ECBOT 30 Year Treasury Bond Future March 2014


Trading Metrics calculated at close of trading on 10-Mar-2014
Day Change Summary
Previous Current
07-Mar-2014 10-Mar-2014 Change Change % Previous Week
Open 133-08 132-24 -0-16 -0.4% 135-00
High 133-21 132-31 -0-22 -0.5% 135-17
Low 132-07 131-06 -1-01 -0.8% 132-07
Close 132-22 132-23 0-01 0.0% 132-22
Range 1-14 1-25 0-11 23.9% 3-10
ATR 0-31 1-01 0-02 6.1% 0-00
Volume 10,019 5,871 -4,148 -41.4% 142,337
Daily Pivots for day following 10-Mar-2014
Classic Woodie Camarilla DeMark
R4 137-20 136-31 133-22
R3 135-27 135-06 133-07
R2 134-02 134-02 133-01
R1 133-13 133-13 132-28 132-27
PP 132-09 132-09 132-09 132-00
S1 131-20 131-20 132-18 131-02
S2 130-16 130-16 132-13
S3 128-23 129-27 132-07
S4 126-30 128-02 131-24
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
5 135-08 131-06 4-02 3.1% 1-06 0.9% 38% False True 17,616
10 135-17 131-06 4-11 3.3% 1-00 0.8% 35% False True 198,276
20 135-17 131-06 4-11 3.3% 0-30 0.7% 35% False True 231,167
40 135-17 129-04 6-13 4.8% 0-31 0.7% 56% False False 272,102
60 135-17 127-23 7-26 5.9% 0-31 0.7% 64% False False 251,485
80 135-17 127-23 7-26 5.9% 0-30 0.7% 64% False False 231,816
100 135-17 127-23 7-26 5.9% 0-29 0.7% 64% False False 185,675
120 135-17 127-23 7-26 5.9% 0-26 0.6% 64% False False 154,738
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 51 trading days
Fibonacci Retracements and Extensions
4.250 140-17
2.618 137-20
1.618 135-27
1.000 134-24
0.618 134-02
HIGH 132-31
0.618 132-09
0.500 132-02
0.382 131-28
LOW 131-06
0.618 130-03
1.000 129-13
1.618 128-10
2.618 126-17
4.250 123-20
Fisher Pivots for day following 10-Mar-2014
Pivot 1 day 3 day
R1 132-16 132-21
PP 132-09 132-19
S1 132-02 132-18

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

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