ECBOT 30 Year Treasury Bond Future September 2014


Trading Metrics calculated at close of trading on 12-Jun-2014
Day Change Summary
Previous Current
11-Jun-2014 12-Jun-2014 Change Change % Previous Week
Open 134-24 134-31 0-07 0.2% 137-07
High 135-11 136-02 0-23 0.5% 137-09
Low 134-18 134-22 0-04 0.1% 134-15
Close 134-30 135-29 0-31 0.7% 135-12
Range 0-25 1-12 0-19 76.0% 2-26
ATR 0-29 0-30 0-01 3.6% 0-00
Volume 298,028 446,663 148,635 49.9% 1,955,371
Daily Pivots for day following 12-Jun-2014
Classic Woodie Camarilla DeMark
R4 139-22 139-05 136-21
R3 138-10 137-25 136-09
R2 136-30 136-30 136-05
R1 136-13 136-13 136-01 136-22
PP 135-18 135-18 135-18 135-22
S1 135-01 135-01 135-25 135-10
S2 134-06 134-06 135-21
S3 132-26 133-21 135-17
S4 131-14 132-09 135-05
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
5 136-10 134-18 1-24 1.3% 0-30 0.7% 77% False False 333,006
10 137-22 134-15 3-07 2.4% 0-31 0.7% 45% False False 360,881
20 138-10 134-15 3-27 2.8% 0-31 0.7% 37% False False 233,394
40 138-10 132-24 5-18 4.1% 0-28 0.7% 57% False False 117,255
60 138-10 130-23 7-19 5.6% 0-23 0.5% 68% False False 78,186
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 0-07
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 141-29
2.618 139-21
1.618 138-09
1.000 137-14
0.618 136-29
HIGH 136-02
0.618 135-17
0.500 135-12
0.382 135-07
LOW 134-22
0.618 133-27
1.000 133-10
1.618 132-15
2.618 131-03
4.250 128-27
Fisher Pivots for day following 12-Jun-2014
Pivot 1 day 3 day
R1 135-23 135-23
PP 135-18 135-16
S1 135-12 135-10

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

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