ECBOT 30 Year Treasury Bond Future September 2014


Trading Metrics calculated at close of trading on 23-Apr-2014
Day Change Summary
Previous Current
22-Apr-2014 23-Apr-2014 Change Change % Previous Week
Open 133-00 133-13 0-13 0.3% 134-02
High 133-05 133-25 0-20 0.5% 134-12
Low 132-24 133-13 0-21 0.5% 133-01
Close 133-05 133-23 0-18 0.4% 133-04
Range 0-13 0-12 -0-01 -7.7% 1-11
ATR 0-20 0-20 0-00 0.0% 0-00
Volume 377 466 89 23.6% 923
Daily Pivots for day following 23-Apr-2014
Classic Woodie Camarilla DeMark
R4 134-24 134-20 133-30
R3 134-12 134-08 133-26
R2 134-00 134-00 133-25
R1 133-28 133-28 133-24 133-30
PP 133-20 133-20 133-20 133-22
S1 133-16 133-16 133-22 133-18
S2 133-08 133-08 133-21
S3 132-28 133-04 133-20
S4 132-16 132-24 133-16
Weekly Pivots for week ending 18-Apr-2014
Classic Woodie Camarilla DeMark
R4 137-17 136-22 133-28
R3 136-06 135-11 133-16
R2 134-27 134-27 133-12
R1 134-00 134-00 133-08 133-24
PP 133-16 133-16 133-16 133-12
S1 132-21 132-21 133-00 132-13
S2 132-05 132-05 132-28
S3 130-26 131-10 132-24
S4 129-15 129-31 132-12
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 134-10 132-24 1-18 1.2% 0-20 0.5% 62% False False 262
10 134-12 132-12 2-00 1.5% 0-19 0.4% 67% False False 197
20 134-12 131-00 3-12 2.5% 0-16 0.4% 81% False False 110
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-03
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 135-12
2.618 134-24
1.618 134-12
1.000 134-05
0.618 134-00
HIGH 133-25
0.618 133-20
0.500 133-19
0.382 133-18
LOW 133-13
0.618 133-06
1.000 133-01
1.618 132-26
2.618 132-14
4.250 131-26
Fisher Pivots for day following 23-Apr-2014
Pivot 1 day 3 day
R1 133-22 133-18
PP 133-20 133-13
S1 133-19 133-08

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

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