ECBOT 30 Year Treasury Bond Future June 2014


Trading Metrics calculated at close of trading on 27-Feb-2014
Day Change Summary
Previous Current
26-Feb-2014 27-Feb-2014 Change Change % Previous Week
Open 132-04 132-24 0-20 0.5% 131-15
High 132-25 133-07 0-14 0.3% 132-09
Low 131-29 132-18 0-21 0.5% 130-27
Close 132-19 133-04 0-17 0.4% 131-19
Range 0-28 0-21 -0-07 -25.0% 1-14
ATR 0-26 0-26 0-00 -1.4% 0-00
Volume 586,684 374,855 -211,829 -36.1% 16,368
Daily Pivots for day following 27-Feb-2014
Classic Woodie Camarilla DeMark
R4 134-30 134-22 133-16
R3 134-09 134-01 133-10
R2 133-20 133-20 133-08
R1 133-12 133-12 133-06 133-16
PP 132-31 132-31 132-31 133-01
S1 132-23 132-23 133-02 132-27
S2 132-10 132-10 133-00
S3 131-21 132-02 132-30
S4 131-00 131-13 132-24
Weekly Pivots for week ending 21-Feb-2014
Classic Woodie Camarilla DeMark
R4 135-28 135-06 132-12
R3 134-14 133-24 132-00
R2 133-00 133-00 131-27
R1 132-10 132-10 131-23 132-21
PP 131-18 131-18 131-18 131-24
S1 130-28 130-28 131-15 131-07
S2 130-04 130-04 131-11
S3 128-22 129-14 131-06
S4 127-08 128-00 130-26
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 133-07 130-28 2-11 1.8% 0-24 0.6% 96% True False 295,121
10 133-07 130-22 2-17 1.9% 0-26 0.6% 96% True False 148,790
20 133-15 130-16 2-31 2.2% 0-27 0.6% 88% False False 75,953
40 133-15 126-24 6-23 5.0% 0-24 0.6% 95% False False 38,058
60 133-15 126-24 6-23 5.0% 0-18 0.4% 95% False False 25,373
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 0-08
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 136-00
2.618 134-30
1.618 134-09
1.000 133-28
0.618 133-20
HIGH 133-07
0.618 132-31
0.500 132-28
0.382 132-26
LOW 132-18
0.618 132-05
1.000 131-29
1.618 131-16
2.618 130-27
4.250 129-25
Fisher Pivots for day following 27-Feb-2014
Pivot 1 day 3 day
R1 133-02 132-28
PP 132-31 132-19
S1 132-28 132-10

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

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