ECBOT 30 Year Treasury Bond Future March 2015


Trading Metrics calculated at close of trading on 28-Oct-2014
Day Change Summary
Previous Current
27-Oct-2014 28-Oct-2014 Change Change % Previous Week
Open 140-05 140-17 0-12 0.3% 141-03
High 140-22 140-20 -0-02 0.0% 142-06
Low 140-01 139-26 -0-07 -0.2% 139-29
Close 140-15 140-01 -0-14 -0.3% 140-07
Range 0-21 0-26 0-05 23.8% 2-09
ATR 1-04 1-03 -0-01 -1.9% 0-00
Volume 209 508 299 143.1% 2,570
Daily Pivots for day following 28-Oct-2014
Classic Woodie Camarilla DeMark
R4 142-19 142-04 140-15
R3 141-25 141-10 140-08
R2 140-31 140-31 140-06
R1 140-16 140-16 140-03 140-10
PP 140-05 140-05 140-05 140-02
S1 139-22 139-22 139-31 139-16
S2 139-11 139-11 139-28
S3 138-17 138-28 139-26
S4 137-23 138-02 139-19
Weekly Pivots for week ending 24-Oct-2014
Classic Woodie Camarilla DeMark
R4 147-20 146-06 141-15
R3 145-11 143-29 140-27
R2 143-02 143-02 140-20
R1 141-20 141-20 140-14 141-06
PP 140-25 140-25 140-25 140-18
S1 139-11 139-11 140-00 138-30
S2 138-16 138-16 139-26
S3 136-07 137-02 139-19
S4 133-30 134-25 138-31
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 141-10 139-26 1-16 1.1% 0-27 0.6% 15% False True 562
10 146-16 139-26 6-22 4.8% 1-18 1.1% 3% False True 512
20 146-16 137-00 9-16 6.8% 1-06 0.9% 32% False False 297
40 146-16 134-00 12-16 8.9% 0-26 0.6% 48% False False 152
60 146-16 134-00 12-16 8.9% 0-18 0.4% 48% False False 101
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-06
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 144-02
2.618 142-24
1.618 141-30
1.000 141-14
0.618 141-04
HIGH 140-20
0.618 140-10
0.500 140-07
0.382 140-04
LOW 139-26
0.618 139-10
1.000 139-00
1.618 138-16
2.618 137-22
4.250 136-12
Fisher Pivots for day following 28-Oct-2014
Pivot 1 day 3 day
R1 140-07 140-13
PP 140-05 140-09
S1 140-03 140-05

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

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