ECBOT 30 Year Treasury Bond Future June 2014


Trading Metrics calculated at close of trading on 09-Apr-2014
Day Change Summary
Previous Current
08-Apr-2014 09-Apr-2014 Change Change % Previous Week
Open 133-13 133-20 0-07 0.2% 133-13
High 133-25 133-22 -0-03 -0.1% 133-15
Low 133-04 133-05 0-01 0.0% 131-21
Close 133-21 133-14 -0-07 -0.2% 132-31
Range 0-21 0-17 -0-04 -19.0% 1-26
ATR 0-30 0-29 -0-01 -3.1% 0-00
Volume 264,574 290,080 25,506 9.6% 1,589,371
Daily Pivots for day following 09-Apr-2014
Classic Woodie Camarilla DeMark
R4 135-01 134-24 133-23
R3 134-16 134-07 133-19
R2 133-31 133-31 133-17
R1 133-22 133-22 133-16 133-18
PP 133-14 133-14 133-14 133-12
S1 133-05 133-05 133-12 133-01
S2 132-29 132-29 133-11
S3 132-12 132-20 133-09
S4 131-27 132-03 133-05
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
5 133-25 131-21 2-04 1.6% 0-26 0.6% 84% False False 300,476
10 134-16 131-21 2-27 2.1% 0-28 0.7% 63% False False 314,311
20 134-16 131-21 2-27 2.1% 0-30 0.7% 63% False False 317,438
40 134-16 129-21 4-27 3.6% 0-30 0.7% 78% False False 266,347
60 134-16 128-18 5-30 4.4% 0-28 0.7% 82% False False 178,121
80 134-16 126-24 7-24 5.8% 0-24 0.6% 86% False False 133,599
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-05
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 135-30
2.618 135-03
1.618 134-18
1.000 134-07
0.618 134-01
HIGH 133-22
0.618 133-16
0.500 133-14
0.382 133-11
LOW 133-05
0.618 132-26
1.000 132-20
1.618 132-09
2.618 131-24
4.250 130-29
Fisher Pivots for day following 09-Apr-2014
Pivot 1 day 3 day
R1 133-14 133-13
PP 133-14 133-11
S1 133-14 133-10

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

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