ECBOT 30 Year Treasury Bond Future June 2014


Trading Metrics calculated at close of trading on 03-Jun-2014
Day Change Summary
Previous Current
02-Jun-2014 03-Jun-2014 Change Change % Previous Week
Open 138-00 137-08 -0-24 -0.5% 136-31
High 138-02 137-12 -0-22 -0.5% 139-03
Low 137-00 136-04 -0-28 -0.6% 136-21
Close 137-06 136-07 -0-31 -0.7% 138-08
Range 1-02 1-08 0-06 17.6% 2-14
ATR 0-30 0-31 0-01 2.2% 0-00
Volume 54,217 39,524 -14,693 -27.1% 2,021,420
Daily Pivots for day following 03-Jun-2014
Classic Woodie Camarilla DeMark
R4 140-10 139-17 136-29
R3 139-02 138-09 136-18
R2 137-26 137-26 136-14
R1 137-01 137-01 136-11 136-26
PP 136-18 136-18 136-18 136-15
S1 135-25 135-25 136-03 135-18
S2 135-10 135-10 136-00
S3 134-02 134-17 135-28
S4 132-26 133-09 135-17
Weekly Pivots for week ending 30-May-2014
Classic Woodie Camarilla DeMark
R4 145-10 144-07 139-19
R3 142-28 141-25 138-29
R2 140-14 140-14 138-22
R1 139-11 139-11 138-15 139-28
PP 138-00 138-00 138-00 138-09
S1 136-29 136-29 138-01 137-14
S2 135-18 135-18 137-26
S3 133-04 134-15 137-19
S4 130-22 132-01 136-29
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 139-03 136-04 2-31 2.2% 1-03 0.8% 3% False True 304,549
10 139-03 136-04 2-31 2.2% 0-30 0.7% 3% False True 333,338
20 139-03 135-05 3-30 2.9% 0-30 0.7% 27% False False 340,938
40 139-03 132-27 6-08 4.6% 0-30 0.7% 54% False False 322,868
60 139-03 129-21 9-14 6.9% 0-30 0.7% 70% False False 320,304
80 139-03 129-21 9-14 6.9% 0-30 0.7% 70% False False 284,168
100 139-03 127-11 11-24 8.6% 0-29 0.7% 76% False False 227,606
120 139-03 126-24 12-11 9.1% 0-26 0.6% 77% False False 189,673
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0-06
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 142-22
2.618 140-21
1.618 139-13
1.000 138-20
0.618 138-05
HIGH 137-12
0.618 136-29
0.500 136-24
0.382 136-19
LOW 136-04
0.618 135-11
1.000 134-28
1.618 134-03
2.618 132-27
4.250 130-26
Fisher Pivots for day following 03-Jun-2014
Pivot 1 day 3 day
R1 136-24 137-09
PP 136-18 136-30
S1 136-13 136-18

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

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