ECBOT 30 Year Treasury Bond Future December 2014


Trading Metrics calculated at close of trading on 05-Sep-2014
Day Change Summary
Previous Current
04-Sep-2014 05-Sep-2014 Change Change % Previous Week
Open 139-03 138-08 -0-27 -0.6% 140-02
High 139-11 139-02 -0-09 -0.2% 140-04
Low 138-02 137-27 -0-07 -0.2% 137-27
Close 138-06 137-30 -0-08 -0.2% 137-30
Range 1-09 1-07 -0-02 -4.9% 2-09
ATR 0-30 0-30 0-01 2.2% 0-00
Volume 489,955 459,235 -30,720 -6.3% 1,732,076
Daily Pivots for day following 05-Sep-2014
Classic Woodie Camarilla DeMark
R4 141-30 141-05 138-19
R3 140-23 139-30 138-09
R2 139-16 139-16 138-05
R1 138-23 138-23 138-02 138-16
PP 138-09 138-09 138-09 138-06
S1 137-16 137-16 137-26 137-09
S2 137-02 137-02 137-23
S3 135-27 136-09 137-19
S4 134-20 135-02 137-09
Weekly Pivots for week ending 05-Sep-2014
Classic Woodie Camarilla DeMark
R4 145-15 144-00 139-06
R3 143-06 141-23 138-18
R2 140-29 140-29 138-11
R1 139-14 139-14 138-05 139-01
PP 138-20 138-20 138-20 138-14
S1 137-05 137-05 137-23 136-24
S2 136-11 136-11 137-17
S3 134-02 134-28 137-10
S4 131-25 132-19 136-22
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 140-15 137-27 2-20 1.9% 1-05 0.8% 4% False True 410,737
10 140-16 137-27 2-21 1.9% 0-31 0.7% 4% False True 344,188
20 140-16 137-02 3-14 2.5% 0-30 0.7% 25% False False 174,439
40 140-16 134-31 5-17 4.0% 0-28 0.6% 54% False False 87,506
60 140-16 133-01 7-15 5.4% 0-23 0.5% 66% False False 58,343
Crabel Price Patterns
NR True
NR4 False
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 0-08
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 144-08
2.618 142-08
1.618 141-01
1.000 140-09
0.618 139-26
HIGH 139-02
0.618 138-19
0.500 138-14
0.382 138-10
LOW 137-27
0.618 137-03
1.000 136-20
1.618 135-28
2.618 134-21
4.250 132-21
Fisher Pivots for day following 05-Sep-2014
Pivot 1 day 3 day
R1 138-14 138-19
PP 138-09 138-12
S1 138-04 138-05

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

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