ECBOT 30 Year Treasury Bond Future March 2015


Trading Metrics calculated at close of trading on 31-Oct-2014
Day Change Summary
Previous Current
30-Oct-2014 31-Oct-2014 Change Change % Previous Week
Open 140-08 139-29 -0-11 -0.2% 140-05
High 140-18 140-00 -0-18 -0.4% 140-22
Low 139-30 139-08 -0-22 -0.5% 139-04
Close 140-03 139-20 -0-15 -0.3% 139-20
Range 0-20 0-24 0-04 20.0% 1-18
ATR 1-02 1-01 0-00 -1.4% 0-00
Volume 355 1,367 1,012 285.1% 2,524
Daily Pivots for day following 31-Oct-2014
Classic Woodie Camarilla DeMark
R4 141-28 141-16 140-01
R3 141-04 140-24 139-27
R2 140-12 140-12 139-24
R1 140-00 140-00 139-22 139-26
PP 139-20 139-20 139-20 139-17
S1 139-08 139-08 139-18 139-02
S2 138-28 138-28 139-16
S3 138-04 138-16 139-13
S4 137-12 137-24 139-07
Weekly Pivots for week ending 31-Oct-2014
Classic Woodie Camarilla DeMark
R4 144-16 143-20 140-16
R3 142-30 142-02 140-02
R2 141-12 141-12 139-29
R1 140-16 140-16 139-25 140-05
PP 139-26 139-26 139-26 139-20
S1 138-30 138-30 139-15 138-19
S2 138-08 138-08 139-11
S3 136-22 137-12 139-06
S4 135-04 135-26 138-24
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 140-22 139-04 1-18 1.1% 0-24 0.5% 32% False False 504
10 142-06 139-04 3-02 2.2% 0-27 0.6% 16% False False 509
20 146-16 137-28 8-20 6.2% 1-05 0.8% 20% False False 383
40 146-16 134-00 12-16 9.0% 0-27 0.6% 45% False False 197
60 146-16 134-00 12-16 9.0% 0-19 0.4% 45% False False 131
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-05
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 143-06
2.618 141-31
1.618 141-07
1.000 140-24
0.618 140-15
HIGH 140-00
0.618 139-23
0.500 139-20
0.382 139-17
LOW 139-08
0.618 138-25
1.000 138-16
1.618 138-01
2.618 137-09
4.250 136-02
Fisher Pivots for day following 31-Oct-2014
Pivot 1 day 3 day
R1 139-20 139-27
PP 139-20 139-25
S1 139-20 139-22

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

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