ECBOT 30 Year Treasury Bond Future September 2014


Trading Metrics calculated at close of trading on 16-Sep-2014
Day Change Summary
Previous Current
15-Sep-2014 16-Sep-2014 Change Change % Previous Week
Open 137-15 137-15 0-00 0.0% 139-15
High 137-28 138-04 0-08 0.2% 140-04
Low 137-08 137-12 0-04 0.1% 137-08
Close 137-18 137-15 -0-03 -0.1% 137-09
Range 0-20 0-24 0-04 20.0% 2-28
ATR 0-30 0-30 0-00 -1.5% 0-00
Volume 5,245 9,490 4,245 80.9% 37,046
Daily Pivots for day following 16-Sep-2014
Classic Woodie Camarilla DeMark
R4 139-29 139-14 137-28
R3 139-05 138-22 137-22
R2 138-13 138-13 137-19
R1 137-30 137-30 137-17 137-27
PP 137-21 137-21 137-21 137-20
S1 137-06 137-06 137-13 137-03
S2 136-29 136-29 137-11
S3 136-05 136-14 137-08
S4 135-13 135-22 137-02
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
5 139-11 137-08 2-03 1.5% 0-27 0.6% 10% False False 7,018
10 140-24 137-08 3-16 2.5% 0-30 0.7% 6% False False 14,080
20 141-30 137-08 4-22 3.4% 0-28 0.6% 5% False False 187,568
40 141-30 136-14 5-16 4.0% 0-30 0.7% 19% False False 272,736
60 141-30 134-11 7-19 5.5% 0-30 0.7% 41% False False 276,093
80 141-30 134-11 7-19 5.5% 0-31 0.7% 41% False False 289,689
100 141-30 133-02 8-28 6.5% 0-30 0.7% 50% False False 232,748
120 141-30 131-00 10-30 8.0% 0-28 0.6% 59% False False 193,976
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 141-10
2.618 140-03
1.618 139-11
1.000 138-28
0.618 138-19
HIGH 138-04
0.618 137-27
0.500 137-24
0.382 137-21
LOW 137-12
0.618 136-29
1.000 136-20
1.618 136-05
2.618 135-13
4.250 134-06
Fisher Pivots for day following 16-Sep-2014
Pivot 1 day 3 day
R1 137-24 137-26
PP 137-21 137-23
S1 137-18 137-19

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

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