ECBOT 30 Year Treasury Bond Future March 2014


Trading Metrics calculated at close of trading on 02-Dec-2013
Day Change Summary
Previous Current
29-Nov-2013 02-Dec-2013 Change Change % Previous Week
Open 130-23 130-14 -0-09 -0.2% 130-18
High 130-26 130-18 -0-08 -0.2% 131-09
Low 130-07 129-20 -0-19 -0.5% 130-06
Close 130-24 129-25 -0-31 -0.7% 130-24
Range 0-19 0-30 0-11 57.9% 1-03
ATR 0-28 0-28 0-01 2.1% 0-00
Volume 165,573 341,814 176,241 106.4% 1,124,955
Daily Pivots for day following 02-Dec-2013
Classic Woodie Camarilla DeMark
R4 132-26 132-07 130-10
R3 131-28 131-09 130-01
R2 130-30 130-30 129-30
R1 130-11 130-11 129-28 130-06
PP 130-00 130-00 130-00 129-29
S1 129-13 129-13 129-22 129-08
S2 129-02 129-02 129-20
S3 128-04 128-15 129-17
S4 127-06 127-17 129-08
Weekly Pivots for week ending 29-Nov-2013
Classic Woodie Camarilla DeMark
R4 134-01 133-15 131-11
R3 132-30 132-12 131-02
R2 131-27 131-27 130-30
R1 131-09 131-09 130-27 131-18
PP 130-24 130-24 130-24 130-28
S1 130-06 130-06 130-21 130-15
S2 129-21 129-21 130-18
S3 128-18 129-03 130-14
S4 127-15 128-00 130-05
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 131-09 129-20 1-21 1.3% 0-24 0.6% 9% False True 293,353
10 131-26 128-31 2-27 2.2% 0-30 0.7% 29% False False 167,231
20 132-25 128-31 3-26 2.9% 0-29 0.7% 21% False False 85,205
40 134-08 128-31 5-09 4.1% 0-25 0.6% 15% False False 42,777
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 134-18
2.618 133-01
1.618 132-03
1.000 131-16
0.618 131-05
HIGH 130-18
0.618 130-07
0.500 130-03
0.382 129-31
LOW 129-20
0.618 129-01
1.000 128-22
1.618 128-03
2.618 127-05
4.250 125-20
Fisher Pivots for day following 02-Dec-2013
Pivot 1 day 3 day
R1 130-03 130-11
PP 130-00 130-05
S1 129-28 129-31

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

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