ECBOT 30 Year Treasury Bond Future June 2014


Trading Metrics calculated at close of trading on 09-Jan-2014
Day Change Summary
Previous Current
08-Jan-2014 09-Jan-2014 Change Change % Previous Week
Open 127-18 127-11 -0-07 -0.2% 127-11
High 127-18 127-26 0-08 0.2% 127-11
Low 126-27 127-11 0-16 0.4% 126-24
Close 127-07 127-25 0-18 0.4% 127-01
Range 0-23 0-15 -0-08 -34.8% 0-19
ATR 0-18 0-18 0-00 0.3% 0-00
Volume 35 221 186 531.4% 11
Daily Pivots for day following 09-Jan-2014
Classic Woodie Camarilla DeMark
R4 129-02 128-28 128-01
R3 128-19 128-13 127-29
R2 128-04 128-04 127-28
R1 127-30 127-30 127-26 128-01
PP 127-21 127-21 127-21 127-22
S1 127-15 127-15 127-24 127-18
S2 127-06 127-06 127-22
S3 126-23 127-00 127-21
S4 126-08 126-17 127-17
Weekly Pivots for week ending 03-Jan-2014
Classic Woodie Camarilla DeMark
R4 128-26 128-17 127-11
R3 128-07 127-30 127-06
R2 127-20 127-20 127-04
R1 127-11 127-11 127-03 127-06
PP 127-01 127-01 127-01 126-31
S1 126-24 126-24 126-31 126-19
S2 126-14 126-14 126-30
S3 125-27 126-05 126-28
S4 125-08 125-18 126-23
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 127-26 126-24 1-02 0.8% 0-14 0.3% 97% True False 60
10 127-26 126-24 1-02 0.8% 0-10 0.2% 97% True False 34
20 129-30 126-24 3-06 2.5% 0-10 0.2% 32% False False 18
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0-01
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 129-26
2.618 129-01
1.618 128-18
1.000 128-09
0.618 128-03
HIGH 127-26
0.618 127-20
0.500 127-18
0.382 127-17
LOW 127-11
0.618 127-02
1.000 126-28
1.618 126-19
2.618 126-04
4.250 125-11
Fisher Pivots for day following 09-Jan-2014
Pivot 1 day 3 day
R1 127-23 127-20
PP 127-21 127-15
S1 127-18 127-10

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

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