ECBOT 30 Year Treasury Bond Future December 2014

Trading Metrics calculated at close of trading on 22-Jul-2014

Day Change Summary
	Previous	Current
	21-Jul-2014	22-Jul-2014	Change	Change %	Previous Week
Open	136-22	136-26	0-04	0.1%	135-28
High	137-12	137-06	-0-06	-0.1%	137-07
Low	136-22	136-19	-0-03	-0.1%	135-02
Close	137-00	137-04	0-04	0.1%	136-20
Range	0-22	0-19	-0-03	-13.6%	2-05
ATR	0-22	0-22	0-00	-0.9%	0-00
Volume	435	360	-75	-17.2%	1,369

Daily Pivots for day following 22-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	138-24	138-17	137-14
R3	138-05	137-30	137-09
R2	137-18	137-18	137-07
R1	137-11	137-11	137-06	137-14
PP	136-31	136-31	136-31	137-01
S1	136-24	136-24	137-02	136-28
S2	136-12	136-12	137-01
S3	135-25	136-05	136-31
S4	135-06	135-18	136-26

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	137-12	135-09	2-03	1.5%	0-25	0.6%	88%	False	False	384
10	137-12	134-28	2-16	1.8%	0-22	0.5%	90%	False	False	236
20	137-12	133-01	4-11	3.2%	0-18	0.4%	94%	False	False	127
40	137-12	133-01	4-11	3.2%	0-11	0.3%	94%	False	False	65

Crabel Price Patterns
NR	True
NR4	True
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	False
Stretch	0-03
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	139-23
2.618	138-24
1.618	138-05
1.000	137-25
0.618	137-18
HIGH	137-06
0.618	136-31
0.500	136-28
0.382	136-26
LOW	136-19
0.618	136-07
1.000	136-00
1.618	135-20
2.618	135-01
4.250	134-02

Fisher Pivots for day following 22-Jul-2014
Pivot	1 day	3 day
R1	137-02	137-01
PP	136-31	136-30
S1	136-28	136-26

Download as Excel Spreadsheet

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

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