ECBOT 30 Year Treasury Bond Future June 2014


Trading Metrics calculated at close of trading on 13-Jan-2014
Day Change Summary
Previous Current
10-Jan-2014 13-Jan-2014 Change Change % Previous Week
Open 127-19 129-09 1-22 1.3% 127-14
High 129-06 129-21 0-15 0.4% 129-06
Low 127-19 129-04 1-17 1.2% 126-27
Close 129-06 129-19 0-13 0.3% 129-06
Range 1-19 0-17 -1-02 -66.7% 2-11
ATR 0-21 0-20 0-00 -1.2% 0-00
Volume 55 224 169 307.3% 354
Daily Pivots for day following 13-Jan-2014
Classic Woodie Camarilla DeMark
R4 131-02 130-27 129-28
R3 130-17 130-10 129-24
R2 130-00 130-00 129-22
R1 129-25 129-25 129-21 129-28
PP 129-15 129-15 129-15 129-16
S1 129-08 129-08 129-17 129-12
S2 128-30 128-30 129-16
S3 128-13 128-23 129-14
S4 127-28 128-06 129-10
Weekly Pivots for week ending 10-Jan-2014
Classic Woodie Camarilla DeMark
R4 135-14 134-21 130-15
R3 133-03 132-10 129-27
R2 130-24 130-24 129-20
R1 129-31 129-31 129-13 130-12
PP 128-13 128-13 128-13 128-19
S1 127-20 127-20 128-31 128-00
S2 126-02 126-02 128-24
S3 123-23 125-09 128-17
S4 121-12 122-30 127-29
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 129-21 126-27 2-26 2.2% 0-24 0.6% 98% True False 108
10 129-21 126-24 2-29 2.2% 0-16 0.4% 98% True False 58
20 129-30 126-24 3-06 2.5% 0-13 0.3% 89% False False 32
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0-01
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 131-29
2.618 131-02
1.618 130-17
1.000 130-06
0.618 130-00
HIGH 129-21
0.618 129-15
0.500 129-12
0.382 129-10
LOW 129-04
0.618 128-25
1.000 128-19
1.618 128-08
2.618 127-23
4.250 126-28
Fisher Pivots for day following 13-Jan-2014
Pivot 1 day 3 day
R1 129-17 129-07
PP 129-15 128-28
S1 129-12 128-16

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

View Archives - Comment on this page... - Back to Index of Symbols