ECBOT 30 Year Treasury Bond Future March 2014


Trading Metrics calculated at close of trading on 07-Oct-2013
Day Change Summary
Previous Current
04-Oct-2013 07-Oct-2013 Change Change % Previous Week
Open 131-16 131-30 0-14 0.3% 132-12
High 131-16 132-07 0-23 0.5% 132-13
Low 131-16 131-28 0-12 0.3% 131-10
Close 131-16 131-28 0-12 0.3% 131-16
Range 0-00 0-11 0-11 1-03
ATR 0-17 0-18 0-00 2.3% 0-00
Volume 19 102 83 436.8% 182
Daily Pivots for day following 07-Oct-2013
Classic Woodie Camarilla DeMark
R4 133-01 132-25 132-02
R3 132-22 132-14 131-31
R2 132-11 132-11 131-30
R1 132-03 132-03 131-29 132-02
PP 132-00 132-00 132-00 131-31
S1 131-24 131-24 131-27 131-22
S2 131-21 131-21 131-26
S3 131-10 131-13 131-25
S4 130-31 131-02 131-22
Weekly Pivots for week ending 04-Oct-2013
Classic Woodie Camarilla DeMark
R4 135-01 134-11 132-03
R3 133-30 133-08 131-26
R2 132-27 132-27 131-22
R1 132-05 132-05 131-19 131-30
PP 131-24 131-24 131-24 131-20
S1 131-02 131-02 131-13 130-28
S2 130-21 130-21 131-10
S3 129-18 129-31 131-06
S4 128-15 128-28 130-29
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 132-13 131-10 1-03 0.8% 0-09 0.2% 51% False False 56
10 132-13 131-10 1-03 0.8% 0-11 0.3% 51% False False 42
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
4.250 133-22
2.618 133-04
1.618 132-25
1.000 132-18
0.618 132-14
HIGH 132-07
0.618 132-03
0.500 132-02
0.382 132-00
LOW 131-28
0.618 131-21
1.000 131-17
1.618 131-10
2.618 130-31
4.250 130-13
Fisher Pivots for day following 07-Oct-2013
Pivot 1 day 3 day
R1 132-02 131-29
PP 132-00 131-29
S1 131-30 131-28

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

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