ECBOT 30 Year Treasury Bond Future September 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 131-14 132-15 1-01 0.8% 132-02
High 132-06 132-28 0-22 0.5% 132-10
Low 131-14 132-15 1-01 0.8% 131-00
Close 132-04 132-19 0-15 0.4% 132-04
Range 0-24 0-13 -0-11 -45.8% 1-10
ATR 0-19 0-19 0-00 1.9% 0-00
Volume 2 17 15 750.0% 130
Daily Pivots for day following 07-Apr-2014
Classic Woodie Camarilla DeMark
R4 133-28 133-20 132-26
R3 133-15 133-07 132-23
R2 133-02 133-02 132-21
R1 132-26 132-26 132-20 132-30
PP 132-21 132-21 132-21 132-22
S1 132-13 132-13 132-18 132-17
S2 132-08 132-08 132-17
S3 131-27 132-00 132-15
S4 131-14 131-19 132-12
Weekly Pivots for week ending 04-Apr-2014
Classic Woodie Camarilla DeMark
R4 135-24 135-08 132-27
R3 134-14 133-30 132-16
R2 133-04 133-04 132-12
R1 132-20 132-20 132-08 132-28
PP 131-26 131-26 131-26 131-30
S1 131-10 131-10 132-00 131-18
S2 130-16 130-16 131-28
S3 129-06 130-00 131-24
S4 127-28 128-22 131-13
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 132-28 131-00 1-28 1.4% 0-09 0.2% 85% True False 29
10 133-11 131-00 2-11 1.8% 0-11 0.3% 68% False False 20
20 133-11 130-07 3-04 2.4% 0-06 0.1% 76% False False 10
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 0-01
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 134-19
2.618 133-30
1.618 133-17
1.000 133-09
0.618 133-04
HIGH 132-28
0.618 132-23
0.500 132-22
0.382 132-20
LOW 132-15
0.618 132-07
1.000 132-02
1.618 131-26
2.618 131-13
4.250 130-24
Fisher Pivots for day following 07-Apr-2014
Pivot 1 day 3 day
R1 132-22 132-14
PP 132-21 132-09
S1 132-20 132-04

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

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