ECBOT 30 Year Treasury Bond Future March 2014


Trading Metrics calculated at close of trading on 20-Dec-2013
Day Change Summary
Previous Current
19-Dec-2013 20-Dec-2013 Change Change % Previous Week
Open 129-10 129-03 -0-07 -0.2% 129-24
High 129-20 130-08 0-20 0.5% 130-08
Low 128-25 128-27 0-02 0.0% 128-13
Close 129-06 130-03 0-29 0.7% 130-03
Range 0-27 1-13 0-18 66.7% 1-27
ATR 0-30 0-31 0-01 3.4% 0-00
Volume 321,534 276,326 -45,208 -14.1% 1,404,449
Daily Pivots for day following 20-Dec-2013
Classic Woodie Camarilla DeMark
R4 133-30 133-14 130-28
R3 132-17 132-01 130-15
R2 131-04 131-04 130-11
R1 130-20 130-20 130-07 130-28
PP 129-23 129-23 129-23 129-28
S1 129-07 129-07 129-31 129-15
S2 128-10 128-10 129-27
S3 126-29 127-26 129-23
S4 125-16 126-13 129-10
Weekly Pivots for week ending 20-Dec-2013
Classic Woodie Camarilla DeMark
R4 135-04 134-14 131-03
R3 133-09 132-19 130-19
R2 131-14 131-14 130-14
R1 130-24 130-24 130-08 131-03
PP 129-19 129-19 129-19 129-24
S1 128-29 128-29 129-30 129-08
S2 127-24 127-24 129-24
S3 125-29 127-02 129-19
S4 124-02 125-07 129-03
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% 1-06 0.9% 92% True False 280,889
10 130-11 128-13 1-30 1.5% 0-30 0.7% 87% False False 260,359
20 131-09 128-01 3-08 2.5% 0-29 0.7% 63% False False 275,856
40 134-08 128-01 6-07 4.8% 0-28 0.7% 33% False False 141,102
60 134-08 128-01 6-07 4.8% 0-25 0.6% 33% False False 94,106
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-07
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 136-07
2.618 133-30
1.618 132-17
1.000 131-21
0.618 131-04
HIGH 130-08
0.618 129-23
0.500 129-18
0.382 129-12
LOW 128-27
0.618 127-31
1.000 127-14
1.618 126-18
2.618 125-05
4.250 122-28
Fisher Pivots for day following 20-Dec-2013
Pivot 1 day 3 day
R1 129-29 129-27
PP 129-23 129-19
S1 129-18 129-10

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

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