ECBOT 30 Year Treasury Bond Future September 2014


Trading Metrics calculated at close of trading on 10-Apr-2014
Day Change Summary
Previous Current
09-Apr-2014 10-Apr-2014 Change Change % Previous Week
Open 132-17 133-00 0-15 0.4% 132-02
High 132-20 133-21 1-01 0.8% 132-10
Low 132-12 132-23 0-11 0.3% 131-00
Close 132-20 133-19 0-31 0.7% 132-04
Range 0-08 0-30 0-22 275.0% 1-10
ATR 0-19 0-20 0-01 5.5% 0-00
Volume 44 16 -28 -63.6% 130
Daily Pivots for day following 10-Apr-2014
Classic Woodie Camarilla DeMark
R4 136-04 135-26 134-04
R3 135-06 134-28 133-27
R2 134-08 134-08 133-24
R1 133-30 133-30 133-22 134-03
PP 133-10 133-10 133-10 133-13
S1 133-00 133-00 133-16 133-05
S2 132-12 132-12 133-14
S3 131-14 132-02 133-11
S4 130-16 131-04 133-02
Weekly Pivots for week ending 04-Apr-2014
Classic Woodie Camarilla DeMark
R4 135-24 135-08 132-27
R3 134-14 133-30 132-16
R2 133-04 133-04 132-12
R1 132-20 132-20 132-08 132-28
PP 131-26 131-26 131-26 131-30
S1 131-10 131-10 132-00 131-18
S2 130-16 130-16 131-28
S3 129-06 130-00 131-24
S4 127-28 128-22 131-13
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 133-21 131-14 2-07 1.7% 0-18 0.4% 97% True False 27
10 133-21 131-00 2-21 2.0% 0-12 0.3% 98% True False 26
20 133-21 130-23 2-30 2.2% 0-08 0.2% 98% True False 16
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-02
Widest range in 29 trading days
Fibonacci Retracements and Extensions
4.250 137-20
2.618 136-04
1.618 135-06
1.000 134-19
0.618 134-08
HIGH 133-21
0.618 133-10
0.500 133-06
0.382 133-02
LOW 132-23
0.618 132-04
1.000 131-25
1.618 131-06
2.618 130-08
4.250 128-24
Fisher Pivots for day following 10-Apr-2014
Pivot 1 day 3 day
R1 133-15 133-13
PP 133-10 133-06
S1 133-06 133-00

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

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