ECBOT 30 Year Treasury Bond Future March 2014


Trading Metrics calculated at close of trading on 14-Jan-2014
Day Change Summary
Previous Current
13-Jan-2014 14-Jan-2014 Change Change % Previous Week
Open 130-19 131-01 0-14 0.3% 128-15
High 131-08 131-03 -0-05 -0.1% 130-24
Low 130-18 130-17 -0-01 0.0% 128-08
Close 131-03 130-21 -0-14 -0.3% 130-23
Range 0-22 0-18 -0-04 -18.2% 2-16
ATR 0-30 0-30 -0-01 -2.9% 0-00
Volume 230,168 209,818 -20,350 -8.8% 1,456,817
Daily Pivots for day following 14-Jan-2014
Classic Woodie Camarilla DeMark
R4 132-14 132-04 130-31
R3 131-28 131-18 130-26
R2 131-10 131-10 130-24
R1 131-00 131-00 130-23 130-28
PP 130-24 130-24 130-24 130-22
S1 130-14 130-14 130-19 130-10
S2 130-06 130-06 130-18
S3 129-20 129-28 130-16
S4 129-02 129-10 130-11
Weekly Pivots for week ending 10-Jan-2014
Classic Woodie Camarilla DeMark
R4 137-13 136-18 132-03
R3 134-29 134-02 131-13
R2 132-13 132-13 131-06
R1 131-18 131-18 130-30 132-00
PP 129-29 129-29 129-29 130-04
S1 129-02 129-02 130-16 129-16
S2 127-13 127-13 130-08
S3 124-29 126-18 130-01
S4 122-13 124-02 129-11
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 131-08 128-11 2-29 2.2% 0-28 0.7% 80% False False 309,629
10 131-08 127-23 3-17 2.7% 0-28 0.7% 83% False False 236,860
20 131-12 127-23 3-21 2.8% 1-00 0.8% 80% False False 215,079
40 131-26 127-23 4-03 3.1% 0-30 0.7% 72% False False 212,748
60 134-08 127-23 6-17 5.0% 0-28 0.7% 45% False False 142,379
80 134-08 127-23 6-17 5.0% 0-25 0.6% 45% False False 106,796
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-04
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 133-16
2.618 132-18
1.618 132-00
1.000 131-21
0.618 131-14
HIGH 131-03
0.618 130-28
0.500 130-26
0.382 130-24
LOW 130-17
0.618 130-06
1.000 129-31
1.618 129-20
2.618 129-02
4.250 128-04
Fisher Pivots for day following 14-Jan-2014
Pivot 1 day 3 day
R1 130-26 130-16
PP 130-24 130-11
S1 130-23 130-06

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

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