ECBOT 30 Year Treasury Bond Future March 2014


Trading Metrics calculated at close of trading on 24-Dec-2013
Day Change Summary
Previous Current
23-Dec-2013 24-Dec-2013 Change Change % Previous Week
Open 130-05 129-15 -0-22 -0.5% 129-24
High 131-12 129-19 -1-25 -1.4% 130-08
Low 129-13 128-18 -0-27 -0.7% 128-13
Close 129-14 128-22 -0-24 -0.6% 130-03
Range 1-31 1-01 -0-30 -47.6% 1-27
ATR 1-02 1-02 0-00 -0.2% 0-00
Volume 162,524 78,387 -84,137 -51.8% 1,404,449
Daily Pivots for day following 24-Dec-2013
Classic Woodie Camarilla DeMark
R4 132-01 131-13 129-08
R3 131-00 130-12 128-31
R2 129-31 129-31 128-28
R1 129-11 129-11 128-25 129-04
PP 128-30 128-30 128-30 128-27
S1 128-10 128-10 128-19 128-04
S2 127-29 127-29 128-16
S3 126-28 127-09 128-13
S4 125-27 126-08 128-04
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
5 131-12 128-13 2-31 2.3% 1-13 1.1% 9% False False 240,242
10 131-12 128-13 2-31 2.3% 1-03 0.9% 9% False False 240,811
20 131-12 128-01 3-11 2.6% 1-00 0.8% 20% False False 268,027
40 134-08 128-01 6-07 4.8% 0-30 0.7% 11% False False 147,114
60 134-08 128-01 6-07 4.8% 0-26 0.6% 11% False False 98,121
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 0-09
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 133-31
2.618 132-09
1.618 131-08
1.000 130-20
0.618 130-07
HIGH 129-19
0.618 129-06
0.500 129-02
0.382 128-31
LOW 128-18
0.618 127-30
1.000 127-17
1.618 126-29
2.618 125-28
4.250 124-06
Fisher Pivots for day following 24-Dec-2013
Pivot 1 day 3 day
R1 129-02 129-31
PP 128-30 129-17
S1 128-26 129-04

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

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