ECBOT 30 Year Treasury Bond Future December 2014

Trading Metrics calculated at close of trading on 05-Nov-2014

Day Change Summary
	Previous	Current
	04-Nov-2014	05-Nov-2014	Change	Change %	Previous Week
Open	141-03	141-09	0-06	0.1%	141-24
High	141-28	141-16	-0-12	-0.3%	142-09
Low	141-01	140-24	-0-09	-0.2%	140-16
Close	141-08	141-03	-0-05	-0.1%	141-03
Range	0-27	0-24	-0-03	-11.1%	1-25
ATR	1-08	1-07	-0-01	-2.9%	0-00
Volume	324,924	250,605	-74,319	-22.9%	1,617,144

Daily Pivots for day following 05-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	143-12	142-31	141-16
R3	142-20	142-07	141-10
R2	141-28	141-28	141-07
R1	141-15	141-15	141-05	141-10
PP	141-04	141-04	141-04	141-01
S1	140-23	140-23	141-01	140-18
S2	140-12	140-12	140-31
S3	139-20	139-31	140-28
S4	138-28	139-07	140-22

Weekly Pivots for week ending 31-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	146-20	145-21	142-02
R3	144-27	143-28	141-19
R2	143-02	143-02	141-13
R1	142-03	142-03	141-08	141-22
PP	141-09	141-09	141-09	141-03
S1	140-10	140-10	140-30	139-29
S2	139-16	139-16	140-25
S3	137-23	138-17	140-19
S4	135-30	136-24	140-04

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	142-04	140-14	1-22	1.2%	0-30	0.7%	39%	False	False	331,529
10	142-28	140-14	2-14	1.7%	1-00	0.7%	27%	False	False	324,530
20	148-00	140-14	7-18	5.4%	1-14	1.0%	9%	False	False	422,980
40	148-00	135-13	12-19	8.9%	1-07	0.9%	45%	False	False	400,779
60	148-00	135-13	12-19	8.9%	1-04	0.8%	45%	False	False	341,055
80	148-00	134-31	13-01	9.2%	1-02	0.8%	47%	False	False	255,991
100	148-00	133-01	14-31	10.6%	0-30	0.7%	54%	False	False	204,799
120	148-00	133-01	14-31	10.6%	0-26	0.6%	54%	False	False	170,666

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0-07
Narrowest range in 22 trading days

Fibonacci Retracements and Extensions
4.250	144-22
2.618	143-15
1.618	142-23
1.000	142-08
0.618	141-31
HIGH	141-16
0.618	141-07
0.500	141-04
0.382	141-01
LOW	140-24
0.618	140-09
1.000	140-00
1.618	139-17
2.618	138-25
4.250	137-18

Fisher Pivots for day following 05-Nov-2014
Pivot	1 day	3 day
R1	141-04	141-05
PP	141-04	141-04
S1	141-03	141-04

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