ECBOT 30 Year Treasury Bond Future December 2014

Trading Metrics calculated at close of trading on 12-Nov-2014

Day Change Summary
	Previous	Current
	11-Nov-2014	12-Nov-2014	Change	Change %	Previous Week
Open	140-28	140-30	0-02	0.0%	141-06
High	141-02	141-24	0-22	0.5%	141-31
Low	140-17	140-24	0-07	0.2%	140-08
Close	140-23	141-04	0-13	0.3%	141-21
Range	0-17	1-00	0-15	88.2%	1-23
ATR	1-06	1-06	0-00	-1.0%	0-00
Volume	40,836	271,245	230,409	564.2%	1,628,318

Daily Pivots for day following 12-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	144-07	143-21	141-22
R3	143-07	142-21	141-13
R2	142-07	142-07	141-10
R1	141-21	141-21	141-07	141-30
PP	141-07	141-07	141-07	141-11
S1	140-21	140-21	141-01	140-30
S2	140-07	140-07	140-30
S3	139-07	139-21	140-27
S4	138-07	138-21	140-18

Weekly Pivots for week ending 07-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	146-14	145-25	142-19
R3	144-23	144-02	142-04
R2	143-00	143-00	141-31
R1	142-11	142-11	141-26	142-22
PP	141-09	141-09	141-09	141-15
S1	140-20	140-20	141-16	140-30
S2	139-18	139-18	141-11
S3	137-27	138-29	141-06
S4	136-04	137-06	140-23

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	142-08	140-08	2-00	1.4%	1-04	0.8%	44%	False	False	249,699
10	142-08	140-08	2-00	1.4%	1-01	0.7%	44%	False	False	290,614
20	146-07	140-08	5-31	4.2%	1-07	0.9%	15%	False	False	345,081
40	148-00	135-13	12-19	8.9%	1-08	0.9%	45%	False	False	386,369
60	148-00	135-13	12-19	8.9%	1-04	0.8%	45%	False	False	361,592
80	148-00	134-31	13-01	9.2%	1-03	0.8%	47%	False	False	271,573
100	148-00	133-01	14-31	10.6%	0-31	0.7%	54%	False	False	217,284
120	148-00	133-01	14-31	10.6%	0-27	0.6%	54%	False	False	181,070

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	0-07
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	146-00
2.618	144-12
1.618	143-12
1.000	142-24
0.618	142-12
HIGH	141-24
0.618	141-12
0.500	141-08
0.382	141-04
LOW	140-24
0.618	140-04
1.000	139-24
1.618	139-04
2.618	138-04
4.250	136-16

Fisher Pivots for day following 12-Nov-2014
Pivot	1 day	3 day
R1	141-08	141-12
PP	141-07	141-10
S1	141-05	141-07

Download as Excel Spreadsheet

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

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