ECBOT 30 Year Treasury Bond Future December 2014


Trading Metrics calculated at close of trading on 09-Sep-2014
Day Change Summary
Previous Current
08-Sep-2014 09-Sep-2014 Change Change % Previous Week
Open 138-00 137-29 -0-03 -0.1% 140-02
High 138-23 138-00 -0-23 -0.5% 140-04
Low 137-23 137-14 -0-09 -0.2% 137-27
Close 137-31 137-23 -0-08 -0.2% 137-30
Range 1-00 0-18 -0-14 -43.8% 2-09
ATR 0-31 0-30 -0-01 -2.9% 0-00
Volume 321,954 323,913 1,959 0.6% 1,732,076
Daily Pivots for day following 09-Sep-2014
Classic Woodie Camarilla DeMark
R4 139-13 139-04 138-01
R3 138-27 138-18 137-28
R2 138-09 138-09 137-26
R1 138-00 138-00 137-25 137-28
PP 137-23 137-23 137-23 137-21
S1 137-14 137-14 137-21 137-10
S2 137-05 137-05 137-20
S3 136-19 136-28 137-18
S4 136-01 136-10 137-13
Weekly Pivots for week ending 05-Sep-2014
Classic Woodie Camarilla DeMark
R4 145-15 144-00 139-06
R3 143-06 141-23 138-18
R2 140-29 140-29 138-11
R1 139-14 139-14 138-05 139-01
PP 138-20 138-20 138-20 138-14
S1 137-05 137-05 137-23 136-24
S2 136-11 136-11 137-17
S3 134-02 134-28 137-10
S4 131-25 132-19 136-22
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 139-11 137-14 1-29 1.4% 1-01 0.8% 15% False True 391,907
10 140-16 137-14 3-02 2.2% 0-31 0.7% 9% False True 401,916
20 140-16 137-02 3-14 2.5% 0-30 0.7% 19% False False 206,546
40 140-16 134-31 5-17 4.0% 0-29 0.7% 50% False False 103,648
60 140-16 133-01 7-15 5.4% 0-23 0.5% 63% False False 69,107
80 140-16 133-01 7-15 5.4% 0-18 0.4% 63% False False 51,831
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0-07
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 140-12
2.618 139-15
1.618 138-29
1.000 138-18
0.618 138-11
HIGH 138-00
0.618 137-25
0.500 137-23
0.382 137-21
LOW 137-14
0.618 137-03
1.000 136-28
1.618 136-17
2.618 135-31
4.250 135-02
Fisher Pivots for day following 09-Sep-2014
Pivot 1 day 3 day
R1 137-23 138-08
PP 137-23 138-02
S1 137-23 137-29

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

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