ECBOT 30 Year Treasury Bond Future March 2015


Trading Metrics calculated at close of trading on 29-Sep-2014
Day Change Summary
Previous Current
26-Sep-2014 29-Sep-2014 Change Change % Previous Week
Open 136-16 136-09 -0-07 -0.2% 135-11
High 136-19 137-02 0-15 0.3% 136-19
Low 135-24 136-00 0-08 0.2% 135-10
Close 136-04 136-25 0-21 0.5% 136-04
Range 0-27 1-02 0-07 25.9% 1-09
ATR 0-18 0-20 0-01 6.0% 0-00
Volume 22 34 12 54.5% 45
Daily Pivots for day following 29-Sep-2014
Classic Woodie Camarilla DeMark
R4 139-26 139-11 137-12
R3 138-24 138-09 137-02
R2 137-22 137-22 136-31
R1 137-07 137-07 136-28 137-14
PP 136-20 136-20 136-20 136-23
S1 136-05 136-05 136-22 136-12
S2 135-18 135-18 136-19
S3 134-16 135-03 136-16
S4 133-14 134-01 136-06
Weekly Pivots for week ending 26-Sep-2014
Classic Woodie Camarilla DeMark
R4 139-27 139-09 136-27
R3 138-18 138-00 136-15
R2 137-09 137-09 136-12
R1 136-23 136-23 136-08 137-00
PP 136-00 136-00 136-00 136-05
S1 135-14 135-14 136-00 135-23
S2 134-23 134-23 135-28
S3 133-14 134-05 135-25
S4 132-05 132-28 135-13
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 137-02 135-10 1-24 1.3% 0-24 0.6% 84% True False 13
10 137-02 134-00 3-02 2.2% 0-18 0.4% 91% True False 9
20 137-25 134-00 3-25 2.8% 0-12 0.3% 74% False False 5
40 139-05 134-00 5-05 3.8% 0-08 0.2% 54% False False 3
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-02
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 141-18
2.618 139-27
1.618 138-25
1.000 138-04
0.618 137-23
HIGH 137-02
0.618 136-21
0.500 136-17
0.382 136-13
LOW 136-00
0.618 135-11
1.000 134-30
1.618 134-09
2.618 133-07
4.250 131-16
Fisher Pivots for day following 29-Sep-2014
Pivot 1 day 3 day
R1 136-22 136-20
PP 136-20 136-14
S1 136-17 136-09

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

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