ECBOT 30 Year Treasury Bond Future December 2014

Trading Metrics calculated at close of trading on 17-Jul-2014

Day Change Summary
	Previous	Current
	16-Jul-2014	17-Jul-2014	Change	Change %	Previous Week
Open	135-21	135-27	0-06	0.1%	133-31
High	135-25	137-02	1-09	0.9%	136-05
Low	135-09	135-27	0-18	0.4%	133-31
Close	135-23	136-22	0-31	0.7%	135-29
Range	0-16	1-07	0-23	143.8%	2-06
ATR	0-19	0-21	0-02	8.9%	0-00
Volume	191	826	635	332.5%	281

Daily Pivots for day following 17-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	140-06	139-21	137-11
R3	138-31	138-14	137-01
R2	137-24	137-24	136-29
R1	137-07	137-07	136-26	137-16
PP	136-17	136-17	136-17	136-21
S1	136-00	136-00	136-18	136-08
S2	135-10	135-10	136-15
S3	134-03	134-25	136-11
S4	132-28	133-18	136-01

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	137-02	135-02	2-00	1.5%	0-22	0.5%	81%	True	False	263
10	137-02	133-01	4-01	2.9%	0-22	0.5%	91%	True	False	157
20	137-02	133-01	4-01	2.9%	0-15	0.3%	91%	True	False	82
40	137-02	133-01	4-01	2.9%	0-10	0.2%	91%	True	False	42

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	0-03
Widest range in 45 trading days

Fibonacci Retracements and Extensions
4.250	142-08
2.618	140-08
1.618	139-01
1.000	138-09
0.618	137-26
HIGH	137-02
0.618	136-19
0.500	136-14
0.382	136-10
LOW	135-27
0.618	135-03
1.000	134-20
1.618	133-28
2.618	132-21
4.250	130-21

Fisher Pivots for day following 17-Jul-2014
Pivot	1 day	3 day
R1	136-20	136-15
PP	136-17	136-09
S1	136-14	136-02

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