ECBOT 30 Year Treasury Bond Future December 2014


Trading Metrics calculated at close of trading on 05-Aug-2014
Day Change Summary
Previous Current
04-Aug-2014 05-Aug-2014 Change Change % Previous Week
Open 136-20 136-27 0-07 0.2% 137-04
High 137-01 137-02 0-01 0.0% 137-19
Low 136-15 136-05 -0-10 -0.2% 134-31
Close 136-21 136-30 0-09 0.2% 136-16
Range 0-18 0-29 0-11 61.1% 2-20
ATR 0-26 0-26 0-00 0.8% 0-00
Volume 1,096 258 -838 -76.5% 4,391
Daily Pivots for day following 05-Aug-2014
Classic Woodie Camarilla DeMark
R4 139-14 139-03 137-14
R3 138-17 138-06 137-06
R2 137-20 137-20 137-03
R1 137-09 137-09 137-01 137-14
PP 136-23 136-23 136-23 136-26
S1 136-12 136-12 136-27 136-18
S2 135-26 135-26 136-25
S3 134-29 135-15 136-22
S4 134-00 134-18 136-14
Weekly Pivots for week ending 01-Aug-2014
Classic Woodie Camarilla DeMark
R4 144-07 143-00 137-30
R3 141-19 140-12 137-07
R2 138-31 138-31 136-31
R1 137-24 137-24 136-24 137-02
PP 136-11 136-11 136-11 136-00
S1 135-04 135-04 136-08 134-14
S2 133-23 133-23 136-01
S3 131-03 132-16 135-25
S4 128-15 129-28 135-02
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 137-19 134-31 2-20 1.9% 1-06 0.9% 75% False False 985
10 137-19 134-31 2-20 1.9% 0-29 0.7% 75% False False 695
20 137-19 134-28 2-23 2.0% 0-26 0.6% 76% False False 466
40 137-19 133-01 4-18 3.3% 0-17 0.4% 86% False False 238
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-05
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 140-29
2.618 139-14
1.618 138-17
1.000 137-31
0.618 137-20
HIGH 137-02
0.618 136-23
0.500 136-20
0.382 136-16
LOW 136-05
0.618 135-19
1.000 135-08
1.618 134-22
2.618 133-25
4.250 132-10
Fisher Pivots for day following 05-Aug-2014
Pivot 1 day 3 day
R1 136-26 136-22
PP 136-23 136-15
S1 136-20 136-08

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

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