ECBOT 30 Year Treasury Bond Future March 2015

Trading Metrics calculated at close of trading on 23-Sep-2014

Day Change Summary
	Previous	Current
	22-Sep-2014	23-Sep-2014	Change	Change %	Previous Week
Open	135-11	135-25	0-14	0.3%	134-18
High	135-15	136-03	0-20	0.5%	135-11
Low	135-11	135-25	0-14	0.3%	134-00
Close	135-14	136-03	0-21	0.5%	135-09
Range	0-04	0-10	0-06	150.0%	1-11
ATR	0-16	0-17	0-00	2.1%	0-00
Volume	10	4	-6	-60.0%	20

Daily Pivots for day following 23-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	136-30	136-26	136-08
R3	136-20	136-16	136-06
R2	136-10	136-10	136-05
R1	136-06	136-06	136-04	136-08
PP	136-00	136-00	136-00	136-00
S1	135-28	135-28	136-02	135-30
S2	135-22	135-22	136-01
S3	135-12	135-18	136-00
S4	135-02	135-08	135-30

Weekly Pivots for week ending 19-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	138-29	138-14	136-01
R3	137-18	137-03	135-21
R2	136-07	136-07	135-17
R1	135-24	135-24	135-13	136-00
PP	134-28	134-28	134-28	135-00
S1	134-13	134-13	135-05	134-20
S2	133-17	133-17	135-01
S3	132-06	133-02	134-29
S4	130-27	131-23	134-17

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	136-03	134-00	2-03	1.5%	0-14	0.3%	100%	True	False	4
10	136-03	134-00	2-03	1.5%	0-10	0.2%	100%	True	False	4
20	139-05	134-00	5-05	3.8%	0-08	0.2%	41%	False	False	2
40	139-05	134-00	5-05	3.8%	0-05	0.1%	41%	False	False	1

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	0-01
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	137-14
2.618	136-29
1.618	136-19
1.000	136-13
0.618	136-09
HIGH	136-03
0.618	135-31
0.500	135-30
0.382	135-29
LOW	135-25
0.618	135-19
1.000	135-15
1.618	135-09
2.618	134-31
4.250	134-14

Fisher Pivots for day following 23-Sep-2014
Pivot	1 day	3 day
R1	136-01	135-24
PP	136-00	135-13
S1	135-30	135-02

Download as Excel Spreadsheet

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

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