ECBOT 30 Year Treasury Bond Future March 2014


Trading Metrics calculated at close of trading on 10-Oct-2013
Day Change Summary
Previous Current
09-Oct-2013 10-Oct-2013 Change Change % Previous Week
Open 131-22 130-27 -0-27 -0.6% 132-12
High 131-22 131-07 -0-15 -0.4% 132-13
Low 131-13 130-20 -0-25 -0.6% 131-10
Close 131-21 131-07 -0-14 -0.3% 131-16
Range 0-09 0-19 0-10 111.1% 1-03
ATR 0-17 0-18 0-01 6.7% 0-00
Volume 2 3 1 50.0% 182
Daily Pivots for day following 10-Oct-2013
Classic Woodie Camarilla DeMark
R4 132-26 132-19 131-17
R3 132-07 132-00 131-12
R2 131-20 131-20 131-10
R1 131-13 131-13 131-09 131-16
PP 131-01 131-01 131-01 131-02
S1 130-26 130-26 131-05 130-30
S2 130-14 130-14 131-04
S3 129-27 130-07 131-02
S4 129-08 129-20 130-29
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
5 132-07 130-20 1-19 1.2% 0-09 0.2% 37% False True 97
10 132-13 130-20 1-25 1.4% 0-11 0.3% 33% False True 66
20 132-13 128-25 3-20 2.8% 0-08 0.2% 67% False False 50
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-02
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 133-24
2.618 132-25
1.618 132-06
1.000 131-26
0.618 131-19
HIGH 131-07
0.618 131-00
0.500 130-30
0.382 130-27
LOW 130-20
0.618 130-08
1.000 130-01
1.618 129-21
2.618 129-02
4.250 128-03
Fisher Pivots for day following 10-Oct-2013
Pivot 1 day 3 day
R1 131-04 131-12
PP 131-01 131-10
S1 130-30 131-09

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

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