ECBOT 30 Year Treasury Bond Future March 2015

Trading Metrics calculated at close of trading on 22-Oct-2014

Day Change Summary
	Previous	Current
	21-Oct-2014	22-Oct-2014	Change	Change %	Previous Week
Open	141-15	141-10	-0-05	-0.1%	140-14
High	142-06	141-10	-0-28	-0.6%	146-16
Low	141-03	140-21	-0-14	-0.3%	140-05
Close	141-06	140-29	-0-09	-0.2%	141-12
Range	1-03	0-21	-0-14	-40.0%	6-11
ATR	1-07	1-05	-0-01	-3.3%	0-00
Volume	330	296	-34	-10.3%	2,238

Daily Pivots for day following 22-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	142-30	142-18	141-09
R3	142-09	141-29	141-03
R2	141-20	141-20	141-01
R1	141-08	141-08	140-31	141-04
PP	140-31	140-31	140-31	140-28
S1	140-19	140-19	140-27	140-14
S2	140-10	140-10	140-25
S3	139-21	139-30	140-23
S4	139-00	139-09	140-17

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	144-08	140-21	3-19	2.6%	1-10	0.9%	7%	False	True	502
10	146-16	139-05	7-11	5.2%	1-17	1.1%	24%	False	False	321
20	146-16	135-16	11-00	7.8%	1-06	0.8%	49%	False	False	176
40	146-16	134-00	12-16	8.9%	0-23	0.5%	55%	False	False	89
60	146-16	134-00	12-16	8.9%	0-16	0.4%	55%	False	False	60

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	0-08
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	144-03
2.618	143-01
1.618	142-12
1.000	141-31
0.618	141-23
HIGH	141-10
0.618	141-02
0.500	141-00
0.382	140-29
LOW	140-21
0.618	140-08
1.000	140-00
1.618	139-19
2.618	138-30
4.250	137-28

Fisher Pivots for day following 22-Oct-2014
Pivot	1 day	3 day
R1	141-00	141-14
PP	140-31	141-08
S1	140-30	141-02

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