ECBOT 30 Year Treasury Bond Future March 2014


Trading Metrics calculated at close of trading on 18-Oct-2013
Day Change Summary
Previous Current
17-Oct-2013 18-Oct-2013 Change Change % Previous Week
Open 131-22 132-17 0-27 0.6% 131-19
High 132-27 133-09 0-14 0.3% 133-09
Low 131-22 132-17 0-27 0.6% 130-11
Close 132-23 132-21 -0-02 0.0% 132-21
Range 1-05 0-24 -0-13 -35.1% 2-30
ATR 0-22 0-22 0-00 0.6% 0-00
Volume 56 233 177 316.1% 315
Daily Pivots for day following 18-Oct-2013
Classic Woodie Camarilla DeMark
R4 135-02 134-20 133-02
R3 134-10 133-28 132-28
R2 133-18 133-18 132-25
R1 133-04 133-04 132-23 133-11
PP 132-26 132-26 132-26 132-30
S1 132-12 132-12 132-19 132-19
S2 132-02 132-02 132-17
S3 131-10 131-20 132-14
S4 130-18 130-28 132-08
Weekly Pivots for week ending 18-Oct-2013
Classic Woodie Camarilla DeMark
R4 140-29 139-23 134-09
R3 137-31 136-25 133-15
R2 135-01 135-01 133-06
R1 133-27 133-27 132-30 134-14
PP 132-03 132-03 132-03 132-12
S1 130-29 130-29 132-12 131-16
S2 129-05 129-05 132-04
S3 126-07 127-31 131-27
S4 123-09 125-01 131-01
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 133-09 130-11 2-30 2.2% 0-30 0.7% 79% True False 63
10 133-09 130-11 2-30 2.2% 0-21 0.5% 79% True False 81
20 133-09 130-11 2-30 2.2% 0-15 0.4% 79% True False 59
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-02
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 136-15
2.618 135-08
1.618 134-16
1.000 134-01
0.618 133-24
HIGH 133-09
0.618 133-00
0.500 132-29
0.382 132-26
LOW 132-17
0.618 132-02
1.000 131-25
1.618 131-10
2.618 130-18
4.250 129-11
Fisher Pivots for day following 18-Oct-2013
Pivot 1 day 3 day
R1 132-29 132-12
PP 132-26 132-03
S1 132-24 131-26

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

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