ECBOT 30 Year Treasury Bond Future March 2014


Trading Metrics calculated at close of trading on 03-Dec-2013
Day Change Summary
Previous Current
02-Dec-2013 03-Dec-2013 Change Change % Previous Week
Open 130-14 129-27 -0-19 -0.5% 130-18
High 130-18 130-14 -0-04 -0.1% 131-09
Low 129-20 129-22 0-02 0.0% 130-06
Close 129-25 130-06 0-13 0.3% 130-24
Range 0-30 0-24 -0-06 -20.0% 1-03
ATR 0-28 0-28 0-00 -1.1% 0-00
Volume 341,814 237,204 -104,610 -30.6% 1,124,955
Daily Pivots for day following 03-Dec-2013
Classic Woodie Camarilla DeMark
R4 132-11 132-01 130-19
R3 131-19 131-09 130-13
R2 130-27 130-27 130-10
R1 130-17 130-17 130-08 130-22
PP 130-03 130-03 130-03 130-06
S1 129-25 129-25 130-04 129-30
S2 129-11 129-11 130-02
S3 128-19 129-01 129-31
S4 127-27 128-09 129-25
Weekly Pivots for week ending 29-Nov-2013
Classic Woodie Camarilla DeMark
R4 134-01 133-15 131-11
R3 132-30 132-12 131-02
R2 131-27 131-27 130-30
R1 131-09 131-09 130-27 131-18
PP 130-24 130-24 130-24 130-28
S1 130-06 130-06 130-21 130-15
S2 129-21 129-21 130-18
S3 128-18 129-03 130-14
S4 127-15 128-00 130-05
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 131-09 129-20 1-21 1.3% 0-24 0.6% 34% False False 284,348
10 131-26 128-31 2-27 2.2% 0-30 0.7% 43% False False 190,752
20 132-25 128-31 3-26 2.9% 0-29 0.7% 32% False False 97,034
40 134-08 128-31 5-09 4.1% 0-25 0.6% 23% False False 48,704
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-06
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 133-20
2.618 132-13
1.618 131-21
1.000 131-06
0.618 130-29
HIGH 130-14
0.618 130-05
0.500 130-02
0.382 129-31
LOW 129-22
0.618 129-07
1.000 128-30
1.618 128-15
2.618 127-23
4.250 126-16
Fisher Pivots for day following 03-Dec-2013
Pivot 1 day 3 day
R1 130-05 130-07
PP 130-03 130-07
S1 130-02 130-06

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

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