ECBOT 30 Year Treasury Bond Future September 2014


Trading Metrics calculated at close of trading on 10-Jul-2014
Day Change Summary
Previous Current
09-Jul-2014 10-Jul-2014 Change Change % Previous Week
Open 136-22 136-24 0-02 0.0% 136-29
High 137-00 137-23 0-23 0.5% 137-07
Low 136-09 136-21 0-12 0.3% 134-11
Close 136-31 137-03 0-04 0.1% 135-00
Range 0-23 1-02 0-11 47.8% 2-28
ATR 0-31 0-31 0-00 0.7% 0-00
Volume 335,235 420,130 84,895 25.3% 1,158,351
Daily Pivots for day following 10-Jul-2014
Classic Woodie Camarilla DeMark
R4 140-11 139-25 137-22
R3 139-09 138-23 137-12
R2 138-07 138-07 137-09
R1 137-21 137-21 137-06 137-30
PP 137-05 137-05 137-05 137-10
S1 136-19 136-19 137-00 136-28
S2 136-03 136-03 136-29
S3 135-01 135-17 136-26
S4 133-31 134-15 136-16
Weekly Pivots for week ending 04-Jul-2014
Classic Woodie Camarilla DeMark
R4 144-05 142-14 136-19
R3 141-09 139-18 135-25
R2 138-13 138-13 135-17
R1 136-22 136-22 135-08 136-04
PP 135-17 135-17 135-17 135-07
S1 133-26 133-26 134-24 133-08
S2 132-21 132-21 134-15
S3 129-25 130-30 134-07
S4 126-29 128-02 133-13
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 137-23 134-11 3-12 2.5% 1-00 0.7% 81% True False 314,643
10 137-23 134-11 3-12 2.5% 0-30 0.7% 81% True False 293,497
20 137-23 134-11 3-12 2.5% 1-00 0.7% 81% True False 311,373
40 138-10 134-11 3-31 2.9% 0-31 0.7% 69% False False 261,281
60 138-10 132-24 5-18 4.1% 0-29 0.7% 78% False False 174,524
80 138-10 130-23 7-19 5.5% 0-24 0.6% 84% False False 130,899
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 0-06
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 142-08
2.618 140-16
1.618 139-14
1.000 138-25
0.618 138-12
HIGH 137-23
0.618 137-10
0.500 137-06
0.382 137-02
LOW 136-21
0.618 136-00
1.000 135-19
1.618 134-30
2.618 133-28
4.250 132-04
Fisher Pivots for day following 10-Jul-2014
Pivot 1 day 3 day
R1 137-06 136-30
PP 137-05 136-26
S1 137-04 136-22

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

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