ECBOT 30 Year Treasury Bond Future December 2014


Trading Metrics calculated at close of trading on 07-Jul-2014
Day Change Summary
Previous Current
03-Jul-2014 07-Jul-2014 Change Change % Previous Week
Open 133-01 133-31 0-30 0.7% 135-22
High 133-20 134-13 0-25 0.6% 135-24
Low 133-01 133-31 0-30 0.7% 133-01
Close 133-17 134-08 0-23 0.5% 133-17
Range 0-19 0-14 -0-05 -26.3% 2-23
ATR 0-17 0-18 0-01 4.5% 0-00
Volume 35 10 -25 -71.4% 89
Daily Pivots for day following 07-Jul-2014
Classic Woodie Camarilla DeMark
R4 135-17 135-10 134-16
R3 135-03 134-28 134-12
R2 134-21 134-21 134-11
R1 134-14 134-14 134-09 134-18
PP 134-07 134-07 134-07 134-08
S1 134-00 134-00 134-07 134-04
S2 133-25 133-25 134-05
S3 133-11 133-18 134-04
S4 132-29 133-04 134-00
Weekly Pivots for week ending 04-Jul-2014
Classic Woodie Camarilla DeMark
R4 142-08 140-20 135-01
R3 139-17 137-29 134-09
R2 136-26 136-26 134-01
R1 135-06 135-06 133-25 134-20
PP 134-03 134-03 134-03 133-27
S1 132-15 132-15 133-09 131-30
S2 131-12 131-12 133-01
S3 128-21 129-24 132-25
S4 125-30 127-01 132-01
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 135-24 133-01 2-23 2.0% 0-14 0.3% 45% False False 19
10 135-28 133-01 2-27 2.1% 0-10 0.2% 43% False False 11
20 135-28 133-01 2-27 2.1% 0-07 0.2% 43% False False 7
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 3 trading days
Fibonacci Retracements and Extensions
4.250 136-08
2.618 135-18
1.618 135-04
1.000 134-27
0.618 134-22
HIGH 134-13
0.618 134-08
0.500 134-06
0.382 134-04
LOW 133-31
0.618 133-22
1.000 133-17
1.618 133-08
2.618 132-26
4.250 132-04
Fisher Pivots for day following 07-Jul-2014
Pivot 1 day 3 day
R1 134-07 134-02
PP 134-07 133-29
S1 134-06 133-24

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

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