ECBOT 30 Year Treasury Bond Future December 2014

Trading Metrics calculated at close of trading on 23-Jul-2014

Day Change Summary
	Previous	Current
	22-Jul-2014	23-Jul-2014	Change	Change %	Previous Week
Open	136-26	137-04	0-10	0.2%	135-28
High	137-06	137-12	0-06	0.1%	137-07
Low	136-19	137-01	0-14	0.3%	135-02
Close	137-04	137-04	0-00	0.0%	136-20
Range	0-19	0-11	-0-08	-42.1%	2-05
ATR	0-22	0-21	-0-01	-3.5%	0-00
Volume	360	369	9	2.5%	1,369

Daily Pivots for day following 23-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	138-07	138-00	137-10
R3	137-28	137-21	137-07
R2	137-17	137-17	137-06
R1	137-10	137-10	137-05	137-10
PP	137-06	137-06	137-06	137-05
S1	136-31	136-31	137-03	136-30
S2	136-27	136-27	137-02
S3	136-16	136-20	137-01
S4	136-05	136-09	136-30

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	135-27	1-17	1.1%	0-24	0.6%	84%	True	False	419
10	137-12	135-02	2-10	1.7%	0-22	0.5%	89%	True	False	261
20	137-12	133-01	4-11	3.2%	0-18	0.4%	94%	True	False	145
40	137-12	133-01	4-11	3.2%	0-11	0.3%	94%	True	False	74

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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 15 trading days

Fibonacci Retracements and Extensions
4.250	138-27
2.618	138-09
1.618	137-30
1.000	137-23
0.618	137-19
HIGH	137-12
0.618	137-08
0.500	137-06
0.382	137-05
LOW	137-01
0.618	136-26
1.000	136-22
1.618	136-15
2.618	136-04
4.250	135-18

Fisher Pivots for day following 23-Jul-2014
Pivot	1 day	3 day
R1	137-06	137-02
PP	137-06	137-01
S1	137-05	137-00

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

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