ECBOT 30 Year Treasury Bond Future June 2014


Trading Metrics calculated at close of trading on 24-Feb-2014
Day Change Summary
Previous Current
21-Feb-2014 24-Feb-2014 Change Change % Previous Week
Open 131-08 131-19 0-11 0.3% 131-15
High 131-21 131-25 0-04 0.1% 132-09
Low 130-28 131-05 0-09 0.2% 130-27
Close 131-19 131-11 -0-08 -0.2% 131-19
Range 0-25 0-20 -0-05 -20.0% 1-14
ATR 0-26 0-26 0-00 -1.8% 0-00
Volume 6,973 230,372 223,399 3,203.8% 16,368
Daily Pivots for day following 24-Feb-2014
Classic Woodie Camarilla DeMark
R4 133-10 132-30 131-22
R3 132-22 132-10 131-16
R2 132-02 132-02 131-15
R1 131-22 131-22 131-13 131-18
PP 131-14 131-14 131-14 131-12
S1 131-02 131-02 131-09 130-30
S2 130-26 130-26 131-07
S3 130-06 130-14 131-06
S4 129-18 129-26 131-00
Weekly Pivots for week ending 21-Feb-2014
Classic Woodie Camarilla DeMark
R4 135-28 135-06 132-12
R3 134-14 133-24 132-00
R2 133-00 133-00 131-27
R1 132-10 132-10 131-23 132-21
PP 131-18 131-18 131-18 131-24
S1 130-28 130-28 131-15 131-07
S2 130-04 130-04 131-11
S3 128-22 129-14 131-06
S4 127-08 128-00 130-26
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 132-09 130-27 1-14 1.1% 0-28 0.7% 35% False False 49,348
10 132-09 130-16 1-25 1.4% 0-25 0.6% 47% False False 25,491
20 133-15 130-16 2-31 2.3% 0-28 0.7% 28% False False 14,113
40 133-15 126-24 6-23 5.1% 0-22 0.5% 68% False False 7,103
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0-06
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 134-14
2.618 133-13
1.618 132-25
1.000 132-13
0.618 132-05
HIGH 131-25
0.618 131-17
0.500 131-15
0.382 131-13
LOW 131-05
0.618 130-25
1.000 130-17
1.618 130-05
2.618 129-17
4.250 128-16
Fisher Pivots for day following 24-Feb-2014
Pivot 1 day 3 day
R1 131-15 131-12
PP 131-14 131-12
S1 131-12 131-12

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

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