ECBOT 30 Year Treasury Bond Future June 2014

Trading Metrics calculated at close of trading on 27-Dec-2013

Day Change Summary
	Previous	Current
	26-Dec-2013	27-Dec-2013	Change	Change %	Previous Week
Open	127-02	126-28	-0-06	-0.1%	129-00
High	127-02	126-28	-0-06	-0.1%	129-30
Low	127-02	126-27	-0-07	-0.2%	126-27
Close	127-02	126-27	-0-07	-0.2%	126-27
Range	0-00	0-01	0-01		3-03
ATR	0-19	0-19	-0-01	-4.6%	0-00
Volume	15	15	0	0.0%	47

Daily Pivots for day following 27-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	126-30	126-30	126-28
R3	126-29	126-29	126-27
R2	126-28	126-28	126-27
R1	126-28	126-28	126-27	126-28
PP	126-27	126-27	126-27	126-27
S1	126-27	126-27	126-27	126-26
S2	126-26	126-26	126-27
S3	126-25	126-26	126-27
S4	126-24	126-25	126-26

Weekly Pivots for week ending 27-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	137-05	135-03	128-17
R3	134-02	132-00	127-22
R2	130-31	130-31	127-13
R1	128-29	128-29	127-04	128-12
PP	127-28	127-28	127-28	127-20
S1	125-26	125-26	126-18	125-10
S2	124-25	124-25	126-09
S3	121-22	122-23	126-00
S4	118-19	119-20	125-05

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	129-30	126-27	3-03	2.4%	0-12	0.3%	0%	False	True	9
10	129-30	126-27	3-03	2.4%	0-10	0.2%	0%	False	True	5
20	130-07	126-27	3-12	2.7%	0-07	0.2%	0%	False	True	3

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	0-03
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	127-00
2.618	126-31
1.618	126-30
1.000	126-29
0.618	126-29
HIGH	126-28
0.618	126-28
0.500	126-28
0.382	126-27
LOW	126-27
0.618	126-26
1.000	126-26
1.618	126-25
2.618	126-24
4.250	126-23

Fisher Pivots for day following 27-Dec-2013
Pivot	1 day	3 day
R1	126-28	127-02
PP	126-27	126-31
S1	126-27	126-29

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols