ECBOT 30 Year Treasury Bond Future December 2014


Trading Metrics calculated at close of trading on 19-Aug-2014
Day Change Summary
Previous Current
18-Aug-2014 19-Aug-2014 Change Change % Previous Week
Open 139-17 138-21 -0-28 -0.6% 137-24
High 139-18 139-06 -0-12 -0.3% 140-06
Low 138-19 138-10 -0-09 -0.2% 137-02
Close 138-23 138-11 -0-12 -0.3% 139-19
Range 0-31 0-28 -0-03 -9.7% 3-04
ATR 0-29 0-29 0-00 -0.3% 0-00
Volume 6,857 3,755 -3,102 -45.2% 9,385
Daily Pivots for day following 19-Aug-2014
Classic Woodie Camarilla DeMark
R4 141-08 140-21 138-26
R3 140-12 139-25 138-19
R2 139-16 139-16 138-16
R1 138-29 138-29 138-14 138-24
PP 138-20 138-20 138-20 138-17
S1 138-01 138-01 138-08 137-28
S2 137-24 137-24 138-06
S3 136-28 137-05 138-03
S4 136-00 136-09 137-28
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 2.3% 1-03 0.8% 41% False False 3,262
10 140-06 136-29 3-09 2.4% 0-31 0.7% 44% False False 2,343
20 140-06 134-31 5-07 3.8% 0-30 0.7% 65% False False 1,519
40 140-06 133-01 7-05 5.2% 0-24 0.5% 74% False False 823
60 140-06 133-01 7-05 5.2% 0-17 0.4% 74% False False 549
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0-05
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 142-29
2.618 141-15
1.618 140-19
1.000 140-02
0.618 139-23
HIGH 139-06
0.618 138-27
0.500 138-24
0.382 138-21
LOW 138-10
0.618 137-25
1.000 137-14
1.618 136-29
2.618 136-01
4.250 134-19
Fisher Pivots for day following 19-Aug-2014
Pivot 1 day 3 day
R1 138-24 139-08
PP 138-20 138-30
S1 138-15 138-21

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

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