ECBOT 30 Year Treasury Bond Future December 2014


Trading Metrics calculated at close of trading on 22-Aug-2014
Day Change Summary
Previous Current
21-Aug-2014 22-Aug-2014 Change Change % Previous Week
Open 138-08 138-22 0-14 0.3% 139-17
High 138-26 139-04 0-10 0.2% 139-18
Low 137-30 138-07 0-09 0.2% 137-30
Close 138-20 139-00 0-12 0.3% 139-00
Range 0-28 0-29 0-01 3.6% 1-20
ATR 0-28 0-29 0-00 0.1% 0-00
Volume 11,474 26,129 14,655 127.7% 62,491
Daily Pivots for day following 22-Aug-2014
Classic Woodie Camarilla DeMark
R4 141-16 141-05 139-16
R3 140-19 140-08 139-08
R2 139-22 139-22 139-05
R1 139-11 139-11 139-03 139-16
PP 138-25 138-25 138-25 138-28
S1 138-14 138-14 138-29 138-20
S2 137-28 137-28 138-27
S3 136-31 137-17 138-24
S4 136-02 136-20 138-16
Weekly Pivots for week ending 22-Aug-2014
Classic Woodie Camarilla DeMark
R4 143-23 142-31 139-29
R3 142-03 141-11 139-14
R2 140-15 140-15 139-10
R1 139-23 139-23 139-05 139-09
PP 138-27 138-27 138-27 138-20
S1 138-03 138-03 138-27 137-21
S2 137-07 137-07 138-22
S3 135-19 136-15 138-18
S4 133-31 134-27 138-03
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 139-18 137-30 1-20 1.2% 0-27 0.6% 65% False False 12,498
10 140-06 137-02 3-04 2.2% 0-29 0.6% 62% False False 7,187
20 140-06 134-31 5-07 3.8% 0-31 0.7% 77% False False 4,053
40 140-06 133-01 7-05 5.1% 0-26 0.6% 83% False False 2,120
60 140-06 133-01 7-05 5.1% 0-19 0.4% 83% False False 1,414
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0-07
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 142-31
2.618 141-16
1.618 140-19
1.000 140-01
0.618 139-22
HIGH 139-04
0.618 138-25
0.500 138-22
0.382 138-18
LOW 138-07
0.618 137-21
1.000 137-10
1.618 136-24
2.618 135-27
4.250 134-12
Fisher Pivots for day following 22-Aug-2014
Pivot 1 day 3 day
R1 138-28 138-27
PP 138-25 138-22
S1 138-22 138-17

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

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