ECBOT 30 Year Treasury Bond Future June 2014


Trading Metrics calculated at close of trading on 07-Apr-2014
Day Change Summary
Previous Current
04-Apr-2014 07-Apr-2014 Change Change % Previous Week
Open 132-04 133-00 0-28 0.7% 133-13
High 133-03 133-23 0-20 0.5% 133-15
Low 131-21 132-27 1-06 0.9% 131-21
Close 132-31 133-14 0-15 0.4% 132-31
Range 1-14 0-28 -0-18 -39.1% 1-26
ATR 0-31 0-30 0-00 -0.6% 0-00
Volume 437,807 287,242 -150,565 -34.4% 1,589,371
Daily Pivots for day following 07-Apr-2014
Classic Woodie Camarilla DeMark
R4 135-31 135-18 133-29
R3 135-03 134-22 133-22
R2 134-07 134-07 133-19
R1 133-26 133-26 133-17 134-00
PP 133-11 133-11 133-11 133-14
S1 132-30 132-30 133-11 133-04
S2 132-15 132-15 133-09
S3 131-19 132-02 133-06
S4 130-23 131-06 132-31
Weekly Pivots for week ending 04-Apr-2014
Classic Woodie Camarilla DeMark
R4 138-04 137-12 133-31
R3 136-10 135-18 133-15
R2 134-16 134-16 133-10
R1 133-24 133-24 133-04 133-07
PP 132-22 132-22 132-22 132-14
S1 131-30 131-30 132-26 131-13
S2 130-28 130-28 132-20
S3 129-02 130-04 132-15
S4 127-08 128-10 131-31
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 133-23 131-21 2-02 1.5% 0-29 0.7% 86% True False 304,132
10 134-16 131-21 2-27 2.1% 0-30 0.7% 63% False False 316,820
20 134-16 131-00 3-16 2.6% 0-30 0.7% 70% False False 317,710
40 134-16 129-21 4-27 3.6% 0-30 0.7% 78% False False 252,601
60 134-16 127-19 6-29 5.2% 0-29 0.7% 85% False False 168,882
80 134-16 126-24 7-24 5.8% 0-24 0.6% 86% False False 126,666
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 0-05
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 137-14
2.618 136-00
1.618 135-04
1.000 134-19
0.618 134-08
HIGH 133-23
0.618 133-12
0.500 133-09
0.382 133-06
LOW 132-27
0.618 132-10
1.000 131-31
1.618 131-14
2.618 130-18
4.250 129-04
Fisher Pivots for day following 07-Apr-2014
Pivot 1 day 3 day
R1 133-12 133-06
PP 133-11 132-30
S1 133-09 132-22

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

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