ECBOT 30 Year Treasury Bond Future March 2014


Trading Metrics calculated at close of trading on 29-Oct-2013
Day Change Summary
Previous Current
28-Oct-2013 29-Oct-2013 Change Change % Previous Week
Open 133-21 133-19 -0-02 0.0% 132-18
High 133-26 133-29 0-03 0.1% 134-08
Low 133-17 133-13 -0-04 -0.1% 132-08
Close 133-25 133-26 0-01 0.0% 133-29
Range 0-09 0-16 0-07 77.8% 2-00
ATR 0-21 0-21 0-00 -1.8% 0-00
Volume 79 46 -33 -41.8% 1,634
Daily Pivots for day following 29-Oct-2013
Classic Woodie Camarilla DeMark
R4 135-07 135-00 134-03
R3 134-23 134-16 133-30
R2 134-07 134-07 133-29
R1 134-00 134-00 133-27 134-04
PP 133-23 133-23 133-23 133-24
S1 133-16 133-16 133-25 133-20
S2 133-07 133-07 133-23
S3 132-23 133-00 133-22
S4 132-07 132-16 133-17
Weekly Pivots for week ending 25-Oct-2013
Classic Woodie Camarilla DeMark
R4 139-15 138-22 135-00
R3 137-15 136-22 134-15
R2 135-15 135-15 134-09
R1 134-22 134-22 134-03 135-02
PP 133-15 133-15 133-15 133-21
S1 132-22 132-22 133-23 133-02
S2 131-15 131-15 133-17
S3 129-15 130-22 133-11
S4 127-15 128-22 132-26
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 134-08 133-13 0-27 0.6% 0-15 0.3% 48% False True 233
10 134-08 130-11 3-29 2.9% 0-23 0.5% 89% False False 205
20 134-08 130-11 3-29 2.9% 0-18 0.4% 89% False False 135
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-04
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 136-01
2.618 135-07
1.618 134-23
1.000 134-13
0.618 134-07
HIGH 133-29
0.618 133-23
0.500 133-21
0.382 133-19
LOW 133-13
0.618 133-03
1.000 132-29
1.618 132-19
2.618 132-03
4.250 131-09
Fisher Pivots for day following 29-Oct-2013
Pivot 1 day 3 day
R1 133-24 133-25
PP 133-23 133-24
S1 133-21 133-22

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

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