ECBOT 30 Year Treasury Bond Future December 2014


Trading Metrics calculated at close of trading on 16-Jul-2014
Day Change Summary
Previous Current
15-Jul-2014 16-Jul-2014 Change Change % Previous Week
Open 135-14 135-21 0-07 0.2% 133-31
High 135-27 135-25 -0-02 0.0% 136-05
Low 135-02 135-09 0-07 0.2% 133-31
Close 135-16 135-23 0-07 0.2% 135-29
Range 0-25 0-16 -0-09 -36.0% 2-06
ATR 0-19 0-19 0-00 -1.3% 0-00
Volume 109 191 82 75.2% 281
Daily Pivots for day following 16-Jul-2014
Classic Woodie Camarilla DeMark
R4 137-03 136-29 136-00
R3 136-19 136-13 135-27
R2 136-03 136-03 135-26
R1 135-29 135-29 135-24 136-00
PP 135-19 135-19 135-19 135-20
S1 135-13 135-13 135-22 135-16
S2 135-03 135-03 135-20
S3 134-19 134-29 135-19
S4 134-03 134-13 135-14
Weekly Pivots for week ending 11-Jul-2014
Classic Woodie Camarilla DeMark
R4 141-29 141-03 137-04
R3 139-23 138-29 136-16
R2 137-17 137-17 136-10
R1 136-23 136-23 136-03 137-04
PP 135-11 135-11 135-11 135-18
S1 134-17 134-17 135-23 134-30
S2 133-05 133-05 135-16
S3 130-31 132-11 135-10
S4 128-25 130-05 134-22
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 136-05 135-02 1-03 0.8% 0-19 0.4% 60% False False 102
10 136-05 133-01 3-04 2.3% 0-20 0.5% 86% False False 75
20 136-05 133-01 3-04 2.3% 0-13 0.3% 86% False False 41
40 136-25 133-01 3-24 2.8% 0-09 0.2% 72% False False 21
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 0-03
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 137-29
2.618 137-03
1.618 136-19
1.000 136-09
0.618 136-03
HIGH 135-25
0.618 135-19
0.500 135-17
0.382 135-15
LOW 135-09
0.618 134-31
1.000 134-25
1.618 134-15
2.618 133-31
4.250 133-05
Fisher Pivots for day following 16-Jul-2014
Pivot 1 day 3 day
R1 135-21 135-20
PP 135-19 135-18
S1 135-17 135-15

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

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