ECBOT 30 Year Treasury Bond Future June 2014


Trading Metrics calculated at close of trading on 26-Feb-2014
Day Change Summary
Previous Current
25-Feb-2014 26-Feb-2014 Change Change % Previous Week
Open 131-16 132-04 0-20 0.5% 131-15
High 132-07 132-25 0-18 0.4% 132-09
Low 131-14 131-29 0-15 0.4% 130-27
Close 132-04 132-19 0-15 0.4% 131-19
Range 0-25 0-28 0-03 12.0% 1-14
ATR 0-26 0-26 0-00 0.5% 0-00
Volume 276,723 586,684 309,961 112.0% 16,368
Daily Pivots for day following 26-Feb-2014
Classic Woodie Camarilla DeMark
R4 135-02 134-22 133-02
R3 134-06 133-26 132-27
R2 133-10 133-10 132-24
R1 132-30 132-30 132-22 133-04
PP 132-14 132-14 132-14 132-16
S1 132-02 132-02 132-16 132-08
S2 131-18 131-18 132-14
S3 130-22 131-06 132-11
S4 129-26 130-10 132-04
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
5 132-25 130-27 1-30 1.5% 0-27 0.6% 90% True False 221,345
10 132-25 130-16 2-09 1.7% 0-26 0.6% 92% True False 111,350
20 133-15 130-16 2-31 2.2% 0-28 0.7% 71% False False 57,256
40 133-15 126-24 6-23 5.1% 0-24 0.6% 87% False False 28,687
60 133-15 126-24 6-23 5.1% 0-18 0.4% 87% False False 19,126
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0-07
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 136-16
2.618 135-02
1.618 134-06
1.000 133-21
0.618 133-10
HIGH 132-25
0.618 132-14
0.500 132-11
0.382 132-08
LOW 131-29
0.618 131-12
1.000 131-01
1.618 130-16
2.618 129-20
4.250 128-06
Fisher Pivots for day following 26-Feb-2014
Pivot 1 day 3 day
R1 132-16 132-12
PP 132-14 132-06
S1 132-11 131-31

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

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