ECBOT 30 Year Treasury Bond Future March 2014


Trading Metrics calculated at close of trading on 19-Dec-2013
Day Change Summary
Previous Current
18-Dec-2013 19-Dec-2013 Change Change % Previous Week
Open 129-30 129-10 -0-20 -0.5% 129-05
High 130-08 129-20 -0-20 -0.5% 130-11
Low 128-13 128-25 0-12 0.3% 129-02
Close 129-08 129-06 -0-02 0.0% 129-21
Range 1-27 0-27 -1-00 -54.2% 1-09
ATR 0-31 0-30 0-00 -0.9% 0-00
Volume 362,441 321,534 -40,907 -11.3% 1,199,146
Daily Pivots for day following 19-Dec-2013
Classic Woodie Camarilla DeMark
R4 131-23 131-10 129-21
R3 130-28 130-15 129-13
R2 130-01 130-01 129-11
R1 129-20 129-20 129-08 129-13
PP 129-06 129-06 129-06 129-03
S1 128-25 128-25 129-04 128-18
S2 128-11 128-11 129-01
S3 127-16 127-30 128-31
S4 126-21 127-03 128-23
Weekly Pivots for week ending 13-Dec-2013
Classic Woodie Camarilla DeMark
R4 133-17 132-28 130-12
R3 132-08 131-19 130-00
R2 130-31 130-31 129-29
R1 130-10 130-10 129-25 130-20
PP 129-22 129-22 129-22 129-27
S1 129-01 129-01 129-17 129-12
S2 128-13 128-13 129-13
S3 127-04 127-24 129-10
S4 125-27 126-15 128-30
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 130-08 128-13 1-27 1.4% 1-01 0.8% 42% False False 276,981
10 130-11 128-01 2-10 1.8% 0-31 0.7% 50% False False 275,509
20 131-09 128-01 3-08 2.5% 0-29 0.7% 36% False False 263,004
40 134-08 128-01 6-07 4.8% 0-28 0.7% 19% False False 134,205
60 134-08 128-01 6-07 4.8% 0-24 0.6% 19% False False 89,502
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-08
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 133-07
2.618 131-27
1.618 131-00
1.000 130-15
0.618 130-05
HIGH 129-20
0.618 129-10
0.500 129-06
0.382 129-03
LOW 128-25
0.618 128-08
1.000 127-30
1.618 127-13
2.618 126-18
4.250 125-06
Fisher Pivots for day following 19-Dec-2013
Pivot 1 day 3 day
R1 129-06 129-10
PP 129-06 129-09
S1 129-06 129-08

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

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