ECBOT 30 Year Treasury Bond Future December 2014


Trading Metrics calculated at close of trading on 30-Oct-2014
Day Change Summary
Previous Current
29-Oct-2014 30-Oct-2014 Change Change % Previous Week
Open 141-14 141-15 0-01 0.0% 142-25
High 141-21 142-04 0-15 0.3% 143-25
Low 140-16 141-08 0-24 0.5% 141-07
Close 141-12 141-18 0-06 0.1% 141-23
Range 1-05 0-28 -0-09 -24.3% 2-18
ATR 1-11 1-10 -0-01 -2.5% 0-00
Volume 316,683 356,556 39,873 12.6% 1,775,074
Daily Pivots for day following 30-Oct-2014
Classic Woodie Camarilla DeMark
R4 144-09 143-25 142-01
R3 143-13 142-29 141-26
R2 142-17 142-17 141-23
R1 142-01 142-01 141-21 142-09
PP 141-21 141-21 141-21 141-24
S1 141-05 141-05 141-15 141-13
S2 140-25 140-25 141-13
S3 139-29 140-09 141-10
S4 139-01 139-13 141-03
Weekly Pivots for week ending 24-Oct-2014
Classic Woodie Camarilla DeMark
R4 149-30 148-12 143-04
R3 147-12 145-26 142-14
R2 144-26 144-26 142-06
R1 143-08 143-08 141-31 142-24
PP 142-08 142-08 142-08 142-00
S1 140-22 140-22 141-15 140-06
S2 139-22 139-22 141-08
S3 137-04 138-04 141-00
S4 134-18 135-18 140-10
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 142-17 140-16 2-01 1.4% 0-30 0.7% 52% False False 314,429
10 143-29 140-16 3-13 2.4% 1-05 0.8% 31% False False 349,121
20 148-00 138-11 9-21 6.8% 1-14 1.0% 33% False False 448,423
40 148-00 135-13 12-19 8.9% 1-07 0.9% 49% False False 403,438
60 148-00 135-13 12-19 8.9% 1-04 0.8% 49% False False 319,475
80 148-00 134-31 13-01 9.2% 1-02 0.7% 51% False False 239,732
100 148-00 133-01 14-31 10.6% 0-29 0.6% 57% False False 191,788
Crabel Price Patterns
NR True
NR4 False
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 0-11
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 145-27
2.618 144-13
1.618 143-17
1.000 143-00
0.618 142-21
HIGH 142-04
0.618 141-25
0.500 141-22
0.382 141-19
LOW 141-08
0.618 140-23
1.000 140-12
1.618 139-27
2.618 138-31
4.250 137-17
Fisher Pivots for day following 30-Oct-2014
Pivot 1 day 3 day
R1 141-22 141-16
PP 141-21 141-13
S1 141-19 141-10

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

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