ECBOT 30 Year Treasury Bond Future March 2014


Trading Metrics calculated at close of trading on 07-Mar-2014
Day Change Summary
Previous Current
06-Mar-2014 07-Mar-2014 Change Change % Previous Week
Open 133-27 133-08 -0-19 -0.4% 135-00
High 133-29 133-21 -0-08 -0.2% 135-17
Low 133-06 132-07 -0-31 -0.7% 132-07
Close 133-09 132-22 -0-19 -0.4% 132-22
Range 0-23 1-14 0-23 100.0% 3-10
ATR 0-30 0-31 0-01 4.0% 0-00
Volume 22,075 10,019 -12,056 -54.6% 142,337
Daily Pivots for day following 07-Mar-2014
Classic Woodie Camarilla DeMark
R4 137-05 136-12 133-15
R3 135-23 134-30 133-03
R2 134-09 134-09 132-30
R1 133-16 133-16 132-26 133-06
PP 132-27 132-27 132-27 132-22
S1 132-02 132-02 132-18 131-24
S2 131-13 131-13 132-14
S3 129-31 130-20 132-09
S4 128-17 129-06 131-29
Weekly Pivots for week ending 07-Mar-2014
Classic Woodie Camarilla DeMark
R4 143-13 141-12 134-16
R3 140-03 138-02 133-19
R2 136-25 136-25 133-09
R1 134-24 134-24 133-00 134-04
PP 133-15 133-15 133-15 133-05
S1 131-14 131-14 132-12 130-26
S2 130-05 130-05 132-03
S3 126-27 128-04 131-25
S4 123-17 124-26 130-28
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 135-17 132-07 3-10 2.5% 0-31 0.7% 14% False True 28,467
10 135-17 132-07 3-10 2.5% 0-28 0.7% 14% False True 237,837
20 135-17 132-00 3-17 2.7% 0-30 0.7% 19% False False 249,804
40 135-17 128-26 6-23 5.1% 0-30 0.7% 58% False False 281,045
60 135-17 127-23 7-26 5.9% 0-31 0.7% 64% False False 255,536
80 135-17 127-23 7-26 5.9% 0-30 0.7% 64% False False 231,784
100 135-17 127-23 7-26 5.9% 0-29 0.7% 64% False False 185,617
120 135-17 127-23 7-26 5.9% 0-26 0.6% 64% False False 154,689
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 139-24
2.618 137-13
1.618 135-31
1.000 135-03
0.618 134-17
HIGH 133-21
0.618 133-03
0.500 132-30
0.382 132-25
LOW 132-07
0.618 131-11
1.000 130-25
1.618 129-29
2.618 128-15
4.250 126-04
Fisher Pivots for day following 07-Mar-2014
Pivot 1 day 3 day
R1 132-30 133-06
PP 132-27 133-01
S1 132-25 132-28

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

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