ECBOT 30 Year Treasury Bond Future September 2014


Trading Metrics calculated at close of trading on 23-Jun-2014
Day Change Summary
Previous Current
20-Jun-2014 23-Jun-2014 Change Change % Previous Week
Open 135-06 135-19 0-13 0.3% 135-26
High 135-20 136-00 0-12 0.3% 136-11
Low 134-20 135-08 0-20 0.5% 134-20
Close 135-11 135-12 0-01 0.0% 135-11
Range 1-00 0-24 -0-08 -25.0% 1-23
ATR 1-00 1-00 -0-01 -1.8% 0-00
Volume 311,852 209,256 -102,596 -32.9% 1,674,759
Daily Pivots for day following 23-Jun-2014
Classic Woodie Camarilla DeMark
R4 137-25 137-11 135-25
R3 137-01 136-19 135-19
R2 136-09 136-09 135-16
R1 135-27 135-27 135-14 135-22
PP 135-17 135-17 135-17 135-15
S1 135-03 135-03 135-10 134-30
S2 134-25 134-25 135-08
S3 134-01 134-11 135-05
S4 133-09 133-19 134-31
Weekly Pivots for week ending 20-Jun-2014
Classic Woodie Camarilla DeMark
R4 140-19 139-22 136-09
R3 138-28 137-31 135-26
R2 137-05 137-05 135-21
R1 136-08 136-08 135-16 135-27
PP 135-14 135-14 135-14 135-08
S1 134-17 134-17 135-06 134-04
S2 133-23 133-23 135-01
S3 132-00 132-26 134-28
S4 130-09 131-03 134-13
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 136-09 134-20 1-21 1.2% 1-04 0.8% 45% False False 327,557
10 136-11 134-18 1-25 1.3% 1-01 0.8% 46% False False 323,949
20 138-10 134-15 3-27 2.8% 1-01 0.8% 24% False False 338,888
40 138-10 133-02 5-08 3.9% 0-31 0.7% 44% False False 172,950
60 138-10 131-00 7-10 5.4% 0-26 0.6% 60% False False 115,346
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 True
Bear Hook False
Bull Hook False
Stretch 0-09
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 139-06
2.618 137-31
1.618 137-07
1.000 136-24
0.618 136-15
HIGH 136-00
0.618 135-23
0.500 135-20
0.382 135-17
LOW 135-08
0.618 134-25
1.000 134-16
1.618 134-01
2.618 133-09
4.250 132-02
Fisher Pivots for day following 23-Jun-2014
Pivot 1 day 3 day
R1 135-20 135-14
PP 135-17 135-14
S1 135-15 135-13

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

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