ECBOT 30 Year Treasury Bond Future September 2014

Trading Metrics calculated at close of trading on 18-Aug-2014

Day Change Summary
	Previous	Current
	15-Aug-2014	18-Aug-2014	Change	Change %	Previous Week
Open	140-01	140-31	0-30	0.7%	139-09
High	141-21	141-01	-0-20	-0.4%	141-21
Low	139-29	140-00	0-03	0.1%	138-16
Close	141-01	140-05	-0-28	-0.6%	141-01
Range	1-24	1-01	-0-23	-41.1%	3-05
ATR	1-00	1-00	0-00	0.1%	0-00
Volume	512,939	250,946	-261,993	-51.1%	1,848,446

Daily Pivots for day following 18-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	143-16	142-27	140-23
R3	142-15	141-26	140-14
R2	141-14	141-14	140-11
R1	140-25	140-25	140-08	140-19
PP	140-13	140-13	140-13	140-10
S1	139-24	139-24	140-02	139-18
S2	139-12	139-12	139-31
S3	138-11	138-23	139-28
S4	137-10	137-22	139-19

Weekly Pivots for week ending 15-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	149-28	148-19	142-25
R3	146-23	145-14	141-29
R2	143-18	143-18	141-20
R1	142-09	142-09	141-10	142-30
PP	140-13	140-13	140-13	140-23
S1	139-04	139-04	140-24	139-24
S2	137-08	137-08	140-14
S3	134-03	135-31	140-05
S4	130-30	132-26	139-09

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	141-21	138-16	3-05	2.3%	1-03	0.8%	52%	False	False	370,426
10	141-21	137-18	4-03	2.9%	1-01	0.7%	63%	False	False	364,718
20	141-21	136-14	5-07	3.7%	1-00	0.7%	71%	False	False	357,903
40	141-21	134-11	7-10	5.2%	0-30	0.7%	79%	False	False	320,356
60	141-21	134-11	7-10	5.2%	0-31	0.7%	79%	False	False	323,730
80	141-21	133-02	8-19	6.1%	0-31	0.7%	83%	False	False	244,043
100	141-21	131-00	10-21	7.6%	0-28	0.6%	86%	False	False	195,257

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-06
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	145-13
2.618	143-23
1.618	142-22
1.000	142-02
0.618	141-21
HIGH	141-01
0.618	140-20
0.500	140-16
0.382	140-13
LOW	140-00
0.618	139-12
1.000	138-31
1.618	138-11
2.618	137-10
4.250	135-20

Fisher Pivots for day following 18-Aug-2014
Pivot	1 day	3 day
R1	140-16	140-14
PP	140-13	140-11
S1	140-09	140-08

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