ECBOT 30 Year Treasury Bond Future December 2014


Trading Metrics calculated at close of trading on 15-Aug-2014
Day Change Summary
Previous Current
14-Aug-2014 15-Aug-2014 Change Change % Previous Week
Open 137-28 138-17 0-21 0.5% 137-24
High 138-22 140-06 1-16 1.1% 140-06
Low 137-24 138-15 0-23 0.5% 137-02
Close 138-20 139-19 0-31 0.7% 139-19
Range 0-30 1-23 0-25 83.3% 3-04
ATR 0-27 0-29 0-02 7.4% 0-00
Volume 884 3,505 2,621 296.5% 9,385
Daily Pivots for day following 15-Aug-2014
Classic Woodie Camarilla DeMark
R4 144-18 143-26 140-17
R3 142-27 142-03 140-02
R2 141-04 141-04 139-29
R1 140-12 140-12 139-24 140-24
PP 139-13 139-13 139-13 139-20
S1 138-21 138-21 139-14 139-01
S2 137-22 137-22 139-09
S3 135-31 136-30 139-04
S4 134-08 135-07 138-21
Weekly Pivots for week ending 15-Aug-2014
Classic Woodie Camarilla DeMark
R4 148-10 147-03 141-10
R3 145-06 143-31 140-14
R2 142-02 142-02 140-05
R1 140-27 140-27 139-28 141-14
PP 138-30 138-30 138-30 139-08
S1 137-23 137-23 139-10 138-10
S2 135-26 135-26 139-01
S3 132-22 134-19 138-24
S4 129-18 131-15 137-28
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 140-06 137-02 3-04 2.2% 0-30 0.7% 81% True False 1,877
10 140-06 136-05 4-01 2.9% 0-30 0.7% 85% True False 1,418
20 140-06 134-31 5-07 3.7% 0-29 0.7% 89% True False 1,028
40 140-06 133-01 7-05 5.1% 0-23 0.5% 92% True False 558
60 140-06 133-01 7-05 5.1% 0-17 0.4% 92% True False 373
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 0-05
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 147-16
2.618 144-22
1.618 142-31
1.000 141-29
0.618 141-08
HIGH 140-06
0.618 139-17
0.500 139-10
0.382 139-04
LOW 138-15
0.618 137-13
1.000 136-24
1.618 135-22
2.618 133-31
4.250 131-05
Fisher Pivots for day following 15-Aug-2014
Pivot 1 day 3 day
R1 139-16 139-09
PP 139-13 138-30
S1 139-10 138-20

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

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