ECBOT 30 Year Treasury Bond Future March 2014


Trading Metrics calculated at close of trading on 19-Mar-2014
Day Change Summary
Previous Current
18-Mar-2014 19-Mar-2014 Change Change % Previous Week
Open 134-12 134-21 0-09 0.2% 132-24
High 134-22 134-25 0-03 0.1% 135-16
Low 134-07 133-12 -0-27 -0.6% 131-06
Close 134-16 133-16 -1-00 -0.7% 135-00
Range 0-15 1-13 0-30 200.0% 4-10
ATR 0-30 0-31 0-01 3.4% 0-00
Volume 4,224 9,498 5,274 124.9% 16,283
Daily Pivots for day following 19-Mar-2014
Classic Woodie Camarilla DeMark
R4 138-03 137-07 134-09
R3 136-22 135-26 133-28
R2 135-09 135-09 133-24
R1 134-13 134-13 133-20 134-04
PP 133-28 133-28 133-28 133-24
S1 133-00 133-00 133-12 132-24
S2 132-15 132-15 133-08
S3 131-02 131-19 133-04
S4 129-21 130-06 132-23
Weekly Pivots for week ending 14-Mar-2014
Classic Woodie Camarilla DeMark
R4 146-27 145-07 137-12
R3 142-17 140-29 136-06
R2 138-07 138-07 135-25
R1 136-19 136-19 135-13 137-13
PP 133-29 133-29 133-29 134-10
S1 132-09 132-09 134-19 133-03
S2 129-19 129-19 134-07
S3 125-09 127-31 133-26
S4 120-31 123-21 132-20
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 135-16 133-11 2-05 1.6% 1-00 0.7% 7% False False 3,840
10 135-16 131-06 4-10 3.2% 1-01 0.8% 54% False False 6,328
20 135-17 131-06 4-11 3.3% 0-30 0.7% 53% False False 148,802
40 135-17 130-30 4-19 3.4% 1-00 0.7% 56% False False 229,668
60 135-17 127-23 7-26 5.9% 0-31 0.7% 74% False False 220,392
80 135-17 127-23 7-26 5.9% 0-30 0.7% 74% False False 231,045
100 135-17 127-23 7-26 5.9% 0-30 0.7% 74% False False 185,917
120 135-17 127-23 7-26 5.9% 0-28 0.6% 74% False False 154,947
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-06
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 140-24
2.618 138-15
1.618 137-02
1.000 136-06
0.618 135-21
HIGH 134-25
0.618 134-08
0.500 134-02
0.382 133-29
LOW 133-12
0.618 132-16
1.000 131-31
1.618 131-03
2.618 129-22
4.250 127-13
Fisher Pivots for day following 19-Mar-2014
Pivot 1 day 3 day
R1 134-02 134-07
PP 133-28 133-31
S1 133-22 133-24

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

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