ECBOT 30 Year Treasury Bond Future March 2015


Trading Metrics calculated at close of trading on 27-Oct-2014
Day Change Summary
Previous Current
24-Oct-2014 27-Oct-2014 Change Change % Previous Week
Open 140-24 140-05 -0-19 -0.4% 141-03
High 141-00 140-22 -0-10 -0.2% 142-06
Low 140-06 140-01 -0-05 -0.1% 139-29
Close 140-07 140-15 0-08 0.2% 140-07
Range 0-26 0-21 -0-05 -19.2% 2-09
ATR 1-05 1-04 -0-01 -3.1% 0-00
Volume 287 209 -78 -27.2% 2,570
Daily Pivots for day following 27-Oct-2014
Classic Woodie Camarilla DeMark
R4 142-12 142-02 140-27
R3 141-23 141-13 140-21
R2 141-02 141-02 140-19
R1 140-24 140-24 140-17 140-29
PP 140-13 140-13 140-13 140-15
S1 140-03 140-03 140-13 140-08
S2 139-24 139-24 140-11
S3 139-03 139-14 140-09
S4 138-14 138-25 140-03
Weekly Pivots for week ending 24-Oct-2014
Classic Woodie Camarilla DeMark
R4 147-20 146-06 141-15
R3 145-11 143-29 140-27
R2 143-02 143-02 140-20
R1 141-20 141-20 140-14 141-06
PP 140-25 140-25 140-25 140-18
S1 139-11 139-11 140-00 138-30
S2 138-16 138-16 139-26
S3 136-07 137-02 139-19
S4 133-30 134-25 138-31
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 142-06 139-29 2-09 1.6% 0-28 0.6% 25% False False 526
10 146-16 139-29 6-19 4.7% 1-18 1.1% 9% False False 473
20 146-16 136-12 10-04 7.2% 1-06 0.8% 40% False False 273
40 146-16 134-00 12-16 8.9% 0-25 0.6% 52% False False 139
60 146-16 134-00 12-16 8.9% 0-18 0.4% 52% False False 93
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 True
3BNR True
4BNR False
8BNR False
Bear Hook True
Bull Hook False
Stretch 0-07
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 143-15
2.618 142-13
1.618 141-24
1.000 141-11
0.618 141-03
HIGH 140-22
0.618 140-14
0.500 140-12
0.382 140-09
LOW 140-01
0.618 139-20
1.000 139-12
1.618 138-31
2.618 138-10
4.250 137-08
Fisher Pivots for day following 27-Oct-2014
Pivot 1 day 3 day
R1 140-14 140-16
PP 140-13 140-16
S1 140-12 140-16

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

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