ECBOT 30 Year Treasury Bond Future September 2014


Trading Metrics calculated at close of trading on 24-Jun-2014
Day Change Summary
Previous Current
23-Jun-2014 24-Jun-2014 Change Change % Previous Week
Open 135-19 135-09 -0-10 -0.2% 135-26
High 136-00 136-07 0-07 0.2% 136-11
Low 135-08 135-08 0-00 0.0% 134-20
Close 135-12 136-01 0-21 0.5% 135-11
Range 0-24 0-31 0-07 29.2% 1-23
ATR 1-00 1-00 0-00 -0.2% 0-00
Volume 209,256 320,822 111,566 53.3% 1,674,759
Daily Pivots for day following 24-Jun-2014
Classic Woodie Camarilla DeMark
R4 138-24 138-11 136-18
R3 137-25 137-12 136-10
R2 136-26 136-26 136-07
R1 136-13 136-13 136-04 136-20
PP 135-27 135-27 135-27 135-30
S1 135-14 135-14 135-30 135-20
S2 134-28 134-28 135-27
S3 133-29 134-15 135-24
S4 132-30 133-16 135-16
Weekly Pivots for week ending 20-Jun-2014
Classic Woodie Camarilla DeMark
R4 140-19 139-22 136-09
R3 138-28 137-31 135-26
R2 137-05 137-05 135-21
R1 136-08 136-08 135-16 135-27
PP 135-14 135-14 135-14 135-08
S1 134-17 134-17 135-06 134-04
S2 133-23 133-23 135-01
S3 132-00 132-26 134-28
S4 130-09 131-03 134-13
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 136-09 134-20 1-21 1.2% 1-03 0.8% 85% False False 332,513
10 136-11 134-18 1-25 1.3% 1-02 0.8% 82% False False 329,519
20 138-10 134-15 3-27 2.8% 1-01 0.8% 41% False False 352,848
40 138-10 133-02 5-08 3.9% 0-31 0.7% 57% False False 180,962
60 138-10 131-00 7-10 5.4% 0-26 0.6% 69% False False 120,693
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 True
Bear Hook False
Bull Hook False
Stretch 0-08
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 140-11
2.618 138-24
1.618 137-25
1.000 137-06
0.618 136-26
HIGH 136-07
0.618 135-27
0.500 135-24
0.382 135-20
LOW 135-08
0.618 134-21
1.000 134-09
1.618 133-22
2.618 132-23
4.250 131-04
Fisher Pivots for day following 24-Jun-2014
Pivot 1 day 3 day
R1 135-30 135-26
PP 135-27 135-20
S1 135-24 135-14

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

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