ECBOT 30 Year Treasury Bond Future March 2015


Trading Metrics calculated at close of trading on 06-Oct-2014
Day Change Summary
Previous Current
03-Oct-2014 06-Oct-2014 Change Change % Previous Week
Open 137-00 137-29 0-29 0.7% 136-09
High 137-24 138-04 0-12 0.3% 138-14
Low 137-00 137-28 0-28 0.6% 136-00
Close 137-23 137-28 0-05 0.1% 137-23
Range 0-24 0-08 -0-16 -66.7% 2-14
ATR 0-23 0-22 -0-01 -3.1% 0-00
Volume 36 14 -22 -61.1% 154
Daily Pivots for day following 06-Oct-2014
Classic Woodie Camarilla DeMark
R4 138-23 138-17 138-00
R3 138-15 138-09 137-30
R2 138-07 138-07 137-29
R1 138-01 138-01 137-29 138-00
PP 137-31 137-31 137-31 137-30
S1 137-25 137-25 137-27 137-24
S2 137-23 137-23 137-27
S3 137-15 137-17 137-26
S4 137-07 137-09 137-24
Weekly Pivots for week ending 03-Oct-2014
Classic Woodie Camarilla DeMark
R4 144-22 143-21 139-02
R3 142-08 141-07 138-12
R2 139-26 139-26 138-05
R1 138-25 138-25 137-30 139-10
PP 137-12 137-12 137-12 137-21
S1 136-11 136-11 137-16 136-28
S2 134-30 134-30 137-09
S3 132-16 133-29 137-02
S4 130-02 131-15 136-12
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 138-14 136-12 2-02 1.5% 0-23 0.5% 73% False False 26
10 138-14 135-10 3-04 2.3% 0-24 0.5% 82% False False 20
20 138-14 134-00 4-14 3.2% 0-17 0.4% 87% False False 12
40 139-05 134-00 5-05 3.7% 0-11 0.2% 75% False False 6
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 False
Bear Hook False
Bull Hook False
Stretch 0-02
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 139-06
2.618 138-25
1.618 138-17
1.000 138-12
0.618 138-09
HIGH 138-04
0.618 138-01
0.500 138-00
0.382 137-31
LOW 137-28
0.618 137-23
1.000 137-20
1.618 137-15
2.618 137-07
4.250 136-26
Fisher Pivots for day following 06-Oct-2014
Pivot 1 day 3 day
R1 138-00 137-26
PP 137-31 137-25
S1 137-29 137-23

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

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