ECBOT 30 Year Treasury Bond Future March 2014


Trading Metrics calculated at close of trading on 07-Jan-2014
Day Change Summary
Previous Current
06-Jan-2014 07-Jan-2014 Change Change % Previous Week
Open 128-15 128-31 0-16 0.4% 128-10
High 129-11 129-12 0-01 0.0% 128-31
Low 128-08 128-29 0-21 0.5% 127-23
Close 129-01 129-10 0-09 0.2% 128-17
Range 1-03 0-15 -0-20 -57.1% 1-08
ATR 0-31 0-30 -0-01 -3.7% 0-00
Volume 187,850 160,804 -27,046 -14.4% 578,271
Daily Pivots for day following 07-Jan-2014
Classic Woodie Camarilla DeMark
R4 130-19 130-14 129-18
R3 130-04 129-31 129-14
R2 129-21 129-21 129-13
R1 129-16 129-16 129-11 129-18
PP 129-06 129-06 129-06 129-08
S1 129-01 129-01 129-09 129-04
S2 128-23 128-23 129-07
S3 128-08 128-18 129-06
S4 127-25 128-03 129-02
Weekly Pivots for week ending 03-Jan-2014
Classic Woodie Camarilla DeMark
R4 132-05 131-19 129-07
R3 130-29 130-11 128-28
R2 129-21 129-21 128-24
R1 129-03 129-03 128-21 129-12
PP 128-13 128-13 128-13 128-18
S1 127-27 127-27 128-13 128-04
S2 127-05 127-05 128-10
S3 125-29 126-19 128-06
S4 124-21 125-11 127-27
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 129-12 127-23 1-21 1.3% 0-28 0.7% 96% True False 164,090
10 131-12 127-23 3-21 2.8% 0-30 0.7% 44% False False 134,899
20 131-12 127-23 3-21 2.8% 0-30 0.7% 44% False False 197,629
40 132-25 127-23 5-02 3.9% 0-30 0.7% 31% False False 174,533
60 134-08 127-23 6-17 5.1% 0-28 0.7% 24% False False 116,578
80 134-08 127-23 6-17 5.1% 0-23 0.6% 24% False False 87,446
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 True
Bear Hook False
Bull Hook False
Stretch 0-08
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 131-12
2.618 130-19
1.618 130-04
1.000 129-27
0.618 129-21
HIGH 129-12
0.618 129-06
0.500 129-04
0.382 129-03
LOW 128-29
0.618 128-20
1.000 128-14
1.618 128-05
2.618 127-22
4.250 126-29
Fisher Pivots for day following 07-Jan-2014
Pivot 1 day 3 day
R1 129-08 129-04
PP 129-06 128-31
S1 129-04 128-25

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

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