ECBOT 30 Year Treasury Bond Future September 2014


Trading Metrics calculated at close of trading on 17-Sep-2014
Day Change Summary
Previous Current
16-Sep-2014 17-Sep-2014 Change Change % Previous Week
Open 137-15 137-14 -0-01 0.0% 139-15
High 138-04 137-31 -0-05 -0.1% 140-04
Low 137-12 137-02 -0-10 -0.2% 137-08
Close 137-15 137-12 -0-03 -0.1% 137-09
Range 0-24 0-29 0-05 20.8% 2-28
ATR 0-30 0-30 0-00 -0.2% 0-00
Volume 9,490 3,080 -6,410 -67.5% 37,046
Daily Pivots for day following 17-Sep-2014
Classic Woodie Camarilla DeMark
R4 140-06 139-22 137-28
R3 139-09 138-25 137-20
R2 138-12 138-12 137-17
R1 137-28 137-28 137-15 137-22
PP 137-15 137-15 137-15 137-12
S1 136-31 136-31 137-09 136-24
S2 136-18 136-18 137-07
S3 135-21 136-02 137-04
S4 134-24 135-05 136-28
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
5 139-04 137-02 2-02 1.5% 0-27 0.6% 15% False True 7,026
10 140-24 137-02 3-22 2.7% 0-29 0.7% 8% False True 10,699
20 141-30 137-02 4-28 3.5% 0-28 0.6% 6% False True 173,063
40 141-30 136-14 5-16 4.0% 0-30 0.7% 17% False False 265,212
60 141-30 134-11 7-19 5.5% 0-30 0.7% 40% False False 272,657
80 141-30 134-11 7-19 5.5% 0-31 0.7% 40% False False 289,215
100 141-30 133-02 8-28 6.5% 0-30 0.7% 49% False False 232,774
120 141-30 131-00 10-30 8.0% 0-28 0.6% 58% False False 194,001
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-07
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 141-26
2.618 140-11
1.618 139-14
1.000 138-28
0.618 138-17
HIGH 137-31
0.618 137-20
0.500 137-16
0.382 137-13
LOW 137-02
0.618 136-16
1.000 136-05
1.618 135-19
2.618 134-22
4.250 133-07
Fisher Pivots for day following 17-Sep-2014
Pivot 1 day 3 day
R1 137-16 137-19
PP 137-15 137-17
S1 137-14 137-14

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

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