ECBOT 30 Year Treasury Bond Future September 2014


Trading Metrics calculated at close of trading on 27-Jun-2014
Day Change Summary
Previous Current
26-Jun-2014 27-Jun-2014 Change Change % Previous Week
Open 136-15 136-30 0-15 0.3% 135-19
High 137-09 137-12 0-03 0.1% 137-12
Low 136-13 136-25 0-12 0.3% 135-08
Close 137-05 136-29 -0-08 -0.2% 136-29
Range 0-28 0-19 -0-09 -32.1% 2-04
ATR 0-31 0-30 -0-01 -2.8% 0-00
Volume 306,418 233,664 -72,754 -23.7% 1,365,500
Daily Pivots for day following 27-Jun-2014
Classic Woodie Camarilla DeMark
R4 138-26 138-14 137-07
R3 138-07 137-27 137-02
R2 137-20 137-20 137-00
R1 137-08 137-08 136-31 137-04
PP 137-01 137-01 137-01 136-31
S1 136-21 136-21 136-27 136-18
S2 136-14 136-14 136-26
S3 135-27 136-02 136-24
S4 135-08 135-15 136-19
Weekly Pivots for week ending 27-Jun-2014
Classic Woodie Camarilla DeMark
R4 142-28 142-01 138-02
R3 140-24 139-29 137-16
R2 138-20 138-20 137-09
R1 137-25 137-25 137-03 138-06
PP 136-16 136-16 136-16 136-23
S1 135-21 135-21 136-23 136-02
S2 134-12 134-12 136-17
S3 132-08 133-17 136-10
S4 130-04 131-13 135-24
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 137-12 135-08 2-04 1.6% 0-26 0.6% 78% True False 273,100
10 137-12 134-20 2-24 2.0% 0-31 0.7% 83% True False 304,025
20 137-12 134-15 2-29 2.1% 1-00 0.7% 84% True False 329,556
40 138-10 133-23 4-19 3.4% 0-31 0.7% 69% False False 201,794
60 138-10 131-11 6-31 5.1% 0-27 0.6% 80% False False 134,616
80 138-10 129-29 8-13 6.1% 0-21 0.5% 83% False False 100,963
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-06
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 139-29
2.618 138-30
1.618 138-11
1.000 137-31
0.618 137-24
HIGH 137-12
0.618 137-05
0.500 137-02
0.382 137-00
LOW 136-25
0.618 136-13
1.000 136-06
1.618 135-26
2.618 135-07
4.250 134-08
Fisher Pivots for day following 27-Jun-2014
Pivot 1 day 3 day
R1 137-02 136-27
PP 137-01 136-24
S1 136-31 136-22

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

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