ECBOT 30 Year Treasury Bond Future September 2014


Trading Metrics calculated at close of trading on 28-Aug-2014
Day Change Summary
Previous Current
27-Aug-2014 28-Aug-2014 Change Change % Previous Week
Open 140-13 141-09 0-28 0.6% 140-31
High 141-10 141-30 0-20 0.4% 141-01
Low 140-12 141-07 0-27 0.6% 139-11
Close 141-05 141-23 0-18 0.4% 140-14
Range 0-30 0-23 -0-07 -23.3% 1-22
ATR 0-30 0-29 0-00 -1.1% 0-00
Volume 687,635 613,612 -74,023 -10.8% 1,548,392
Daily Pivots for day following 28-Aug-2014
Classic Woodie Camarilla DeMark
R4 143-25 143-15 142-04
R3 143-02 142-24 141-29
R2 142-11 142-11 141-27
R1 142-01 142-01 141-25 142-06
PP 141-20 141-20 141-20 141-22
S1 141-10 141-10 141-21 141-15
S2 140-29 140-29 141-19
S3 140-06 140-19 141-17
S4 139-15 139-28 141-10
Weekly Pivots for week ending 22-Aug-2014
Classic Woodie Camarilla DeMark
R4 145-11 144-18 141-12
R3 143-21 142-28 140-29
R2 141-31 141-31 140-24
R1 141-06 141-06 140-19 140-24
PP 140-09 140-09 140-09 140-01
S1 139-16 139-16 140-09 139-02
S2 138-19 138-19 140-04
S3 136-29 137-26 139-31
S4 135-07 136-04 139-16
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 141-30 139-21 2-09 1.6% 0-25 0.5% 90% True False 507,162
10 141-30 139-11 2-19 1.8% 0-30 0.7% 92% True False 421,026
20 141-30 136-25 5-05 3.6% 0-30 0.7% 96% True False 396,371
40 141-30 134-11 7-19 5.4% 0-30 0.7% 97% True False 351,836
60 141-30 134-11 7-19 5.4% 0-30 0.7% 97% True False 339,755
80 141-30 134-11 7-19 5.4% 0-30 0.7% 97% True False 287,020
100 141-30 132-11 9-19 6.8% 0-29 0.6% 98% True False 229,720
120 141-30 130-07 11-23 8.3% 0-25 0.5% 98% True False 191,435
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 0-06
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 145-00
2.618 143-26
1.618 143-03
1.000 142-21
0.618 142-12
HIGH 141-30
0.618 141-21
0.500 141-18
0.382 141-16
LOW 141-07
0.618 140-25
1.000 140-16
1.618 140-02
2.618 139-11
4.250 138-05
Fisher Pivots for day following 28-Aug-2014
Pivot 1 day 3 day
R1 141-22 141-17
PP 141-20 141-11
S1 141-18 141-05

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

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