ECBOT 30 Year Treasury Bond Future December 2014


Trading Metrics calculated at close of trading on 01-Jul-2014
Day Change Summary
Previous Current
30-Jun-2014 01-Jul-2014 Change Change % Previous Week
Open 135-22 135-04 -0-18 -0.4% 134-01
High 135-24 135-04 -0-20 -0.5% 135-28
Low 135-16 134-29 -0-19 -0.4% 134-01
Close 135-24 134-29 -0-27 -0.6% 135-15
Range 0-08 0-07 -0-01 -12.5% 1-27
ATR 0-14 0-15 0-01 6.4% 0-00
Volume 47 5 -42 -89.4% 17
Daily Pivots for day following 01-Jul-2014
Classic Woodie Camarilla DeMark
R4 135-20 135-16 135-01
R3 135-13 135-09 134-31
R2 135-06 135-06 134-30
R1 135-02 135-02 134-30 135-00
PP 134-31 134-31 134-31 134-31
S1 134-27 134-27 134-28 134-26
S2 134-24 134-24 134-28
S3 134-17 134-20 134-27
S4 134-10 134-13 134-25
Weekly Pivots for week ending 27-Jun-2014
Classic Woodie Camarilla DeMark
R4 140-21 139-29 136-15
R3 138-26 138-02 135-31
R2 136-31 136-31 135-26
R1 136-07 136-07 135-20 136-19
PP 135-04 135-04 135-04 135-10
S1 134-12 134-12 135-10 134-24
S2 133-09 133-09 135-04
S3 131-14 132-17 134-31
S4 129-19 130-22 134-15
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 135-28 134-29 0-31 0.7% 0-09 0.2% 0% False True 13
10 135-28 133-30 1-30 1.4% 0-06 0.2% 50% False False 7
20 135-28 133-20 2-08 1.7% 0-06 0.1% 57% False False 5
Crabel Price Patterns
NR True
NR4 True
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 0-00
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 136-02
2.618 135-22
1.618 135-15
1.000 135-11
0.618 135-08
HIGH 135-04
0.618 135-01
0.500 135-00
0.382 135-00
LOW 134-29
0.618 134-25
1.000 134-22
1.618 134-18
2.618 134-11
4.250 133-31
Fisher Pivots for day following 01-Jul-2014
Pivot 1 day 3 day
R1 135-00 135-12
PP 134-31 135-07
S1 134-30 135-02

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

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