ECBOT 30 Year Treasury Bond Future March 2014


Trading Metrics calculated at close of trading on 12-Dec-2013
Day Change Summary
Previous Current
11-Dec-2013 12-Dec-2013 Change Change % Previous Week
Open 130-00 129-11 -0-21 -0.5% 130-14
High 130-06 129-20 -0-18 -0.4% 130-18
Low 129-10 129-03 -0-07 -0.2% 128-01
Close 129-16 129-09 -0-07 -0.2% 128-29
Range 0-28 0-17 -0-11 -39.3% 2-17
ATR 0-30 0-29 -0-01 -3.1% 0-00
Volume 226,345 279,626 53,281 23.5% 1,673,320
Daily Pivots for day following 12-Dec-2013
Classic Woodie Camarilla DeMark
R4 130-30 130-20 129-18
R3 130-13 130-03 129-14
R2 129-28 129-28 129-12
R1 129-18 129-18 129-11 129-14
PP 129-11 129-11 129-11 129-09
S1 129-01 129-01 129-07 128-30
S2 128-26 128-26 129-06
S3 128-09 128-16 129-04
S4 127-24 127-31 129-00
Weekly Pivots for week ending 06-Dec-2013
Classic Woodie Camarilla DeMark
R4 136-24 135-12 130-10
R3 134-07 132-27 129-19
R2 131-22 131-22 129-12
R1 130-10 130-10 129-04 129-24
PP 129-05 129-05 129-05 128-28
S1 127-25 127-25 128-22 127-06
S2 126-20 126-20 128-14
S3 124-03 125-08 128-07
S4 121-18 122-23 127-16
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 130-11 128-01 2-10 1.8% 0-28 0.7% 54% False False 274,037
10 130-26 128-01 2-25 2.2% 0-27 0.7% 45% False False 278,125
20 131-26 128-01 3-25 2.9% 0-28 0.7% 33% False False 197,700
40 134-08 128-01 6-07 4.8% 0-27 0.7% 20% False False 99,610
60 134-08 128-01 6-07 4.8% 0-22 0.5% 20% False False 66,423
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-06
Narrowest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 131-28
2.618 131-01
1.618 130-16
1.000 130-05
0.618 129-31
HIGH 129-20
0.618 129-14
0.500 129-12
0.382 129-09
LOW 129-03
0.618 128-24
1.000 128-18
1.618 128-07
2.618 127-22
4.250 126-27
Fisher Pivots for day following 12-Dec-2013
Pivot 1 day 3 day
R1 129-12 129-23
PP 129-11 129-18
S1 129-10 129-14

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

View Archives - Comment on this page... - Back to Index of Symbols