ECBOT 30 Year Treasury Bond Future September 2014


Trading Metrics calculated at close of trading on 24-Apr-2014
Day Change Summary
Previous Current
23-Apr-2014 24-Apr-2014 Change Change % Previous Week
Open 133-13 133-10 -0-03 -0.1% 134-02
High 133-25 133-26 0-01 0.0% 134-12
Low 133-13 133-02 -0-11 -0.3% 133-01
Close 133-23 133-25 0-02 0.0% 133-04
Range 0-12 0-24 0-12 100.0% 1-11
ATR 0-20 0-20 0-00 1.4% 0-00
Volume 466 118 -348 -74.7% 923
Daily Pivots for day following 24-Apr-2014
Classic Woodie Camarilla DeMark
R4 135-26 135-17 134-06
R3 135-02 134-25 134-00
R2 134-10 134-10 133-29
R1 134-01 134-01 133-27 134-06
PP 133-18 133-18 133-18 133-20
S1 133-09 133-09 133-23 133-14
S2 132-26 132-26 133-21
S3 132-02 132-17 133-18
S4 131-10 131-25 133-12
Weekly Pivots for week ending 18-Apr-2014
Classic Woodie Camarilla DeMark
R4 137-17 136-22 133-28
R3 136-06 135-11 133-16
R2 134-27 134-27 133-12
R1 134-00 134-00 133-08 133-24
PP 133-16 133-16 133-16 133-12
S1 132-21 132-21 133-00 132-13
S2 132-05 132-05 132-28
S3 130-26 131-10 132-24
S4 129-15 129-31 132-12
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 134-10 132-24 1-18 1.2% 0-22 0.5% 66% False False 221
10 134-12 132-23 1-21 1.2% 0-21 0.5% 64% False False 205
20 134-12 131-00 3-12 2.5% 0-16 0.4% 82% False False 115
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
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
4.250 137-00
2.618 135-25
1.618 135-01
1.000 134-18
0.618 134-09
HIGH 133-26
0.618 133-17
0.500 133-14
0.382 133-11
LOW 133-02
0.618 132-19
1.000 132-10
1.618 131-27
2.618 131-03
4.250 129-28
Fisher Pivots for day following 24-Apr-2014
Pivot 1 day 3 day
R1 133-21 133-20
PP 133-18 133-14
S1 133-14 133-09

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

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