ECBOT 30 Year Treasury Bond Future December 2014


Trading Metrics calculated at close of trading on 23-Jul-2014
Day Change Summary
Previous Current
22-Jul-2014 23-Jul-2014 Change Change % Previous Week
Open 136-26 137-04 0-10 0.2% 135-28
High 137-06 137-12 0-06 0.1% 137-07
Low 136-19 137-01 0-14 0.3% 135-02
Close 137-04 137-04 0-00 0.0% 136-20
Range 0-19 0-11 -0-08 -42.1% 2-05
ATR 0-22 0-21 -0-01 -3.5% 0-00
Volume 360 369 9 2.5% 1,369
Daily Pivots for day following 23-Jul-2014
Classic Woodie Camarilla DeMark
R4 138-07 138-00 137-10
R3 137-28 137-21 137-07
R2 137-17 137-17 137-06
R1 137-10 137-10 137-05 137-10
PP 137-06 137-06 137-06 137-05
S1 136-31 136-31 137-03 136-30
S2 136-27 136-27 137-02
S3 136-16 136-20 137-01
S4 136-05 136-09 136-30
Weekly Pivots for week ending 18-Jul-2014
Classic Woodie Camarilla DeMark
R4 142-25 141-27 137-26
R3 140-20 139-22 137-07
R2 138-15 138-15 137-01
R1 137-17 137-17 136-26 138-00
PP 136-10 136-10 136-10 136-17
S1 135-12 135-12 136-14 135-27
S2 134-05 134-05 136-07
S3 132-00 133-07 136-01
S4 129-27 131-02 135-14
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 137-12 135-27 1-17 1.1% 0-24 0.6% 84% True False 419
10 137-12 135-02 2-10 1.7% 0-22 0.5% 89% True False 261
20 137-12 133-01 4-11 3.2% 0-18 0.4% 94% True False 145
40 137-12 133-01 4-11 3.2% 0-11 0.3% 94% True False 74
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-03
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 138-27
2.618 138-09
1.618 137-30
1.000 137-23
0.618 137-19
HIGH 137-12
0.618 137-08
0.500 137-06
0.382 137-05
LOW 137-01
0.618 136-26
1.000 136-22
1.618 136-15
2.618 136-04
4.250 135-18
Fisher Pivots for day following 23-Jul-2014
Pivot 1 day 3 day
R1 137-06 137-02
PP 137-06 137-01
S1 137-05 137-00

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

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