ECBOT 30 Year Treasury Bond Future March 2014


Trading Metrics calculated at close of trading on 02-Jan-2014
Day Change Summary
Previous Current
31-Dec-2013 02-Jan-2014 Change Change % Previous Week
Open 128-26 128-03 -0-23 -0.6% 130-05
High 128-28 128-26 -0-02 0.0% 131-12
Low 127-23 127-27 0-04 0.1% 128-02
Close 128-10 128-20 0-10 0.2% 128-09
Range 1-05 0-31 -0-06 -16.2% 3-10
ATR 1-00 1-00 0-00 -0.2% 0-00
Volume 141,759 175,079 33,320 23.5% 422,066
Daily Pivots for day following 02-Jan-2014
Classic Woodie Camarilla DeMark
R4 131-11 130-30 129-05
R3 130-12 129-31 128-29
R2 129-13 129-13 128-26
R1 129-00 129-00 128-23 129-06
PP 128-14 128-14 128-14 128-17
S1 128-01 128-01 128-17 128-08
S2 127-15 127-15 128-14
S3 126-16 127-02 128-11
S4 125-17 126-03 128-03
Weekly Pivots for week ending 27-Dec-2013
Classic Woodie Camarilla DeMark
R4 139-06 137-01 130-03
R3 135-28 133-23 129-06
R2 132-18 132-18 128-28
R1 130-13 130-13 128-19 129-26
PP 129-08 129-08 129-08 128-30
S1 127-03 127-03 127-31 126-16
S2 125-30 125-30 127-22
S3 122-20 123-25 127-12
S4 119-10 120-15 126-15
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 128-31 127-23 1-08 1.0% 0-27 0.6% 73% False False 120,893
10 131-12 127-23 3-21 2.8% 1-04 0.9% 25% False False 180,567
20 131-12 127-23 3-21 2.8% 1-00 0.8% 25% False False 227,163
40 132-25 127-23 5-02 3.9% 0-31 0.7% 18% False False 162,099
60 134-08 127-23 6-17 5.1% 0-28 0.7% 14% False False 108,190
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 0-08
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 132-30
2.618 131-11
1.618 130-12
1.000 129-25
0.618 129-13
HIGH 128-26
0.618 128-14
0.500 128-10
0.382 128-07
LOW 127-27
0.618 127-08
1.000 126-28
1.618 126-09
2.618 125-10
4.250 123-23
Fisher Pivots for day following 02-Jan-2014
Pivot 1 day 3 day
R1 128-17 128-17
PP 128-14 128-14
S1 128-10 128-11

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

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