ECBOT 30 Year Treasury Bond Future March 2014


Trading Metrics calculated at close of trading on 05-Mar-2014
Day Change Summary
Previous Current
04-Mar-2014 05-Mar-2014 Change Change % Previous Week
Open 135-07 133-27 -1-12 -1.0% 133-04
High 135-08 134-06 -1-02 -0.8% 134-27
Low 133-24 133-21 -0-03 -0.1% 132-21
Close 133-30 133-29 -0-01 0.0% 134-19
Range 1-16 0-17 -0-31 -64.6% 2-06
ATR 0-31 0-30 -0-01 -3.2% 0-00
Volume 32,457 17,660 -14,797 -45.6% 2,236,035
Daily Pivots for day following 05-Mar-2014
Classic Woodie Camarilla DeMark
R4 135-16 135-08 134-06
R3 134-31 134-23 134-02
R2 134-14 134-14 134-00
R1 134-06 134-06 133-31 134-10
PP 133-29 133-29 133-29 134-00
S1 133-21 133-21 133-27 133-25
S2 133-12 133-12 133-26
S3 132-27 133-04 133-24
S4 132-10 132-19 133-20
Weekly Pivots for week ending 28-Feb-2014
Classic Woodie Camarilla DeMark
R4 140-19 139-25 135-26
R3 138-13 137-19 135-06
R2 136-07 136-07 135-00
R1 135-13 135-13 134-25 135-26
PP 134-01 134-01 134-01 134-08
S1 133-07 133-07 134-13 133-20
S2 131-27 131-27 134-06
S3 129-21 131-01 134-00
S4 127-15 128-27 133-12
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 135-17 133-21 1-28 1.4% 0-28 0.7% 13% False True 144,663
10 135-17 132-12 3-05 2.4% 0-27 0.6% 49% False False 291,276
20 135-17 132-00 3-17 2.6% 0-29 0.7% 54% False False 282,658
40 135-17 128-11 7-06 5.4% 0-30 0.7% 77% False False 292,393
60 135-17 127-23 7-26 5.8% 0-31 0.7% 79% False False 265,255
80 135-17 127-23 7-26 5.8% 0-30 0.7% 79% False False 231,487
100 135-17 127-23 7-26 5.8% 0-29 0.7% 79% False False 185,296
120 135-17 127-23 7-26 5.8% 0-25 0.6% 79% False False 154,422
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 16 trading days
Fibonacci Retracements and Extensions
4.250 136-14
2.618 135-19
1.618 135-02
1.000 134-23
0.618 134-17
HIGH 134-06
0.618 134-00
0.500 133-30
0.382 133-27
LOW 133-21
0.618 133-10
1.000 133-04
1.618 132-25
2.618 132-08
4.250 131-13
Fisher Pivots for day following 05-Mar-2014
Pivot 1 day 3 day
R1 133-30 134-19
PP 133-29 134-12
S1 133-29 134-04

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

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