ECBOT 30 Year Treasury Bond Future September 2014


Trading Metrics calculated at close of trading on 17-Apr-2014
Day Change Summary
Previous Current
16-Apr-2014 17-Apr-2014 Change Change % Previous Week
Open 133-22 134-10 0-20 0.5% 132-15
High 134-05 134-10 0-05 0.1% 134-01
Low 133-22 133-01 -0-21 -0.5% 132-11
Close 134-03 133-04 -0-31 -0.7% 133-31
Range 0-15 1-09 0-26 173.3% 1-22
ATR 0-19 0-21 0-02 8.1% 0-00
Volume 322 50 -272 -84.5% 191
Daily Pivots for day following 17-Apr-2014
Classic Woodie Camarilla DeMark
R4 137-11 136-16 133-27
R3 136-02 135-07 133-15
R2 134-25 134-25 133-12
R1 133-30 133-30 133-08 133-23
PP 133-16 133-16 133-16 133-12
S1 132-21 132-21 133-00 132-14
S2 132-07 132-07 132-28
S3 130-30 131-12 132-25
S4 129-21 130-03 132-13
Weekly Pivots for week ending 11-Apr-2014
Classic Woodie Camarilla DeMark
R4 138-16 137-30 134-29
R3 136-26 136-08 134-14
R2 135-04 135-04 134-09
R1 134-18 134-18 134-04 134-27
PP 133-14 133-14 133-14 133-19
S1 132-28 132-28 133-26 133-05
S2 131-24 131-24 133-21
S3 130-02 131-06 133-16
S4 128-12 129-16 133-01
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 134-12 133-01 1-11 1.0% 0-22 0.5% 7% False True 195
10 134-12 131-14 2-30 2.2% 0-20 0.5% 57% False False 111
20 134-12 131-00 3-12 2.5% 0-14 0.3% 63% False False 65
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-02
Widest range in 34 trading days
Fibonacci Retracements and Extensions
4.250 139-24
2.618 137-21
1.618 136-12
1.000 135-19
0.618 135-03
HIGH 134-10
0.618 133-26
0.500 133-22
0.382 133-17
LOW 133-01
0.618 132-08
1.000 131-24
1.618 130-31
2.618 129-22
4.250 127-19
Fisher Pivots for day following 17-Apr-2014
Pivot 1 day 3 day
R1 133-22 133-22
PP 133-16 133-16
S1 133-10 133-10

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

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