ECBOT 30 Year Treasury Bond Future December 2014

Trading Metrics calculated at close of trading on 19-Nov-2014

Day Change Summary
	Previous	Current
	18-Nov-2014	19-Nov-2014	Change	Change %	Previous Week
Open	141-11	141-24	0-13	0.3%	141-29
High	141-29	141-27	-0-02	0.0%	142-08
Low	141-10	141-00	-0-10	-0.2%	140-17
Close	141-22	141-07	-0-15	-0.3%	141-22
Range	0-19	0-27	0-08	42.1%	1-23
ATR	1-03	1-03	-0-01	-1.7%	0-00
Volume	211,563	352,802	141,239	66.8%	1,126,767

Daily Pivots for day following 19-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	143-28	143-13	141-22
R3	143-01	142-18	141-14
R2	142-06	142-06	141-12
R1	141-23	141-23	141-09	141-17
PP	141-11	141-11	141-11	141-08
S1	140-28	140-28	141-05	140-22
S2	140-16	140-16	141-02
S3	139-21	140-01	141-00
S4	138-26	139-06	140-24

Weekly Pivots for week ending 14-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	146-21	145-28	142-20
R3	144-30	144-05	142-05
R2	143-07	143-07	142-00
R1	142-14	142-14	141-27	141-31
PP	141-16	141-16	141-16	141-08
S1	140-23	140-23	141-17	140-08
S2	139-25	139-25	141-12
S3	138-02	139-00	141-07
S4	136-11	137-09	140-24

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	142-09	140-22	1-19	1.1%	0-27	0.6%	33%	False	False	287,129
10	142-09	140-08	2-01	1.4%	1-00	0.7%	48%	False	False	268,414
20	142-28	140-08	2-20	1.9%	1-00	0.7%	37%	False	False	296,472
40	148-00	136-26	11-06	7.9%	1-08	0.9%	39%	False	False	384,209
60	148-00	135-13	12-19	8.9%	1-05	0.8%	46%	False	False	379,129
80	148-00	134-31	13-01	9.2%	1-03	0.8%	48%	False	False	289,494
100	148-00	133-01	14-31	10.6%	1-00	0.7%	55%	False	False	231,640
120	148-00	133-01	14-31	10.6%	0-28	0.6%	55%	False	False	193,034

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	True
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0-08
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	145-14
2.618	144-02
1.618	143-07
1.000	142-22
0.618	142-12
HIGH	141-27
0.618	141-17
0.500	141-14
0.382	141-10
LOW	141-00
0.618	140-15
1.000	140-05
1.618	139-20
2.618	138-25
4.250	137-13

Fisher Pivots for day following 19-Nov-2014
Pivot	1 day	3 day
R1	141-14	141-20
PP	141-11	141-16
S1	141-09	141-12

Download as Excel Spreadsheet

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

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