ECBOT 30 Year Treasury Bond Future December 2014


Trading Metrics calculated at close of trading on 25-Sep-2014
Day Change Summary
Previous Current
24-Sep-2014 25-Sep-2014 Change Change % Previous Week
Open 137-14 136-29 -0-17 -0.4% 136-00
High 137-18 138-00 0-14 0.3% 136-27
Low 136-26 136-26 0-00 0.0% 135-13
Close 136-27 137-26 0-31 0.7% 136-19
Range 0-24 1-06 0-14 58.3% 1-14
ATR 0-30 0-30 0-01 2.0% 0-00
Volume 267,166 368,258 101,092 37.8% 1,671,349
Daily Pivots for day following 25-Sep-2014
Classic Woodie Camarilla DeMark
R4 141-03 140-21 138-15
R3 139-29 139-15 138-04
R2 138-23 138-23 138-01
R1 138-09 138-09 137-29 138-16
PP 137-17 137-17 137-17 137-21
S1 137-03 137-03 137-23 137-10
S2 136-11 136-11 137-19
S3 135-05 135-29 137-16
S4 133-31 134-23 137-05
Weekly Pivots for week ending 19-Sep-2014
Classic Woodie Camarilla DeMark
R4 140-19 140-01 137-12
R3 139-05 138-19 137-00
R2 137-23 137-23 136-27
R1 137-05 137-05 136-23 137-14
PP 136-09 136-09 136-09 136-14
S1 135-23 135-23 136-15 136-00
S2 134-27 134-27 136-11
S3 133-13 134-09 136-06
S4 131-31 132-27 135-26
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 138-00 135-13 2-19 1.9% 0-31 0.7% 93% True False 302,326
10 138-00 135-13 2-19 1.9% 0-30 0.7% 93% True False 332,424
20 140-16 135-13 5-03 3.7% 0-31 0.7% 47% False False 362,350
40 140-16 134-31 5-17 4.0% 0-30 0.7% 51% False False 203,969
60 140-16 133-01 7-15 5.4% 0-28 0.6% 64% False False 136,065
80 140-16 133-01 7-15 5.4% 0-22 0.5% 64% False False 102,050
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 143-02
2.618 141-03
1.618 139-29
1.000 139-06
0.618 138-23
HIGH 138-00
0.618 137-17
0.500 137-13
0.382 137-09
LOW 136-26
0.618 136-03
1.000 135-20
1.618 134-29
2.618 133-23
4.250 131-24
Fisher Pivots for day following 25-Sep-2014
Pivot 1 day 3 day
R1 137-22 137-21
PP 137-17 137-16
S1 137-13 137-11

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

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