ECBOT 30 Year Treasury Bond Future March 2015

Trading Metrics calculated at close of trading on 03-Sep-2014

Day Change Summary
	Previous	Current
	02-Sep-2014	03-Sep-2014	Change	Change %	Previous Week
Open	137-17	137-01	-0-16	-0.4%	138-05
High	137-17	137-25	0-08	0.2%	139-05
Low	137-17	137-01	-0-16	-0.4%	137-31
Close	137-17	137-25	0-08	0.2%	138-30
Range	0-00	0-24	0-24		1-06
ATR	0-15	0-16	0-01	4.0%	0-00
Volume	2	2	0	0.0%	7

Daily Pivots for day following 03-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	139-25	139-17	138-06
R3	139-01	138-25	138-00
R2	138-09	138-09	137-29
R1	138-01	138-01	137-27	138-05
PP	137-17	137-17	137-17	137-19
S1	137-09	137-09	137-23	137-13
S2	136-25	136-25	137-21
S3	136-01	136-17	137-18
S4	135-09	135-25	137-12

Weekly Pivots for week ending 29-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	142-08	141-25	139-19
R3	141-02	140-19	139-08
R2	139-28	139-28	139-05
R1	139-13	139-13	139-01	139-20
PP	138-22	138-22	138-22	138-26
S1	138-07	138-07	138-27	138-14
S2	137-16	137-16	138-23
S3	136-10	137-01	138-20
S4	135-04	135-27	138-09

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	139-05	137-01	2-04	1.5%	0-08	0.2%	35%	False	True	1
10	139-05	137-01	2-04	1.5%	0-05	0.1%	35%	False	True	1
20	139-05	136-04	3-01	2.2%	0-05	0.1%	55%	False	False	1

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-00
Widest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	140-31
2.618	139-24
1.618	139-00
1.000	138-17
0.618	138-08
HIGH	137-25
0.618	137-16
0.500	137-13
0.382	137-10
LOW	137-01
0.618	136-18
1.000	136-09
1.618	135-26
2.618	135-02
4.250	133-27

Fisher Pivots for day following 03-Sep-2014
Pivot	1 day	3 day
R1	137-21	138-00
PP	137-17	137-29
S1	137-13	137-27

Download as Excel Spreadsheet

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

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