ECBOT 30 Year Treasury Bond Future December 2014

Trading Metrics calculated at close of trading on 30-Jul-2014

Day Change Summary
	Previous	Current
	29-Jul-2014	30-Jul-2014	Change	Change %	Previous Week
Open	136-29	137-18	0-21	0.5%	136-22
High	137-19	137-19	0-00	0.0%	137-12
Low	136-29	135-28	-1-01	-0.8%	136-07
Close	137-15	136-01	-1-14	-1.0%	137-06
Range	0-22	1-23	1-01	150.0%	1-05
ATR	0-22	0-24	0-02	10.9%	0-00
Volume	488	639	151	30.9%	2,003

Daily Pivots for day following 30-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	141-21	140-18	136-31
R3	139-30	138-27	136-16
R2	138-07	138-07	136-11
R1	137-04	137-04	136-06	136-26
PP	136-16	136-16	136-16	136-11
S1	135-13	135-13	135-28	135-03
S2	134-25	134-25	135-23
S3	133-02	133-22	135-18
S4	131-11	131-31	135-03

Weekly Pivots for week ending 25-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	140-13	139-30	137-26
R3	139-08	138-25	137-16
R2	138-03	138-03	137-13
R1	137-20	137-20	137-09	137-28
PP	136-30	136-30	136-30	137-01
S1	136-15	136-15	137-03	136-22
S2	135-25	135-25	136-31
S3	134-20	135-10	136-28
S4	133-15	134-05	136-18

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	137-19	135-28	1-23	1.3%	0-30	0.7%	9%	True	True	459
10	137-19	135-27	1-24	1.3%	0-27	0.6%	11%	True	False	439
20	137-19	133-01	4-18	3.4%	0-24	0.5%	66%	True	False	257
40	137-19	133-01	4-18	3.4%	0-15	0.3%	66%	True	False	131

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-02
Widest range in 54 trading days

Fibonacci Retracements and Extensions
4.250	144-29
2.618	142-03
1.618	140-12
1.000	139-10
0.618	138-21
HIGH	137-19
0.618	136-30
0.500	136-24
0.382	136-17
LOW	135-28
0.618	134-26
1.000	134-05
1.618	133-03
2.618	131-12
4.250	128-18

Fisher Pivots for day following 30-Jul-2014
Pivot	1 day	3 day
R1	136-24	136-24
PP	136-16	136-16
S1	136-08	136-08

Download as Excel Spreadsheet

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

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