ECBOT 30 Year Treasury Bond Future June 2014


Trading Metrics calculated at close of trading on 06-Jun-2014
Day Change Summary
Previous Current
05-Jun-2014 06-Jun-2014 Change Change % Previous Week
Open 136-05 136-10 0-05 0.1% 138-00
High 136-16 137-05 0-21 0.5% 138-02
Low 135-13 136-03 0-22 0.5% 135-13
Close 136-09 136-09 0-00 0.0% 136-09
Range 1-03 1-02 -0-01 -2.9% 2-21
ATR 0-31 0-31 0-00 0.7% 0-00
Volume 14,479 13,774 -705 -4.9% 146,714
Daily Pivots for day following 06-Jun-2014
Classic Woodie Camarilla DeMark
R4 139-22 139-02 136-28
R3 138-20 138-00 136-18
R2 137-18 137-18 136-15
R1 136-30 136-30 136-12 136-23
PP 136-16 136-16 136-16 136-13
S1 135-28 135-28 136-06 135-21
S2 135-14 135-14 136-03
S3 134-12 134-26 136-00
S4 133-10 133-24 135-22
Weekly Pivots for week ending 06-Jun-2014
Classic Woodie Camarilla DeMark
R4 144-18 143-02 137-24
R3 141-29 140-13 137-00
R2 139-08 139-08 136-25
R1 137-24 137-24 136-17 137-06
PP 136-19 136-19 136-19 136-09
S1 135-03 135-03 136-01 134-16
S2 133-30 133-30 135-25
S3 131-09 132-14 135-18
S4 128-20 129-25 134-26
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 138-02 135-13 2-21 1.9% 1-01 0.8% 33% False False 29,342
10 139-03 135-13 3-22 2.7% 0-31 0.7% 24% False False 237,334
20 139-03 135-05 3-30 2.9% 0-30 0.7% 29% False False 285,569
40 139-03 133-04 5-31 4.4% 0-30 0.7% 53% False False 303,145
60 139-03 131-21 7-14 5.5% 0-30 0.7% 62% False False 307,909
80 139-03 129-21 9-14 6.9% 0-30 0.7% 70% False False 284,746
100 139-03 128-18 10-17 7.7% 0-29 0.7% 73% False False 228,131
120 139-03 126-24 12-11 9.1% 0-26 0.6% 77% False False 190,114
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 0-08
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 141-22
2.618 139-30
1.618 138-28
1.000 138-07
0.618 137-26
HIGH 137-05
0.618 136-24
0.500 136-20
0.382 136-16
LOW 136-03
0.618 135-14
1.000 135-01
1.618 134-12
2.618 133-10
4.250 131-18
Fisher Pivots for day following 06-Jun-2014
Pivot 1 day 3 day
R1 136-20 136-09
PP 136-16 136-09
S1 136-13 136-09

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

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