ECBOT 30 Year Treasury Bond Future March 2015


Trading Metrics calculated at close of trading on 20-Oct-2014
Day Change Summary
Previous Current
17-Oct-2014 20-Oct-2014 Change Change % Previous Week
Open 141-30 141-03 -0-27 -0.6% 140-14
High 142-10 141-30 -0-12 -0.3% 146-16
Low 140-26 140-31 0-05 0.1% 140-05
Close 141-12 141-19 0-07 0.2% 141-12
Range 1-16 0-31 -0-17 -35.4% 6-11
ATR 1-08 1-07 -0-01 -1.5% 0-00
Volume 297 147 -150 -50.5% 2,238
Daily Pivots for day following 20-Oct-2014
Classic Woodie Camarilla DeMark
R4 144-13 143-31 142-04
R3 143-14 143-00 141-28
R2 142-15 142-15 141-25
R1 142-01 142-01 141-22 142-08
PP 141-16 141-16 141-16 141-20
S1 141-02 141-02 141-16 141-09
S2 140-17 140-17 141-13
S3 139-18 140-03 141-10
S4 138-19 139-04 141-02
Weekly Pivots for week ending 17-Oct-2014
Classic Woodie Camarilla DeMark
R4 161-23 157-28 144-28
R3 155-12 151-17 143-04
R2 149-01 149-01 142-17
R1 145-06 145-06 141-31 147-04
PP 142-22 142-22 142-22 143-20
S1 138-27 138-27 140-25 140-24
S2 136-11 136-11 140-07
S3 130-00 132-16 139-20
S4 123-21 126-05 137-28
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 146-16 140-24 5-24 4.1% 2-07 1.6% 15% False False 421
10 146-16 137-28 8-20 6.1% 1-18 1.1% 43% False False 270
20 146-16 135-10 11-06 7.9% 1-05 0.8% 56% False False 145
40 146-16 134-00 12-16 8.8% 0-22 0.5% 61% False False 73
60 146-16 134-00 12-16 8.8% 0-15 0.3% 61% False False 49
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-08
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 146-02
2.618 144-15
1.618 143-16
1.000 142-29
0.618 142-17
HIGH 141-30
0.618 141-18
0.500 141-14
0.382 141-11
LOW 140-31
0.618 140-12
1.000 140-00
1.618 139-13
2.618 138-14
4.250 136-27
Fisher Pivots for day following 20-Oct-2014
Pivot 1 day 3 day
R1 141-18 142-17
PP 141-16 142-07
S1 141-14 141-29

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

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