ECBOT 30 Year Treasury Bond Future September 2014


Trading Metrics calculated at close of trading on 06-Jun-2014
Day Change Summary
Previous Current
05-Jun-2014 06-Jun-2014 Change Change % Previous Week
Open 135-07 135-11 0-04 0.1% 137-07
High 135-20 136-10 0-22 0.5% 137-09
Low 134-15 135-06 0-23 0.5% 134-15
Close 135-13 135-12 -0-01 0.0% 135-12
Range 1-05 1-04 -0-01 -2.7% 2-26
ATR 0-30 0-31 0-00 1.4% 0-00
Volume 439,219 415,198 -24,021 -5.5% 1,955,371
Daily Pivots for day following 06-Jun-2014
Classic Woodie Camarilla DeMark
R4 139-00 138-10 136-00
R3 137-28 137-06 135-22
R2 136-24 136-24 135-19
R1 136-02 136-02 135-15 136-13
PP 135-20 135-20 135-20 135-26
S1 134-30 134-30 135-09 135-09
S2 134-16 134-16 135-05
S3 133-12 133-26 135-02
S4 132-08 132-22 134-24
Weekly Pivots for week ending 06-Jun-2014
Classic Woodie Camarilla DeMark
R4 144-05 142-18 136-30
R3 141-11 139-24 136-05
R2 138-17 138-17 135-28
R1 136-30 136-30 135-20 136-10
PP 135-23 135-23 135-23 135-13
S1 134-04 134-04 135-04 133-16
S2 132-29 132-29 134-28
S3 130-03 131-10 134-19
S4 127-09 128-16 133-26
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 137-09 134-15 2-26 2.1% 1-03 0.8% 32% False False 391,074
10 138-10 134-15 3-27 2.8% 1-01 0.8% 24% False False 333,929
20 138-10 134-12 3-30 2.9% 0-31 0.7% 25% False False 171,270
40 138-10 132-23 5-19 4.1% 0-28 0.6% 47% False False 86,025
60 138-10 130-23 7-19 5.6% 0-21 0.5% 61% False False 57,355
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 0-07
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 141-03
2.618 139-08
1.618 138-04
1.000 137-14
0.618 137-00
HIGH 136-10
0.618 135-28
0.500 135-24
0.382 135-20
LOW 135-06
0.618 134-16
1.000 134-02
1.618 133-12
2.618 132-08
4.250 130-13
Fisher Pivots for day following 06-Jun-2014
Pivot 1 day 3 day
R1 135-24 135-12
PP 135-20 135-12
S1 135-16 135-12

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

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