ECBOT 30 Year Treasury Bond Future June 2014


Trading Metrics calculated at close of trading on 11-Feb-2014
Day Change Summary
Previous Current
10-Feb-2014 11-Feb-2014 Change Change % Previous Week
Open 131-19 131-26 0-07 0.2% 132-04
High 131-29 131-26 -0-03 -0.1% 133-15
Low 131-15 130-31 -0-16 -0.4% 131-09
Close 131-24 131-10 -0-14 -0.3% 131-25
Range 0-14 0-27 0-13 92.9% 2-06
ATR 0-26 0-26 0-00 0.4% 0-00
Volume 1,099 3,711 2,612 237.7% 16,431
Daily Pivots for day following 11-Feb-2014
Classic Woodie Camarilla DeMark
R4 133-29 133-14 131-25
R3 133-02 132-19 131-17
R2 132-07 132-07 131-15
R1 131-24 131-24 131-12 131-18
PP 131-12 131-12 131-12 131-08
S1 130-29 130-29 131-08 130-23
S2 130-17 130-17 131-05
S3 129-22 130-02 131-03
S4 128-27 129-07 130-27
Weekly Pivots for week ending 07-Feb-2014
Classic Woodie Camarilla DeMark
R4 138-24 137-14 133-00
R3 136-18 135-08 132-12
R2 134-12 134-12 132-06
R1 133-02 133-02 131-31 132-20
PP 132-06 132-06 132-06 131-30
S1 130-28 130-28 131-19 130-14
S2 130-00 130-00 131-12
S3 127-26 128-22 131-06
S4 125-20 126-16 130-18
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 132-29 130-31 1-30 1.5% 0-27 0.6% 18% False True 2,784
10 133-15 130-19 2-28 2.2% 0-30 0.7% 25% False False 3,162
20 133-15 128-18 4-29 3.7% 0-26 0.6% 56% False False 1,670
40 133-15 126-24 6-23 5.1% 0-19 0.5% 68% False False 851
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 False
Bear Hook False
Bull Hook False
Stretch 0-04
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 135-13
2.618 134-01
1.618 133-06
1.000 132-21
0.618 132-11
HIGH 131-26
0.618 131-16
0.500 131-12
0.382 131-09
LOW 130-31
0.618 130-14
1.000 130-04
1.618 129-19
2.618 128-24
4.250 127-12
Fisher Pivots for day following 11-Feb-2014
Pivot 1 day 3 day
R1 131-12 131-23
PP 131-12 131-19
S1 131-11 131-14

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

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