ECBOT 30 Year Treasury Bond Future December 2014

Trading Metrics calculated at close of trading on 05-Aug-2014

Day Change Summary
	Previous	Current
	04-Aug-2014	05-Aug-2014	Change	Change %	Previous Week
Open	136-20	136-27	0-07	0.2%	137-04
High	137-01	137-02	0-01	0.0%	137-19
Low	136-15	136-05	-0-10	-0.2%	134-31
Close	136-21	136-30	0-09	0.2%	136-16
Range	0-18	0-29	0-11	61.1%	2-20
ATR	0-26	0-26	0-00	0.8%	0-00
Volume	1,096	258	-838	-76.5%	4,391

Daily Pivots for day following 05-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	139-14	139-03	137-14
R3	138-17	138-06	137-06
R2	137-20	137-20	137-03
R1	137-09	137-09	137-01	137-14
PP	136-23	136-23	136-23	136-26
S1	136-12	136-12	136-27	136-18
S2	135-26	135-26	136-25
S3	134-29	135-15	136-22
S4	134-00	134-18	136-14

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%	1-06	0.9%	75%	False	False	985
10	137-19	134-31	2-20	1.9%	0-29	0.7%	75%	False	False	695
20	137-19	134-28	2-23	2.0%	0-26	0.6%	76%	False	False	466
40	137-19	133-01	4-18	3.3%	0-17	0.4%	86%	False	False	238

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-05
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	140-29
2.618	139-14
1.618	138-17
1.000	137-31
0.618	137-20
HIGH	137-02
0.618	136-23
0.500	136-20
0.382	136-16
LOW	136-05
0.618	135-19
1.000	135-08
1.618	134-22
2.618	133-25
4.250	132-10

Fisher Pivots for day following 05-Aug-2014
Pivot	1 day	3 day
R1	136-26	136-22
PP	136-23	136-15
S1	136-20	136-08

Download as Excel Spreadsheet

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

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