ECBOT 30 Year Treasury Bond Future June 2014


Trading Metrics calculated at close of trading on 12-Feb-2014
Day Change Summary
Previous Current
11-Feb-2014 12-Feb-2014 Change Change % Previous Week
Open 131-26 131-10 -0-16 -0.4% 132-04
High 131-26 131-10 -0-16 -0.4% 133-15
Low 130-31 130-16 -0-15 -0.4% 131-09
Close 131-10 130-23 -0-19 -0.5% 131-25
Range 0-27 0-26 -0-01 -3.7% 2-06
ATR 0-26 0-26 0-00 0.1% 0-00
Volume 3,711 461 -3,250 -87.6% 16,431
Daily Pivots for day following 12-Feb-2014
Classic Woodie Camarilla DeMark
R4 133-09 132-26 131-05
R3 132-15 132-00 130-30
R2 131-21 131-21 130-28
R1 131-06 131-06 130-25 131-00
PP 130-27 130-27 130-27 130-24
S1 130-12 130-12 130-21 130-06
S2 130-01 130-01 130-18
S3 129-07 129-18 130-16
S4 128-13 128-24 130-09
Weekly Pivots for week ending 07-Feb-2014
Classic Woodie Camarilla DeMark
R4 138-24 137-14 133-00
R3 136-18 135-08 132-12
R2 134-12 134-12 132-06
R1 133-02 133-02 131-31 132-20
PP 132-06 132-06 132-06 131-30
S1 130-28 130-28 131-19 130-14
S2 130-00 130-00 131-12
S3 127-26 128-22 131-06
S4 125-20 126-16 130-18
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 132-15 130-16 1-31 1.5% 0-25 0.6% 11% False True 2,120
10 133-15 130-16 2-31 2.3% 0-28 0.7% 7% False True 3,117
20 133-15 128-18 4-29 3.8% 0-26 0.6% 44% False False 1,683
40 133-15 126-24 6-23 5.1% 0-20 0.5% 59% False False 862
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 0-04
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 134-24
2.618 133-14
1.618 132-20
1.000 132-04
0.618 131-26
HIGH 131-10
0.618 131-00
0.500 130-29
0.382 130-26
LOW 130-16
0.618 130-00
1.000 129-22
1.618 129-06
2.618 128-12
4.250 127-02
Fisher Pivots for day following 12-Feb-2014
Pivot 1 day 3 day
R1 130-29 131-06
PP 130-27 131-01
S1 130-25 130-28

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

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