ECBOT 30 Year Treasury Bond Future June 2015

Trading Metrics calculated at close of trading on 10-Nov-2014

Day Change Summary
	Previous	Current
	07-Nov-2014	10-Nov-2014	Change	Change %	Previous Week
Open	149-07	151-00	1-25	1.2%	150-04
High	150-30	151-00	0-02	0.0%	151-02
Low	149-05	150-02	0-29	0.6%	149-05
Close	150-24	150-02	-0-22	-0.5%	150-24
Range	1-25	0-30	-0-27	-47.4%	1-29
ATR	0-00	1-16	1-16		0-00
Volume	2	12	10	500.0%	24

Daily Pivots for day following 10-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	153-06	152-18	150-18
R3	152-08	151-20	150-10
R2	151-10	151-10	150-08
R1	150-22	150-22	150-05	150-17
PP	150-12	150-12	150-12	150-10
S1	149-24	149-24	149-31	149-19
S2	149-14	149-14	149-28
S3	148-16	148-26	149-26
S4	147-18	147-28	149-18

Weekly Pivots for week ending 07-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	156-01	155-10	151-26
R3	154-04	153-13	151-09
R2	152-07	152-07	151-03
R1	151-16	151-16	150-30	151-28
PP	150-10	150-10	150-10	150-16
S1	149-19	149-19	150-18	149-30
S2	148-13	148-13	150-13
S3	146-16	147-22	150-07
S4	144-19	145-25	149-22

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	151-02	149-05	1-29	1.3%	0-28	0.6%	48%	False	False	7
10	151-02	149-05	1-29	1.3%	0-21	0.4%	48%	False	False	7

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	True
Stretch	0-02
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	155-00
2.618	153-15
1.618	152-17
1.000	151-30
0.618	151-19
HIGH	151-00
0.618	150-21
0.500	150-17
0.382	150-13
LOW	150-02
0.618	149-15
1.000	149-04
1.618	148-17
2.618	147-19
4.250	146-02

Fisher Pivots for day following 10-Nov-2014
Pivot	1 day	3 day
R1	150-17	150-02
PP	150-12	150-02
S1	150-07	150-02

Download as Excel Spreadsheet

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

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