ECBOT 30 Year Treasury Bond Future March 2014


Trading Metrics calculated at close of trading on 21-Nov-2013
Day Change Summary
Previous Current
20-Nov-2013 21-Nov-2013 Change Change % Previous Week
Open 131-00 129-12 -1-20 -1.2% 130-06
High 131-10 129-29 -1-13 -1.1% 131-16
Low 129-12 128-31 -0-13 -0.3% 129-24
Close 129-18 129-26 0-08 0.2% 131-02
Range 1-30 0-30 -1-00 -51.6% 1-24
ATR 0-28 0-29 0-00 0.4% 0-00
Volume 30,760 19,280 -11,480 -37.3% 19,292
Daily Pivots for day following 21-Nov-2013
Classic Woodie Camarilla DeMark
R4 132-12 132-01 130-10
R3 131-14 131-03 130-02
R2 130-16 130-16 130-00
R1 130-05 130-05 129-29 130-10
PP 129-18 129-18 129-18 129-21
S1 129-07 129-07 129-23 129-12
S2 128-20 128-20 129-20
S3 127-22 128-09 129-18
S4 126-24 127-11 129-10
Weekly Pivots for week ending 15-Nov-2013
Classic Woodie Camarilla DeMark
R4 136-01 135-09 132-01
R3 134-09 133-17 131-17
R2 132-17 132-17 131-12
R1 131-25 131-25 131-07 132-05
PP 130-25 130-25 130-25 130-30
S1 130-01 130-01 130-29 130-13
S2 129-01 129-01 130-24
S3 127-09 128-09 130-19
S4 125-17 126-17 130-03
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 131-26 128-31 2-27 2.2% 1-00 0.8% 30% False True 19,134
10 132-25 128-31 3-26 2.9% 1-01 0.8% 22% False True 11,521
20 134-08 128-31 5-09 4.1% 0-27 0.7% 16% False True 6,348
40 134-08 128-31 5-09 4.1% 0-23 0.6% 16% False True 3,230
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 0-06
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 133-28
2.618 132-12
1.618 131-14
1.000 130-27
0.618 130-16
HIGH 129-29
0.618 129-18
0.500 129-14
0.382 129-10
LOW 128-31
0.618 128-12
1.000 128-01
1.618 127-14
2.618 126-16
4.250 125-00
Fisher Pivots for day following 21-Nov-2013
Pivot 1 day 3 day
R1 129-22 130-12
PP 129-18 130-06
S1 129-14 130-00

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

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