ECBOT 30 Year Treasury Bond Future March 2014


Trading Metrics calculated at close of trading on 24-Jan-2014
Day Change Summary
Previous Current
23-Jan-2014 24-Jan-2014 Change Change % Previous Week
Open 131-00 132-09 1-09 1.0% 131-13
High 132-20 133-05 0-17 0.4% 133-05
Low 130-30 132-05 1-07 0.9% 130-27
Close 132-10 132-27 0-17 0.4% 132-27
Range 1-22 1-00 -0-22 -40.7% 2-10
ATR 0-29 0-30 0-00 0.6% 0-00
Volume 357,101 425,879 68,778 19.3% 1,174,283
Daily Pivots for day following 24-Jan-2014
Classic Woodie Camarilla DeMark
R4 135-23 135-09 133-13
R3 134-23 134-09 133-04
R2 133-23 133-23 133-01
R1 133-09 133-09 132-30 133-16
PP 132-23 132-23 132-23 132-26
S1 132-09 132-09 132-24 132-16
S2 131-23 131-23 132-21
S3 130-23 131-09 132-18
S4 129-23 130-09 132-09
Weekly Pivots for week ending 24-Jan-2014
Classic Woodie Camarilla DeMark
R4 139-07 138-11 134-04
R3 136-29 136-01 133-15
R2 134-19 134-19 133-09
R1 133-23 133-23 133-02 134-05
PP 132-09 132-09 132-09 132-16
S1 131-13 131-13 132-20 131-27
S2 129-31 129-31 132-13
S3 127-21 129-03 132-07
S4 125-11 126-25 131-18
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 133-05 130-26 2-11 1.8% 0-30 0.7% 87% True False 275,670
10 133-05 129-04 4-01 3.0% 0-30 0.7% 92% True False 271,016
20 133-05 127-23 5-14 4.1% 0-27 0.6% 94% True False 225,352
40 133-05 127-23 5-14 4.1% 0-29 0.7% 94% True False 246,690
60 134-08 127-23 6-17 4.9% 0-29 0.7% 78% False False 173,193
80 134-08 127-23 6-17 4.9% 0-26 0.6% 78% False False 129,929
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 0-04
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 137-13
2.618 135-25
1.618 134-25
1.000 134-05
0.618 133-25
HIGH 133-05
0.618 132-25
0.500 132-21
0.382 132-17
LOW 132-05
0.618 131-17
1.000 131-05
1.618 130-17
2.618 129-17
4.250 127-29
Fisher Pivots for day following 24-Jan-2014
Pivot 1 day 3 day
R1 132-25 132-18
PP 132-23 132-10
S1 132-21 132-02

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

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