ECBOT 30 Year Treasury Bond Future June 2015


Trading Metrics calculated at close of trading on 11-Nov-2014
Day Change Summary
Previous Current
10-Nov-2014 11-Nov-2014 Change Change % Previous Week
Open 151-00 149-26 -1-06 -0.8% 150-04
High 151-00 149-26 -1-06 -0.8% 151-02
Low 150-02 149-26 -0-08 -0.2% 149-05
Close 150-02 149-26 -0-08 -0.2% 150-24
Range 0-30 0-00 -0-30 -100.0% 1-29
ATR 1-16 1-13 -0-03 -5.9% 0-00
Volume 12 8 -4 -33.3% 24
Daily Pivots for day following 11-Nov-2014
Classic Woodie Camarilla DeMark
R4 149-26 149-26 149-26
R3 149-26 149-26 149-26
R2 149-26 149-26 149-26
R1 149-26 149-26 149-26 149-26
PP 149-26 149-26 149-26 149-26
S1 149-26 149-26 149-26 149-26
S2 149-26 149-26 149-26
S3 149-26 149-26 149-26
S4 149-26 149-26 149-26
Weekly Pivots for week ending 07-Nov-2014
Classic Woodie Camarilla DeMark
R4 156-01 155-10 151-26
R3 154-04 153-13 151-09
R2 152-07 152-07 151-03
R1 151-16 151-16 150-30 151-28
PP 150-10 150-10 150-10 150-16
S1 149-19 149-19 150-18 149-30
S2 148-13 148-13 150-13
S3 146-16 147-22 150-07
S4 144-19 145-25 149-22
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 151-00 149-05 1-27 1.2% 0-22 0.5% 36% False False 8
10 151-02 149-05 1-29 1.3% 0-19 0.4% 34% False False 8
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 0-02
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 149-26
2.618 149-26
1.618 149-26
1.000 149-26
0.618 149-26
HIGH 149-26
0.618 149-26
0.500 149-26
0.382 149-26
LOW 149-26
0.618 149-26
1.000 149-26
1.618 149-26
2.618 149-26
4.250 149-26
Fisher Pivots for day following 11-Nov-2014
Pivot 1 day 3 day
R1 149-26 150-02
PP 149-26 150-00
S1 149-26 149-29

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

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