ECBOT 30 Year Treasury Bond Future September 2014

Trading Metrics calculated at close of trading on 02-Sep-2014

Day Change Summary
	Previous	Current
	29-Aug-2014	02-Sep-2014	Change	Change %	Previous Week
Open	141-22	141-17	-0-05	-0.1%	140-11
High	141-29	141-18	-0-11	-0.2%	141-30
Low	141-12	140-01	-1-11	-1.0%	140-11
Close	141-17	140-04	-1-13	-1.0%	141-17
Range	0-17	1-17	1-00	188.2%	1-19
ATR	0-29	0-30	0-01	5.1%	0-00
Volume	86,771	77,424	-9,347	-10.8%	2,235,702

Daily Pivots for day following 02-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	145-05	144-06	140-31
R3	143-20	142-21	140-17
R2	142-03	142-03	140-13
R1	141-04	141-04	140-08	140-27
PP	140-18	140-18	140-18	140-14
S1	139-19	139-19	140-00	139-10
S2	139-01	139-01	139-27
S3	137-16	138-02	139-23
S4	135-31	136-17	139-09

Weekly Pivots for week ending 29-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	146-02	145-12	142-13
R3	144-15	143-25	141-31
R2	142-28	142-28	141-26
R1	142-06	142-06	141-22	142-17
PP	141-09	141-09	141-09	141-14
S1	140-19	140-19	141-12	140-30
S2	139-22	139-22	141-08
S3	138-03	139-00	141-03
S4	136-16	137-13	140-21

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	141-30	140-01	1-29	1.4%	0-28	0.6%	5%	False	True	392,425
10	141-30	139-11	2-19	1.9%	0-27	0.6%	30%	False	False	361,057
20	141-30	137-18	4-12	3.1%	0-30	0.7%	59%	False	False	362,887
40	141-30	135-20	6-10	4.5%	0-30	0.7%	71%	False	False	342,332
60	141-30	134-11	7-19	5.4%	0-30	0.7%	76%	False	False	328,251
80	141-30	134-11	7-19	5.4%	0-30	0.7%	76%	False	False	289,006
100	141-30	132-23	9-07	6.6%	0-29	0.7%	80%	False	False	231,360
120	141-30	130-23	11-07	8.0%	0-25	0.6%	84%	False	False	192,803

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-06
Widest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	148-02
2.618	145-18
1.618	144-01
1.000	143-03
0.618	142-16
HIGH	141-18
0.618	140-31
0.500	140-26
0.382	140-20
LOW	140-01
0.618	139-03
1.000	138-16
1.618	137-18
2.618	136-01
4.250	133-17

Fisher Pivots for day following 02-Sep-2014
Pivot	1 day	3 day
R1	140-26	141-00
PP	140-18	140-22
S1	140-11	140-13

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