ECBOT 30 Year Treasury Bond Future March 2014


Trading Metrics calculated at close of trading on 13-Nov-2013
Day Change Summary
Previous Current
12-Nov-2013 13-Nov-2013 Change Change % Previous Week
Open 129-30 129-30 0-00 0.0% 132-06
High 130-06 130-28 0-22 0.5% 132-25
Low 129-24 129-30 0-06 0.1% 130-06
Close 130-02 130-15 0-13 0.3% 130-10
Range 0-14 0-30 0-16 114.3% 2-19
ATR 0-26 0-26 0-00 1.2% 0-00
Volume 1,507 6,670 5,163 342.6% 12,499
Daily Pivots for day following 13-Nov-2013
Classic Woodie Camarilla DeMark
R4 133-08 132-25 131-00
R3 132-10 131-27 130-23
R2 131-12 131-12 130-20
R1 130-29 130-29 130-18 131-04
PP 130-14 130-14 130-14 130-17
S1 129-31 129-31 130-12 130-06
S2 129-16 129-16 130-10
S3 128-18 129-01 130-07
S4 127-20 128-03 129-30
Weekly Pivots for week ending 08-Nov-2013
Classic Woodie Camarilla DeMark
R4 138-28 137-06 131-24
R3 136-09 134-19 131-01
R2 133-22 133-22 130-25
R1 132-00 132-00 130-18 131-18
PP 131-03 131-03 131-03 130-28
S1 129-13 129-13 130-02 128-30
S2 128-16 128-16 129-27
S3 125-29 126-26 129-19
S4 123-10 124-07 128-28
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 132-25 129-24 3-01 2.3% 1-01 0.8% 24% False False 3,971
10 133-25 129-24 4-01 3.1% 0-29 0.7% 18% False False 2,742
20 134-08 129-24 4-16 3.4% 0-26 0.6% 16% False False 1,520
40 134-08 129-24 4-16 3.4% 0-19 0.5% 16% False False 785
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 0-04
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 134-28
2.618 133-11
1.618 132-13
1.000 131-26
0.618 131-15
HIGH 130-28
0.618 130-17
0.500 130-13
0.382 130-09
LOW 129-30
0.618 129-11
1.000 129-00
1.618 128-13
2.618 127-15
4.250 125-30
Fisher Pivots for day following 13-Nov-2013
Pivot 1 day 3 day
R1 130-14 130-13
PP 130-14 130-12
S1 130-13 130-10

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

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