ECBOT 30 Year Treasury Bond Future September 2014


Trading Metrics calculated at close of trading on 15-Sep-2014
Day Change Summary
Previous Current
12-Sep-2014 15-Sep-2014 Change Change % Previous Week
Open 138-13 137-15 -0-30 -0.7% 139-15
High 138-13 137-28 -0-17 -0.4% 140-04
Low 137-08 137-08 0-00 0.0% 137-08
Close 137-09 137-18 0-09 0.2% 137-09
Range 1-05 0-20 -0-17 -45.9% 2-28
ATR 0-31 0-30 -0-01 -2.6% 0-00
Volume 9,363 5,245 -4,118 -44.0% 37,046
Daily Pivots for day following 15-Sep-2014
Classic Woodie Camarilla DeMark
R4 139-14 139-04 137-29
R3 138-26 138-16 137-24
R2 138-06 138-06 137-22
R1 137-28 137-28 137-20 138-01
PP 137-18 137-18 137-18 137-20
S1 137-08 137-08 137-16 137-13
S2 136-30 136-30 137-14
S3 136-10 136-20 137-12
S4 135-22 136-00 137-07
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
5 139-14 137-08 2-06 1.6% 0-25 0.6% 14% False True 7,398
10 141-18 137-08 4-10 3.1% 1-00 0.7% 7% False True 20,874
20 141-30 137-08 4-22 3.4% 0-29 0.7% 7% False True 199,641
40 141-30 136-14 5-16 4.0% 0-30 0.7% 20% False False 278,369
60 141-30 134-11 7-19 5.5% 0-30 0.7% 42% False False 281,133
80 141-30 134-11 7-19 5.5% 0-30 0.7% 42% False False 289,776
100 141-30 133-02 8-28 6.5% 0-30 0.7% 51% False False 232,654
120 141-30 131-00 10-30 8.0% 0-28 0.6% 60% False False 193,897
Crabel Price Patterns
NR True
NR4 True
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 0-07
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 140-17
2.618 139-16
1.618 138-28
1.000 138-16
0.618 138-08
HIGH 137-28
0.618 137-20
0.500 137-18
0.382 137-16
LOW 137-08
0.618 136-28
1.000 136-20
1.618 136-08
2.618 135-20
4.250 134-19
Fisher Pivots for day following 15-Sep-2014
Pivot 1 day 3 day
R1 137-18 138-06
PP 137-18 137-31
S1 137-18 137-25

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

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