ECBOT 30 Year Treasury Bond Future March 2015


Trading Metrics calculated at close of trading on 21-Nov-2014
Day Change Summary
Previous Current
20-Nov-2014 21-Nov-2014 Change Change % Previous Week
Open 139-21 140-02 0-13 0.3% 140-07
High 140-21 140-21 0-00 0.0% 140-26
Low 139-20 139-30 0-10 0.2% 139-19
Close 140-04 140-18 0-14 0.3% 140-18
Range 1-01 0-23 -0-10 -30.3% 1-07
ATR 0-30 0-30 -0-01 -1.7% 0-00
Volume 8,973 32,173 23,200 258.6% 52,351
Daily Pivots for day following 21-Nov-2014
Classic Woodie Camarilla DeMark
R4 142-17 142-09 140-31
R3 141-26 141-18 140-24
R2 141-03 141-03 140-22
R1 140-27 140-27 140-20 140-31
PP 140-12 140-12 140-12 140-14
S1 140-04 140-04 140-16 140-08
S2 139-21 139-21 140-14
S3 138-30 139-13 140-12
S4 138-07 138-22 140-05
Weekly Pivots for week ending 21-Nov-2014
Classic Woodie Camarilla DeMark
R4 143-31 143-16 141-07
R3 142-24 142-09 140-29
R2 141-17 141-17 140-25
R1 141-02 141-02 140-22 141-10
PP 140-10 140-10 140-10 140-14
S1 139-27 139-27 140-14 140-02
S2 139-03 139-03 140-11
S3 137-28 138-20 140-07
S4 136-21 137-13 139-29
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 140-26 139-19 1-07 0.9% 0-27 0.6% 79% False False 10,470
10 140-26 139-07 1-19 1.1% 0-26 0.6% 84% False False 5,599
20 140-26 138-28 1-30 1.4% 0-27 0.6% 87% False False 3,190
40 146-16 136-00 10-16 7.5% 1-01 0.7% 43% False False 1,727
60 146-16 134-00 12-16 8.9% 0-25 0.6% 53% False False 1,153
80 146-16 134-00 12-16 8.9% 0-20 0.4% 53% False False 865
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-05
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 143-23
2.618 142-17
1.618 141-26
1.000 141-12
0.618 141-03
HIGH 140-21
0.618 140-12
0.500 140-10
0.382 140-07
LOW 139-30
0.618 139-16
1.000 139-07
1.618 138-25
2.618 138-02
4.250 136-28
Fisher Pivots for day following 21-Nov-2014
Pivot 1 day 3 day
R1 140-15 140-13
PP 140-12 140-09
S1 140-10 140-04

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

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