ECBOT 30 Year Treasury Bond Future December 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 136-00 136-00 0-00 0.0% 138-00
High 136-15 136-24 0-09 0.2% 138-23
Low 135-26 135-28 0-02 0.0% 135-25
Close 136-04 136-01 -0-03 -0.1% 135-27
Range 0-21 0-28 0-07 33.3% 2-30
ATR 0-30 0-30 0-00 -0.5% 0-00
Volume 240,304 338,950 98,646 41.1% 1,791,080
Daily Pivots for day following 16-Sep-2014
Classic Woodie Camarilla DeMark
R4 138-27 138-10 136-16
R3 137-31 137-14 136-09
R2 137-03 137-03 136-06
R1 136-18 136-18 136-04 136-26
PP 136-07 136-07 136-07 136-11
S1 135-22 135-22 135-30 135-30
S2 135-11 135-11 135-28
S3 134-15 134-26 135-25
S4 133-19 133-30 135-18
Weekly Pivots for week ending 12-Sep-2014
Classic Woodie Camarilla DeMark
R4 145-19 143-21 137-15
R3 142-21 140-23 136-21
R2 139-23 139-23 136-12
R1 137-25 137-25 136-04 137-09
PP 136-25 136-25 136-25 136-17
S1 134-27 134-27 135-18 134-11
S2 133-27 133-27 135-10
S3 130-29 131-29 135-01
S4 127-31 128-31 134-07
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 137-30 135-25 2-05 1.6% 0-29 0.7% 12% False False 344,893
10 139-11 135-25 3-18 2.6% 0-31 0.7% 7% False False 368,400
20 140-16 135-25 4-23 3.5% 0-29 0.7% 5% False False 292,086
40 140-16 134-31 5-17 4.1% 0-29 0.7% 19% False False 146,717
60 140-16 133-01 7-15 5.5% 0-25 0.6% 40% False False 97,848
80 140-16 133-01 7-15 5.5% 0-20 0.5% 40% False False 73,387
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 0-08
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 140-15
2.618 139-01
1.618 138-05
1.000 137-20
0.618 137-09
HIGH 136-24
0.618 136-13
0.500 136-10
0.382 136-07
LOW 135-28
0.618 135-11
1.000 135-00
1.618 134-15
2.618 133-19
4.250 132-05
Fisher Pivots for day following 16-Sep-2014
Pivot 1 day 3 day
R1 136-10 136-14
PP 136-07 136-10
S1 136-04 136-05

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

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