ECBOT 30 Year Treasury Bond Future September 2014


Trading Metrics calculated at close of trading on 16-Jun-2014
Day Change Summary
Previous Current
13-Jun-2014 16-Jun-2014 Change Change % Previous Week
Open 135-23 135-26 0-03 0.1% 135-15
High 136-06 136-11 0-05 0.1% 136-06
Low 135-05 135-21 0-16 0.4% 134-18
Close 135-25 135-31 0-06 0.1% 135-25
Range 1-01 0-22 -0-11 -33.3% 1-20
ATR 0-31 0-30 -0-01 -2.0% 0-00
Volume 345,669 246,227 -99,442 -28.8% 1,595,505
Daily Pivots for day following 16-Jun-2014
Classic Woodie Camarilla DeMark
R4 138-02 137-22 136-11
R3 137-12 137-00 136-05
R2 136-22 136-22 136-03
R1 136-10 136-10 136-01 136-16
PP 136-00 136-00 136-00 136-02
S1 135-20 135-20 135-29 135-26
S2 135-10 135-10 135-27
S3 134-20 134-30 135-25
S4 133-30 134-08 135-19
Weekly Pivots for week ending 13-Jun-2014
Classic Woodie Camarilla DeMark
R4 140-12 139-23 136-22
R3 138-24 138-03 136-07
R2 137-04 137-04 136-03
R1 136-15 136-15 135-30 136-26
PP 135-16 135-16 135-16 135-22
S1 134-27 134-27 135-20 135-06
S2 133-28 133-28 135-15
S3 132-08 133-07 135-11
S4 130-20 131-19 134-28
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 136-11 134-18 1-25 1.3% 0-31 0.7% 79% True False 320,342
10 136-19 134-15 2-04 1.6% 0-31 0.7% 71% False False 341,663
20 138-10 134-15 3-27 2.8% 0-30 0.7% 39% False False 262,762
40 138-10 132-24 5-18 4.1% 0-28 0.7% 58% False False 132,043
60 138-10 131-00 7-10 5.4% 0-23 0.5% 68% False False 88,050
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0-08
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 139-08
2.618 138-05
1.618 137-15
1.000 137-01
0.618 136-25
HIGH 136-11
0.618 136-03
0.500 136-00
0.382 135-29
LOW 135-21
0.618 135-07
1.000 134-31
1.618 134-17
2.618 133-27
4.250 132-24
Fisher Pivots for day following 16-Jun-2014
Pivot 1 day 3 day
R1 136-00 135-26
PP 136-00 135-21
S1 135-31 135-16

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

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