ECBOT 30 Year Treasury Bond Future March 2014


Trading Metrics calculated at close of trading on 04-Nov-2013
Day Change Summary
Previous Current
01-Nov-2013 04-Nov-2013 Change Change % Previous Week
Open 133-06 132-06 -1-00 -0.8% 133-21
High 133-06 132-23 -0-15 -0.4% 134-08
Low 132-06 132-06 0-00 0.0% 132-06
Close 132-10 132-17 0-07 0.2% 132-10
Range 1-00 0-17 -0-15 -46.9% 2-02
ATR 0-23 0-23 0-00 -1.9% 0-00
Volume 3,050 610 -2,440 -80.0% 4,534
Daily Pivots for day following 04-Nov-2013
Classic Woodie Camarilla DeMark
R4 134-02 133-27 132-26
R3 133-17 133-10 132-22
R2 133-00 133-00 132-20
R1 132-25 132-25 132-19 132-28
PP 132-15 132-15 132-15 132-17
S1 132-08 132-08 132-15 132-12
S2 131-30 131-30 132-14
S3 131-13 131-23 132-12
S4 130-28 131-06 132-08
Weekly Pivots for week ending 01-Nov-2013
Classic Woodie Camarilla DeMark
R4 139-03 137-25 133-14
R3 137-01 135-23 132-28
R2 134-31 134-31 132-22
R1 133-21 133-21 132-16 133-09
PP 132-29 132-29 132-29 132-24
S1 131-19 131-19 132-04 131-07
S2 130-27 130-27 131-30
S3 128-25 129-17 131-24
S4 126-23 127-15 131-06
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 134-08 132-06 2-02 1.6% 0-24 0.6% 17% False True 1,013
10 134-08 132-06 2-02 1.6% 0-22 0.5% 17% False True 659
20 134-08 130-11 3-29 2.9% 0-22 0.5% 56% False False 374
Crabel Price Patterns
NR True
NR4 True
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 False
Stretch 0-04
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 134-31
2.618 134-04
1.618 133-19
1.000 133-08
0.618 133-02
HIGH 132-23
0.618 132-17
0.500 132-14
0.382 132-12
LOW 132-06
0.618 131-27
1.000 131-21
1.618 131-10
2.618 130-25
4.250 129-30
Fisher Pivots for day following 04-Nov-2013
Pivot 1 day 3 day
R1 132-16 133-00
PP 132-15 132-27
S1 132-14 132-22

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

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