ECBOT 30 Year Treasury Bond Future March 2014


Trading Metrics calculated at close of trading on 26-Dec-2013
Day Change Summary
Previous Current
24-Dec-2013 26-Dec-2013 Change Change % Previous Week
Open 129-15 128-22 -0-25 -0.6% 129-24
High 129-19 128-25 -0-26 -0.6% 130-08
Low 128-18 128-10 -0-08 -0.2% 128-13
Close 128-22 128-16 -0-06 -0.1% 130-03
Range 1-01 0-15 -0-18 -54.5% 1-27
ATR 1-02 1-00 -0-01 -4.0% 0-00
Volume 78,387 51,975 -26,412 -33.7% 1,404,449
Daily Pivots for day following 26-Dec-2013
Classic Woodie Camarilla DeMark
R4 129-30 129-22 128-24
R3 129-15 129-07 128-20
R2 129-00 129-00 128-19
R1 128-24 128-24 128-17 128-20
PP 128-17 128-17 128-17 128-15
S1 128-09 128-09 128-15 128-06
S2 128-02 128-02 128-13
S3 127-19 127-26 128-12
S4 127-04 127-11 128-08
Weekly Pivots for week ending 20-Dec-2013
Classic Woodie Camarilla DeMark
R4 135-04 134-14 131-03
R3 133-09 132-19 130-19
R2 131-14 131-14 130-14
R1 130-24 130-24 130-08 131-03
PP 129-19 129-19 129-19 129-24
S1 128-29 128-29 129-30 129-08
S2 127-24 127-24 129-24
S3 125-29 127-02 129-19
S4 124-02 125-07 129-03
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 131-12 128-10 3-02 2.4% 1-05 0.9% 6% False True 178,149
10 131-12 128-10 3-02 2.4% 1-02 0.8% 6% False True 223,374
20 131-12 128-01 3-11 2.6% 0-31 0.8% 14% False False 249,901
40 134-08 128-01 6-07 4.8% 0-30 0.7% 8% False False 148,412
60 134-08 128-01 6-07 4.8% 0-26 0.6% 8% False False 98,986
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-09
Narrowest range in 30 trading days
Fibonacci Retracements and Extensions
4.250 130-25
2.618 130-00
1.618 129-17
1.000 129-08
0.618 129-02
HIGH 128-25
0.618 128-19
0.500 128-18
0.382 128-16
LOW 128-10
0.618 128-01
1.000 127-27
1.618 127-18
2.618 127-03
4.250 126-10
Fisher Pivots for day following 26-Dec-2013
Pivot 1 day 3 day
R1 128-18 129-27
PP 128-17 129-13
S1 128-16 128-30

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

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