ECBOT 30 Year Treasury Bond Future December 2014


Trading Metrics calculated at close of trading on 28-Aug-2014
Day Change Summary
Previous Current
27-Aug-2014 28-Aug-2014 Change Change % Previous Week
Open 139-00 139-27 0-27 0.6% 139-17
High 139-28 140-16 0-20 0.4% 139-18
Low 138-31 139-25 0-26 0.6% 137-30
Close 139-23 140-09 0-18 0.4% 139-00
Range 0-29 0-23 -0-06 -20.7% 1-20
ATR 0-28 0-27 0-00 -0.7% 0-00
Volume 500,627 529,892 29,265 5.8% 62,491
Daily Pivots for day following 28-Aug-2014
Classic Woodie Camarilla DeMark
R4 142-11 142-01 140-22
R3 141-20 141-10 140-15
R2 140-29 140-29 140-13
R1 140-19 140-19 140-11 140-24
PP 140-06 140-06 140-06 140-08
S1 139-28 139-28 140-07 140-01
S2 139-15 139-15 140-05
S3 138-24 139-05 140-03
S4 138-01 138-14 139-28
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
5 140-16 138-07 2-09 1.6% 0-25 0.5% 90% True False 277,639
10 140-16 137-30 2-18 1.8% 0-29 0.6% 91% True False 142,806
20 140-16 135-13 5-03 3.6% 0-29 0.6% 96% True False 72,043
40 140-16 133-01 7-15 5.3% 0-27 0.6% 97% True False 36,170
60 140-16 133-01 7-15 5.3% 0-20 0.4% 97% True False 24,115
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0-06
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 143-18
2.618 142-12
1.618 141-21
1.000 141-07
0.618 140-30
HIGH 140-16
0.618 140-07
0.500 140-04
0.382 140-02
LOW 139-25
0.618 139-11
1.000 139-02
1.618 138-20
2.618 137-29
4.250 136-23
Fisher Pivots for day following 28-Aug-2014
Pivot 1 day 3 day
R1 140-08 140-03
PP 140-06 139-29
S1 140-04 139-23

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

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