ECBOT 30 Year Treasury Bond Future March 2014


Trading Metrics calculated at close of trading on 31-Jan-2014
Day Change Summary
Previous Current
30-Jan-2014 31-Jan-2014 Change Change % Previous Week
Open 133-17 133-06 -0-11 -0.3% 133-01
High 133-19 133-31 0-12 0.3% 133-31
Low 132-25 133-02 0-09 0.2% 132-01
Close 133-09 133-19 0-10 0.2% 133-19
Range 0-26 0-29 0-03 11.5% 1-30
ATR 0-30 0-30 0-00 -0.4% 0-00
Volume 296,190 355,281 59,091 20.0% 1,774,084
Daily Pivots for day following 31-Jan-2014
Classic Woodie Camarilla DeMark
R4 136-08 135-27 134-03
R3 135-11 134-30 133-27
R2 134-14 134-14 133-24
R1 134-01 134-01 133-22 134-08
PP 133-17 133-17 133-17 133-21
S1 133-04 133-04 133-16 133-10
S2 132-20 132-20 133-14
S3 131-23 132-07 133-11
S4 130-26 131-10 133-03
Weekly Pivots for week ending 31-Jan-2014
Classic Woodie Camarilla DeMark
R4 139-00 138-08 134-21
R3 137-02 136-10 134-04
R2 135-04 135-04 133-30
R1 134-12 134-12 133-25 134-24
PP 133-06 133-06 133-06 133-12
S1 132-14 132-14 133-13 132-26
S2 131-08 131-08 133-08
S3 129-10 130-16 133-02
S4 127-12 128-18 132-17
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 133-31 132-01 1-30 1.5% 1-00 0.7% 81% True False 354,816
10 133-31 130-26 3-05 2.4% 0-31 0.7% 88% True False 315,243
20 133-31 128-06 5-25 4.3% 0-29 0.7% 94% True False 283,833
40 133-31 127-23 6-08 4.7% 0-30 0.7% 94% True False 255,498
60 133-31 127-23 6-08 4.7% 0-30 0.7% 94% True False 202,677
80 134-08 127-23 6-17 4.9% 0-28 0.7% 90% False False 152,101
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 0-05
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 137-26
2.618 136-11
1.618 135-14
1.000 134-28
0.618 134-17
HIGH 133-31
0.618 133-20
0.500 133-16
0.382 133-13
LOW 133-02
0.618 132-16
1.000 132-05
1.618 131-19
2.618 130-22
4.250 129-07
Fisher Pivots for day following 31-Jan-2014
Pivot 1 day 3 day
R1 133-18 133-13
PP 133-17 133-06
S1 133-16 133-00

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

View Archives - Comment on this page... - Back to Index of Symbols