	136-04

Weekly Pivots for week ending 18-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	142-25	141-27	137-26
R3	140-20	139-22	137-07
R2	138-15	138-15	137-01
R1	137-17	137-17	136-26	138-00
PP	136-10	136-10	136-10	136-17
S1	135-12	135-12	136-14	135-27
S2	134-05	134-05	136-07
S3	132-00	133-07	136-01
S4	129-27	131-02	135-14

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	137-07	135-02	2-05	1.6%	0-25	0.6%	72%	True	False	273
10	137-07	133-31	3-08	2.4%	0-23	0.5%	82%	True	False	165
20	137-07	133-01	4-06	3.1%	0-16	0.4%	86%	True	False	87
40	137-07	133-01	4-06	3.1%	0-10	0.2%	86%	True	False	45

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	True
Stretch	0-03
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	141-06
2.618	139-22
1.618	138-24
1.000	138-05
0.618	137-26
HIGH	137-07
0.618	136-28
0.500	136-24
0.382	136-20
LOW	136-09
0.618	135-22
1.000	135-11
1.618	134-24
2.618	133-26
4.250	132-10

Fisher Pivots for day following 18-Jul-2014
Pivot	1 day	3 day
R1	136-24	136-16
PP	136-23	136-12
S1	136-21	136-08

Download as Excel Spreadsheet

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

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