ECBOT 30 Year Treasury Bond Future June 2014


Trading Metrics calculated at close of trading on 17-Jan-2014
Day Change Summary
Previous Current
16-Jan-2014 17-Jan-2014 Change Change % Previous Week
Open 129-02 129-20 0-18 0.4% 129-09
High 129-22 129-30 0-08 0.2% 129-30
Low 129-00 129-10 0-10 0.2% 128-18
Close 129-18 129-25 0-07 0.2% 129-25
Range 0-22 0-20 -0-02 -9.1% 1-12
ATR 0-20 0-20 0-00 -0.1% 0-00
Volume 91 133 42 46.2% 667
Daily Pivots for day following 17-Jan-2014
Classic Woodie Camarilla DeMark
R4 131-18 131-09 130-04
R3 130-30 130-21 129-30
R2 130-10 130-10 129-29
R1 130-01 130-01 129-27 130-06
PP 129-22 129-22 129-22 129-24
S1 129-13 129-13 129-23 129-18
S2 129-02 129-02 129-21
S3 128-14 128-25 129-20
S4 127-26 128-05 129-14
Weekly Pivots for week ending 17-Jan-2014
Classic Woodie Camarilla DeMark
R4 133-18 133-01 130-17
R3 132-06 131-21 130-05
R2 130-26 130-26 130-01
R1 130-09 130-09 129-29 130-18
PP 129-14 129-14 129-14 129-18
S1 128-29 128-29 129-21 129-06
S2 128-02 128-02 129-17
S3 126-22 127-17 129-13
S4 125-10 126-05 129-01
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 129-30 128-18 1-12 1.1% 0-18 0.4% 89% True False 133
10 129-30 126-27 3-03 2.4% 0-20 0.5% 95% True False 102
20 129-30 126-24 3-06 2.5% 0-15 0.4% 95% True False 54
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 0-02
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 132-19
2.618 131-18
1.618 130-30
1.000 130-18
0.618 130-10
HIGH 129-30
0.618 129-22
0.500 129-20
0.382 129-18
LOW 129-10
0.618 128-30
1.000 128-22
1.618 128-10
2.618 127-22
4.250 126-21
Fisher Pivots for day following 17-Jan-2014
Pivot 1 day 3 day
R1 129-23 129-19
PP 129-22 129-14
S1 129-20 129-08

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

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