ECBOT 30 Year Treasury Bond Future December 2014


Trading Metrics calculated at close of trading on 25-Jun-2014
Day Change Summary
Previous Current
24-Jun-2014 25-Jun-2014 Change Change % Previous Week
Open 134-11 135-00 0-21 0.5% 134-21
High 134-16 135-00 0-16 0.4% 134-21
Low 134-11 135-00 0-21 0.5% 133-24
Close 134-16 135-00 0-16 0.4% 134-00
Range 0-05 0-00 -0-05 -100.0% 0-29
ATR 0-14 0-14 0-00 1.1% 0-00
Volume 1 2 1 100.0% 9
Daily Pivots for day following 25-Jun-2014
Classic Woodie Camarilla DeMark
R4 135-00 135-00 135-00
R3 135-00 135-00 135-00
R2 135-00 135-00 135-00
R1 135-00 135-00 135-00 135-00
PP 135-00 135-00 135-00 135-00
S1 135-00 135-00 135-00 135-00
S2 135-00 135-00 135-00
S3 135-00 135-00 135-00
S4 135-00 135-00 135-00
Weekly Pivots for week ending 20-Jun-2014
Classic Woodie Camarilla DeMark
R4 136-27 136-11 134-16
R3 135-30 135-14 134-08
R2 135-01 135-01 134-05
R1 134-17 134-17 134-03 134-10
PP 134-04 134-04 134-04 134-01
S1 133-20 133-20 133-29 133-14
S2 133-07 133-07 133-27
S3 132-10 132-23 133-24
S4 131-13 131-26 133-16
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 135-00 133-30 1-02 0.8% 0-04 0.1% 100% True False 1
10 135-00 133-24 1-08 0.9% 0-04 0.1% 100% True False 1
20 136-25 133-20 3-05 2.3% 0-04 0.1% 44% False False 2
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 False
Bear Hook False
Bull Hook False
Stretch 0-00
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 135-00
2.618 135-00
1.618 135-00
1.000 135-00
0.618 135-00
HIGH 135-00
0.618 135-00
0.500 135-00
0.382 135-00
LOW 135-00
0.618 135-00
1.000 135-00
1.618 135-00
2.618 135-00
4.250 135-00
Fisher Pivots for day following 25-Jun-2014
Pivot 1 day 3 day
R1 135-00 134-27
PP 135-00 134-22
S1 135-00 134-16

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

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