ECBOT 30 Year Treasury Bond Future September 2014

Trading Metrics calculated at close of trading on 28-Jul-2014

Day Change Summary
	Previous	Current
	25-Jul-2014	28-Jul-2014	Change	Change %	Previous Week
Open	137-31	138-22	0-23	0.5%	138-03
High	138-24	138-25	0-01	0.0%	138-27
Low	137-25	138-07	0-14	0.3%	137-21
Close	138-21	138-09	-0-12	-0.3%	138-21
Range	0-31	0-18	-0-13	-41.9%	1-06
ATR	0-29	0-28	-0-01	-2.7%	0-00
Volume	268,051	257,419	-10,632	-4.0%	1,289,318

Daily Pivots for day following 28-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	140-04	139-24	138-19
R3	139-18	139-06	138-14
R2	139-00	139-00	138-12
R1	138-20	138-20	138-11	138-17
PP	138-14	138-14	138-14	138-12
S1	138-02	138-02	138-07	137-31
S2	137-28	137-28	138-06
S3	137-10	137-16	138-04
S4	136-24	136-30	137-31

Weekly Pivots for week ending 25-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	141-30	141-16	139-10
R3	140-24	140-10	138-31
R2	139-18	139-18	138-28
R1	139-04	139-04	138-24	139-11
PP	138-12	138-12	138-12	138-16
S1	137-30	137-30	138-18	138-05
S2	137-06	137-06	138-14
S3	136-00	136-24	138-11
S4	134-26	135-18	138-00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	138-27	137-21	1-06	0.9%	0-23	0.5%	53%	False	False	262,386
10	138-27	136-17	2-10	1.7%	0-27	0.6%	76%	False	False	284,272
20	138-27	134-11	4-16	3.3%	0-28	0.6%	88%	False	False	280,130
40	138-27	134-11	4-16	3.3%	0-30	0.7%	88%	False	False	304,843
60	138-27	133-23	5-04	3.7%	0-30	0.7%	89%	False	False	227,906
80	138-27	131-11	7-16	5.4%	0-27	0.6%	93%	False	False	170,994
100	138-27	129-29	8-30	6.5%	0-23	0.5%	94%	False	False	136,797

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	True
Bear Hook	False
Bull Hook	False
Stretch	0-06
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	141-06
2.618	140-08
1.618	139-22
1.000	139-11
0.618	139-04
HIGH	138-25
0.618	138-18
0.500	138-16
0.382	138-14
LOW	138-07
0.618	137-28
1.000	137-21
1.618	137-10
2.618	136-24
4.250	135-26

Fisher Pivots for day following 28-Jul-2014
Pivot	1 day	3 day
R1	138-16	138-08
PP	138-14	138-08
S1	138-11	138-07

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols