ECBOT 30 Year Treasury Bond Future September 2014

Trading Metrics calculated at close of trading on 16-Sep-2014

Day Change Summary
	Previous	Current
	15-Sep-2014	16-Sep-2014	Change	Change %	Previous Week
Open	137-15	137-15	0-00	0.0%	139-15
High	137-28	138-04	0-08	0.2%	140-04
Low	137-08	137-12	0-04	0.1%	137-08
Close	137-18	137-15	-0-03	-0.1%	137-09
Range	0-20	0-24	0-04	20.0%	2-28
ATR	0-30	0-30	0-00	-1.5%	0-00
Volume	5,245	9,490	4,245	80.9%	37,046

Daily Pivots for day following 16-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	139-29	139-14	137-28
R3	139-05	138-22	137-22
R2	138-13	138-13	137-19
R1	137-30	137-30	137-17	137-27
PP	137-21	137-21	137-21	137-20
S1	137-06	137-06	137-13	137-03
S2	136-29	136-29	137-11
S3	136-05	136-14	137-08
S4	135-13	135-22	137-02

Weekly Pivots for week ending 12-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	146-27	144-30	138-28
R3	143-31	142-02	138-02
R2	141-03	141-03	137-26
R1	139-06	139-06	137-17	138-22
PP	138-07	138-07	138-07	137-31
S1	136-10	136-10	137-01	135-26
S2	135-11	135-11	136-24
S3	132-15	133-14	136-16
S4	129-19	130-18	135-22

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	139-11	137-08	2-03	1.5%	0-27	0.6%	10%	False	False	7,018
10	140-24	137-08	3-16	2.5%	0-30	0.7%	6%	False	False	14,080
20	141-30	137-08	4-22	3.4%	0-28	0.6%	5%	False	False	187,568
40	141-30	136-14	5-16	4.0%	0-30	0.7%	19%	False	False	272,736
60	141-30	134-11	7-19	5.5%	0-30	0.7%	41%	False	False	276,093
80	141-30	134-11	7-19	5.5%	0-31	0.7%	41%	False	False	289,689
100	141-30	133-02	8-28	6.5%	0-30	0.7%	50%	False	False	232,748
120	141-30	131-00	10-30	8.0%	0-28	0.6%	59%	False	False	193,976

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-07
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	141-10
2.618	140-03
1.618	139-11
1.000	138-28
0.618	138-19
HIGH	138-04
0.618	137-27
0.500	137-24
0.382	137-21
LOW	137-12
0.618	136-29
1.000	136-20
1.618	136-05
2.618	135-13
4.250	134-06

Fisher Pivots for day following 16-Sep-2014
Pivot	1 day	3 day
R1	137-24	137-26
PP	137-21	137-23
S1	137-18	137-19

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