ECBOT 30 Year Treasury Bond Future June 2014


Trading Metrics calculated at close of trading on 23-Dec-2013
Day Change Summary
Previous Current
20-Dec-2013 23-Dec-2013 Change Change % Previous Week
Open 128-23 129-00 0-09 0.2% 128-20
High 128-23 129-30 1-07 0.9% 128-31
Low 128-23 128-02 -0-21 -0.5% 127-26
Close 128-23 128-02 -0-21 -0.5% 128-23
Range 0-00 1-28 1-28 1-05
ATR 0-17 0-20 0-03 18.1% 0-00
Volume 2 2 0 0.0% 10
Daily Pivots for day following 23-Dec-2013
Classic Woodie Camarilla DeMark
R4 134-10 133-02 129-03
R3 132-14 131-06 128-18
R2 130-18 130-18 128-13
R1 129-10 129-10 128-08 129-00
PP 128-22 128-22 128-22 128-17
S1 127-14 127-14 127-28 127-04
S2 126-26 126-26 127-23
S3 124-30 125-18 127-18
S4 123-02 123-22 127-01
Weekly Pivots for week ending 20-Dec-2013
Classic Woodie Camarilla DeMark
R4 131-31 131-16 129-11
R3 130-26 130-11 129-01
R2 129-21 129-21 128-30
R1 129-06 129-06 128-26 129-14
PP 128-16 128-16 128-16 128-20
S1 128-01 128-01 128-20 128-08
S2 127-11 127-11 128-16
S3 126-06 126-28 128-13
S4 125-01 125-23 128-03
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 129-30 127-26 2-04 1.7% 0-20 0.5% 12% True False 2
10 129-30 127-26 2-04 1.7% 0-10 0.2% 12% True False 2
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-03
Widest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 137-29
2.618 134-27
1.618 132-31
1.000 131-26
0.618 131-03
HIGH 129-30
0.618 129-07
0.500 129-00
0.382 128-25
LOW 128-02
0.618 126-29
1.000 126-06
1.618 125-01
2.618 123-05
4.250 120-03
Fisher Pivots for day following 23-Dec-2013
Pivot 1 day 3 day
R1 129-00 128-28
PP 128-22 128-19
S1 128-12 128-11

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

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