ECBOT 30 Year Treasury Bond Future June 2014


Trading Metrics calculated at close of trading on 05-Mar-2014
Day Change Summary
Previous Current
04-Mar-2014 05-Mar-2014 Change Change % Previous Week
Open 133-23 132-08 -1-15 -1.1% 131-19
High 133-24 132-21 -1-03 -0.8% 133-10
Low 132-06 132-03 -0-03 -0.1% 131-05
Close 132-13 132-12 -0-01 0.0% 133-02
Range 1-18 0-18 -1-00 -64.0% 2-05
ATR 0-28 0-28 -0-01 -2.6% 0-00
Volume 306,675 262,227 -44,448 -14.5% 1,865,923
Daily Pivots for day following 05-Mar-2014
Classic Woodie Camarilla DeMark
R4 134-02 133-25 132-22
R3 133-16 133-07 132-17
R2 132-30 132-30 132-15
R1 132-21 132-21 132-14 132-26
PP 132-12 132-12 132-12 132-14
S1 132-03 132-03 132-10 132-08
S2 131-26 131-26 132-09
S3 131-08 131-17 132-07
S4 130-22 130-31 132-02
Weekly Pivots for week ending 28-Feb-2014
Classic Woodie Camarilla DeMark
R4 138-31 138-06 134-08
R3 136-26 136-01 133-21
R2 134-21 134-21 133-15
R1 133-28 133-28 133-08 134-08
PP 132-16 132-16 132-16 132-23
S1 131-23 131-23 132-28 132-04
S2 130-11 130-11 132-21
S3 128-06 129-18 132-15
S4 126-01 127-13 131-28
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 134-01 132-03 1-30 1.5% 0-28 0.7% 15% False True 351,173
10 134-01 130-27 3-06 2.4% 0-28 0.6% 48% False False 286,259
20 134-01 130-16 3-17 2.7% 0-27 0.6% 53% False False 144,164
40 134-01 126-27 7-06 5.4% 0-26 0.6% 77% False False 72,582
60 134-01 126-24 7-09 5.5% 0-20 0.5% 77% False False 48,390
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-07
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 135-02
2.618 134-04
1.618 133-18
1.000 133-07
0.618 133-00
HIGH 132-21
0.618 132-14
0.500 132-12
0.382 132-10
LOW 132-03
0.618 131-24
1.000 131-17
1.618 131-06
2.618 130-20
4.250 129-22
Fisher Pivots for day following 05-Mar-2014
Pivot 1 day 3 day
R1 132-12 133-02
PP 132-12 132-27
S1 132-12 132-19

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

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