ECBOT 30 Year Treasury Bond Future March 2015

Trading Metrics calculated at close of trading on 30-Sep-2014

Day Change Summary
	Previous	Current
	29-Sep-2014	30-Sep-2014	Change	Change %	Previous Week
Open	136-09	136-28	0-19	0.4%	135-11
High	137-02	136-30	-0-04	-0.1%	136-19
Low	136-00	136-12	0-12	0.3%	135-10
Close	136-25	136-12	-0-13	-0.3%	136-04
Range	1-02	0-18	-0-16	-47.1%	1-09
ATR	0-20	0-19	0-00	-0.6%	0-00
Volume	34	18	-16	-47.1%	45

Daily Pivots for day following 30-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	138-08	137-28	136-22
R3	137-22	137-10	136-17
R2	137-04	137-04	136-15
R1	136-24	136-24	136-14	136-21
PP	136-18	136-18	136-18	136-16
S1	136-06	136-06	136-10	136-03
S2	136-00	136-00	136-09
S3	135-14	135-20	136-07
S4	134-28	135-02	136-02

Weekly Pivots for week ending 26-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	139-27	139-09	136-27
R3	138-18	138-00	136-15
R2	137-09	137-09	136-12
R1	136-23	136-23	136-08	137-00
PP	136-00	136-00	136-00	136-05
S1	135-14	135-14	136-00	135-23
S2	134-23	134-23	135-28
S3	133-14	134-05	135-25
S4	132-05	132-28	135-13

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	137-02	135-10	1-24	1.3%	0-26	0.6%	61%	False	False	16
10	137-02	134-00	3-02	2.2%	0-20	0.5%	78%	False	False	10
20	137-25	134-00	3-25	2.8%	0-13	0.3%	63%	False	False	6
40	139-05	134-00	5-05	3.8%	0-08	0.2%	46%	False	False	3

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-02
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	139-10
2.618	138-13
1.618	137-27
1.000	137-16
0.618	137-09
HIGH	136-30
0.618	136-23
0.500	136-21
0.382	136-19
LOW	136-12
0.618	136-01
1.000	135-26
1.618	135-15
2.618	134-29
4.250	134-00

Fisher Pivots for day following 30-Sep-2014
Pivot	1 day	3 day
R1	136-21	136-13
PP	136-18	136-13
S1	136-15	136-12

Download as Excel Spreadsheet

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

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