ECBOT 30 Year Treasury Bond Future December 2014

Trading Metrics calculated at close of trading on 07-Aug-2014

Day Change Summary
	Previous	Current
	06-Aug-2014	07-Aug-2014	Change	Change %	Previous Week
Open	137-00	137-05	0-05	0.1%	137-04
High	137-25	138-02	0-09	0.2%	137-19
Low	136-29	136-31	0-02	0.0%	134-31
Close	137-02	137-26	0-24	0.5%	136-16
Range	0-28	1-03	0-07	25.0%	2-20
ATR	0-26	0-27	0-01	2.3%	0-00
Volume	853	1,425	572	67.1%	4,391

Daily Pivots for day following 07-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	140-29	140-14	138-13
R3	139-26	139-11	138-04
R2	138-23	138-23	138-00
R1	138-08	138-08	137-29	138-16
PP	137-20	137-20	137-20	137-23
S1	137-05	137-05	137-23	137-12
S2	136-17	136-17	137-20
S3	135-14	136-02	137-16
S4	134-11	134-31	137-07

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	138-02	135-13	2-21	1.9%	1-00	0.7%	91%	True	False	1,151
10	138-02	134-31	3-03	2.2%	1-00	0.7%	92%	True	False	852
20	138-02	134-31	3-03	2.2%	0-27	0.6%	92%	True	False	572
40	138-02	133-01	5-01	3.7%	0-19	0.4%	95%	True	False	294

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0-05
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	142-23
2.618	140-30
1.618	139-27
1.000	139-05
0.618	138-24
HIGH	138-02
0.618	137-21
0.500	137-16
0.382	137-12
LOW	136-31
0.618	136-09
1.000	135-28
1.618	135-06
2.618	134-03
4.250	132-10

Fisher Pivots for day following 07-Aug-2014
Pivot	1 day	3 day
R1	137-23	137-18
PP	137-20	137-11
S1	137-16	137-04

Download as Excel Spreadsheet

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

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