ECBOT 30 Year Treasury Bond Future September 2014


Trading Metrics calculated at close of trading on 12-Sep-2014
Day Change Summary
Previous Current
11-Sep-2014 12-Sep-2014 Change Change % Previous Week
Open 138-23 138-13 -0-10 -0.2% 139-15
High 139-04 138-13 -0-23 -0.5% 140-04
Low 138-10 137-08 -1-02 -0.8% 137-08
Close 138-23 137-09 -1-14 -1.0% 137-09
Range 0-26 1-05 0-11 42.3% 2-28
ATR 0-30 0-31 0-01 4.0% 0-00
Volume 7,953 9,363 1,410 17.7% 37,046
Daily Pivots for day following 12-Sep-2014
Classic Woodie Camarilla DeMark
R4 141-04 140-11 137-29
R3 139-31 139-06 137-19
R2 138-26 138-26 137-16
R1 138-01 138-01 137-12 137-27
PP 137-21 137-21 137-21 137-18
S1 136-28 136-28 137-06 136-22
S2 136-16 136-16 137-02
S3 135-11 135-23 136-31
S4 134-06 134-18 136-21
Weekly Pivots for week ending 12-Sep-2014
Classic Woodie Camarilla DeMark
R4 146-27 144-30 138-28
R3 143-31 142-02 138-02
R2 141-03 141-03 137-26
R1 139-06 139-06 137-17 138-22
PP 138-07 138-07 138-07 137-31
S1 136-10 136-10 137-01 135-26
S2 135-11 135-11 136-24
S3 132-15 133-14 136-16
S4 129-19 130-18 135-22
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 140-04 137-08 2-28 2.1% 0-27 0.6% 1% False True 7,409
10 141-29 137-08 4-21 3.4% 1-00 0.7% 1% False True 29,026
20 141-30 137-08 4-22 3.4% 0-31 0.7% 1% False True 225,026
40 141-30 136-14 5-16 4.0% 0-31 0.7% 15% False False 285,114
60 141-30 134-11 7-19 5.5% 0-30 0.7% 39% False False 288,560
80 141-30 134-11 7-19 5.5% 0-31 0.7% 39% False False 290,191
100 141-30 133-02 8-28 6.5% 0-30 0.7% 48% False False 232,606
120 141-30 131-00 10-30 8.0% 0-28 0.6% 57% False False 193,853
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 143-10
2.618 141-14
1.618 140-09
1.000 139-18
0.618 139-04
HIGH 138-13
0.618 137-31
0.500 137-26
0.382 137-22
LOW 137-08
0.618 136-17
1.000 136-03
1.618 135-12
2.618 134-07
4.250 132-11
Fisher Pivots for day following 12-Sep-2014
Pivot 1 day 3 day
R1 137-26 138-10
PP 137-21 137-31
S1 137-15 137-20

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

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