ECBOT 30 Year Treasury Bond Future March 2014


Trading Metrics calculated at close of trading on 26-Feb-2014
Day Change Summary
Previous Current
25-Feb-2014 26-Feb-2014 Change Change % Previous Week
Open 133-00 133-19 0-19 0.4% 132-31
High 133-23 134-09 0-18 0.4% 133-29
Low 132-30 133-13 0-15 0.4% 132-12
Close 133-20 134-03 0-15 0.4% 133-03
Range 0-25 0-28 0-03 12.0% 1-17
ATR 0-30 0-30 0-00 -0.6% 0-00
Volume 444,783 776,701 331,918 74.6% 1,053,771
Daily Pivots for day following 26-Feb-2014
Classic Woodie Camarilla DeMark
R4 136-18 136-06 134-18
R3 135-22 135-10 134-11
R2 134-26 134-26 134-08
R1 134-14 134-14 134-06 134-20
PP 133-30 133-30 133-30 134-00
S1 133-18 133-18 134-00 133-24
S2 133-02 133-02 133-30
S3 132-06 132-22 133-27
S4 131-10 131-26 133-20
Weekly Pivots for week ending 21-Feb-2014
Classic Woodie Camarilla DeMark
R4 137-23 136-30 133-30
R3 136-06 135-13 133-16
R2 134-21 134-21 133-12
R1 133-28 133-28 133-07 134-08
PP 133-04 133-04 133-04 133-10
S1 132-11 132-11 132-31 132-24
S2 131-19 131-19 132-26
S3 130-02 130-26 132-22
S4 128-17 129-09 132-08
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 134-09 132-12 1-29 1.4% 0-27 0.6% 90% True False 437,889
10 134-09 132-00 2-09 1.7% 0-28 0.7% 92% True False 340,582
20 135-03 132-00 3-03 2.3% 1-00 0.7% 68% False False 338,214
40 135-03 127-23 7-12 5.5% 0-30 0.7% 86% False False 293,463
60 135-03 127-23 7-12 5.5% 0-30 0.7% 86% False False 276,718
80 135-03 127-23 7-12 5.5% 0-30 0.7% 86% False False 222,541
100 135-03 127-23 7-12 5.5% 0-28 0.6% 86% False False 178,068
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 0-08
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 138-00
2.618 136-18
1.618 135-22
1.000 135-05
0.618 134-26
HIGH 134-09
0.618 133-30
0.500 133-27
0.382 133-24
LOW 133-13
0.618 132-28
1.000 132-17
1.618 132-00
2.618 131-04
4.250 129-22
Fisher Pivots for day following 26-Feb-2014
Pivot 1 day 3 day
R1 134-00 133-28
PP 133-30 133-22
S1 133-27 133-15

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

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