ECBOT 30 Year Treasury Bond Future September 2014


Trading Metrics calculated at close of trading on 26-Mar-2014
Day Change Summary
Previous Current
25-Mar-2014 26-Mar-2014 Change Change % Previous Week
Open 132-04 132-25 0-21 0.5% 131-17
High 132-04 133-03 0-31 0.7% 131-23
Low 132-04 132-21 0-17 0.4% 130-23
Close 132-04 132-21 0-17 0.4% 131-13
Range 0-00 0-14 0-14 1-00
ATR 0-15 0-16 0-01 7.4% 0-00
Volume 28 20 -8 -28.6% 5
Daily Pivots for day following 26-Mar-2014
Classic Woodie Camarilla DeMark
R4 134-04 133-26 132-29
R3 133-22 133-12 132-25
R2 133-08 133-08 132-24
R1 132-30 132-30 132-22 132-28
PP 132-26 132-26 132-26 132-24
S1 132-16 132-16 132-20 132-14
S2 132-12 132-12 132-18
S3 131-30 132-02 132-17
S4 131-16 131-20 132-13
Weekly Pivots for week ending 21-Mar-2014
Classic Woodie Camarilla DeMark
R4 134-09 133-27 131-31
R3 133-09 132-27 131-22
R2 132-09 132-09 131-19
R1 131-27 131-27 131-16 131-18
PP 131-09 131-09 131-09 131-04
S1 130-27 130-27 131-10 130-18
S2 130-09 130-09 131-07
S3 129-09 129-27 131-04
S4 128-09 128-27 130-27
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 133-03 130-26 2-09 1.7% 0-03 0.1% 81% True False 10
10 133-03 130-23 2-12 1.8% 0-01 0.0% 82% True False 5
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-00
Widest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 134-30
2.618 134-08
1.618 133-26
1.000 133-17
0.618 133-12
HIGH 133-03
0.618 132-30
0.500 132-28
0.382 132-26
LOW 132-21
0.618 132-12
1.000 132-07
1.618 131-30
2.618 131-16
4.250 130-26
Fisher Pivots for day following 26-Mar-2014
Pivot 1 day 3 day
R1 132-28 132-19
PP 132-26 132-17
S1 132-23 132-15

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

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