ECBOT 30 Year Treasury Bond Future December 2014

Trading Metrics calculated at close of trading on 01-Aug-2014

Day Change Summary
	Previous	Current
	31-Jul-2014	01-Aug-2014	Change	Change %	Previous Week
Open	135-31	135-28	-0-03	-0.1%	137-04
High	136-05	136-29	0-24	0.6%	137-19
Low	134-31	135-13	0-14	0.3%	134-31
Close	135-31	136-16	0-17	0.4%	136-16
Range	1-06	1-16	0-10	26.3%	2-20
ATR	0-25	0-27	0-02	6.5%	0-00
Volume	811	2,124	1,313	161.9%	4,391

Daily Pivots for day following 01-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	140-25	140-04	137-10
R3	139-09	138-20	136-29
R2	137-25	137-25	136-25
R1	137-04	137-04	136-20	137-14
PP	136-09	136-09	136-09	136-14
S1	135-20	135-20	136-12	135-30
S2	134-25	134-25	136-07
S3	133-09	134-04	136-03
S4	131-25	132-20	135-22

Weekly Pivots for week ending 01-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	144-07	143-00	137-30
R3	141-19	140-12	137-07
R2	138-31	138-31	136-31
R1	137-24	137-24	136-24	137-02
PP	136-11	136-11	136-11	136-00
S1	135-04	135-04	136-08	134-14
S2	133-23	133-23	136-01
S3	131-03	132-16	135-25
S4	128-15	129-28	135-02

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	137-19	134-31	2-20	1.9%	1-04	0.8%	58%	False	False	878
10	137-19	134-31	2-20	1.9%	0-29	0.7%	58%	False	False	639
20	137-19	133-31	3-20	2.7%	0-26	0.6%	70%	False	False	402
40	137-19	133-01	4-18	3.3%	0-16	0.4%	76%	False	False	204

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-04
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	143-09
2.618	140-27
1.618	139-11
1.000	138-13
0.618	137-27
HIGH	136-29
0.618	136-11
0.500	136-05
0.382	135-31
LOW	135-13
0.618	134-15
1.000	133-29
1.618	132-31
2.618	131-15
4.250	129-01

Fisher Pivots for day following 01-Aug-2014
Pivot	1 day	3 day
R1	136-12	136-14
PP	136-09	136-11
S1	136-05	136-09

Download as Excel Spreadsheet

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

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