ECBOT 30 Year Treasury Bond Future March 2014


Trading Metrics calculated at close of trading on 09-Jan-2014
Day Change Summary
Previous Current
08-Jan-2014 09-Jan-2014 Change Change % Previous Week
Open 129-07 128-29 -0-10 -0.2% 128-10
High 129-08 129-14 0-06 0.1% 128-31
Low 128-11 128-26 0-15 0.4% 127-23
Close 128-25 129-11 0-18 0.4% 128-17
Range 0-29 0-20 -0-09 -31.0% 1-08
ATR 0-30 0-30 -0-01 -2.2% 0-00
Volume 325,226 363,575 38,349 11.8% 578,271
Daily Pivots for day following 09-Jan-2014
Classic Woodie Camarilla DeMark
R4 131-02 130-27 129-22
R3 130-14 130-07 129-16
R2 129-26 129-26 129-15
R1 129-19 129-19 129-13 129-22
PP 129-06 129-06 129-06 129-08
S1 128-31 128-31 129-09 129-02
S2 128-18 128-18 129-07
S3 127-30 128-11 129-06
S4 127-10 127-23 129-00
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
5 129-14 128-06 1-08 1.0% 0-24 0.6% 93% True False 238,483
10 129-14 127-23 1-23 1.3% 0-25 0.6% 95% True False 179,688
20 131-12 127-23 3-21 2.8% 0-30 0.7% 44% False False 210,249
40 131-26 127-23 4-03 3.2% 0-29 0.7% 40% False False 191,530
60 134-08 127-23 6-17 5.0% 0-28 0.7% 25% False False 128,057
80 134-08 127-23 6-17 5.0% 0-24 0.6% 25% False False 96,056
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 0-05
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 132-03
2.618 131-02
1.618 130-14
1.000 130-02
0.618 129-26
HIGH 129-14
0.618 129-06
0.500 129-04
0.382 129-02
LOW 128-26
0.618 128-14
1.000 128-06
1.618 127-26
2.618 127-06
4.250 126-05
Fisher Pivots for day following 09-Jan-2014
Pivot 1 day 3 day
R1 129-09 129-06
PP 129-06 129-01
S1 129-04 128-28

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

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