ECBOT 30 Year Treasury Bond Future June 2014


Trading Metrics calculated at close of trading on 13-Feb-2014
Day Change Summary
Previous Current
12-Feb-2014 13-Feb-2014 Change Change % Previous Week
Open 131-10 130-22 -0-20 -0.5% 132-04
High 131-10 131-20 0-10 0.2% 133-15
Low 130-16 130-22 0-06 0.1% 131-09
Close 130-23 131-15 0-24 0.6% 131-25
Range 0-26 0-30 0-04 15.4% 2-06
ATR 0-26 0-26 0-00 1.2% 0-00
Volume 461 1,557 1,096 237.7% 16,431
Daily Pivots for day following 13-Feb-2014
Classic Woodie Camarilla DeMark
R4 134-02 133-23 132-00
R3 133-04 132-25 131-23
R2 132-06 132-06 131-20
R1 131-27 131-27 131-18 132-00
PP 131-08 131-08 131-08 131-11
S1 130-29 130-29 131-12 131-02
S2 130-10 130-10 131-10
S3 129-12 129-31 131-07
S4 128-14 129-01 130-30
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
5 132-15 130-16 1-31 1.5% 0-27 0.6% 49% False False 1,756
10 133-15 130-16 2-31 2.3% 0-29 0.7% 33% False False 2,785
20 133-15 129-00 4-15 3.4% 0-27 0.6% 55% False False 1,760
40 133-15 126-24 6-23 5.1% 0-21 0.5% 70% False False 901
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 135-20
2.618 134-03
1.618 133-05
1.000 132-18
0.618 132-07
HIGH 131-20
0.618 131-09
0.500 131-05
0.382 131-01
LOW 130-22
0.618 130-03
1.000 129-24
1.618 129-05
2.618 128-07
4.250 126-22
Fisher Pivots for day following 13-Feb-2014
Pivot 1 day 3 day
R1 131-12 131-12
PP 131-08 131-08
S1 131-05 131-05

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

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