ECBOT 30 Year Treasury Bond Future June 2014


Trading Metrics calculated at close of trading on 13-Mar-2014
Day Change Summary
Previous Current
12-Mar-2014 13-Mar-2014 Change Change % Previous Week
Open 131-13 132-01 0-20 0.5% 133-17
High 132-12 133-15 1-03 0.8% 134-01
Low 131-11 131-25 0-14 0.3% 130-21
Close 132-05 133-10 1-05 0.9% 131-05
Range 1-01 1-22 0-21 63.6% 3-12
ATR 0-30 1-00 0-02 5.7% 0-00
Volume 320,744 490,345 169,601 52.9% 1,622,832
Daily Pivots for day following 13-Mar-2014
Classic Woodie Camarilla DeMark
R4 137-29 137-10 134-08
R3 136-07 135-20 133-25
R2 134-17 134-17 133-20
R1 133-30 133-30 133-15 134-08
PP 132-27 132-27 132-27 133-00
S1 132-08 132-08 133-05 132-18
S2 131-05 131-05 133-00
S3 129-15 130-18 132-27
S4 127-25 128-28 132-12
Weekly Pivots for week ending 07-Mar-2014
Classic Woodie Camarilla DeMark
R4 142-02 140-00 133-00
R3 138-22 136-20 132-03
R2 135-10 135-10 131-25
R1 133-08 133-08 131-15 132-19
PP 131-30 131-30 131-30 131-20
S1 129-28 129-28 130-27 129-07
S2 128-18 128-18 130-17
S3 125-06 126-16 130-07
S4 121-26 123-04 129-10
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 133-15 129-21 3-26 2.9% 1-10 1.0% 96% True False 331,683
10 134-01 129-21 4-12 3.3% 1-03 0.8% 84% False False 330,711
20 134-01 129-21 4-12 3.3% 0-31 0.7% 84% False False 239,751
40 134-01 128-18 5-15 4.1% 0-29 0.7% 87% False False 120,717
60 134-01 126-24 7-09 5.5% 0-24 0.6% 90% False False 80,492
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-05
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 140-20
2.618 137-28
1.618 136-06
1.000 135-05
0.618 134-16
HIGH 133-15
0.618 132-26
0.500 132-20
0.382 132-14
LOW 131-25
0.618 130-24
1.000 130-03
1.618 129-02
2.618 127-12
4.250 124-20
Fisher Pivots for day following 13-Mar-2014
Pivot 1 day 3 day
R1 133-03 132-30
PP 132-27 132-19
S1 132-20 132-08

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

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