ECBOT 30 Year Treasury Bond Future June 2014


Trading Metrics calculated at close of trading on 27-Mar-2014
Day Change Summary
Previous Current
26-Mar-2014 27-Mar-2014 Change Change % Previous Week
Open 132-28 133-21 0-25 0.6% 133-11
High 133-26 134-16 0-22 0.5% 133-20
Low 132-21 133-16 0-27 0.6% 131-24
Close 133-19 134-07 0-20 0.5% 132-21
Range 1-05 1-00 -0-05 -13.5% 1-28
ATR 0-31 0-31 0-00 0.3% 0-00
Volume 298,382 440,325 141,943 47.6% 1,432,746
Daily Pivots for day following 27-Mar-2014
Classic Woodie Camarilla DeMark
R4 137-02 136-21 134-25
R3 136-02 135-21 134-16
R2 135-02 135-02 134-13
R1 134-21 134-21 134-10 134-28
PP 134-02 134-02 134-02 134-06
S1 133-21 133-21 134-04 133-28
S2 133-02 133-02 134-01
S3 132-02 132-21 133-30
S4 131-02 131-21 133-21
Weekly Pivots for week ending 21-Mar-2014
Classic Woodie Camarilla DeMark
R4 138-10 137-11 133-22
R3 136-14 135-15 133-06
R2 134-18 134-18 133-00
R1 133-19 133-19 132-26 133-04
PP 132-22 132-22 132-22 132-14
S1 131-23 131-23 132-16 131-08
S2 130-26 130-26 132-10
S3 128-30 129-27 132-04
S4 127-02 127-31 131-20
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 134-16 132-00 2-16 1.9% 0-30 0.7% 89% True False 317,895
10 134-16 131-24 2-24 2.0% 0-29 0.7% 90% True False 315,562
20 134-16 129-21 4-27 3.6% 1-00 0.8% 94% True False 323,137
40 134-16 129-21 4-27 3.6% 0-30 0.7% 94% True False 199,545
60 134-16 126-24 7-24 5.8% 0-27 0.6% 96% True False 133,084
80 134-16 126-24 7-24 5.8% 0-22 0.5% 96% True False 99,814
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 0-06
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 138-24
2.618 137-04
1.618 136-04
1.000 135-16
0.618 135-04
HIGH 134-16
0.618 134-04
0.500 134-00
0.382 133-28
LOW 133-16
0.618 132-28
1.000 132-16
1.618 131-28
2.618 130-28
4.250 129-08
Fisher Pivots for day following 27-Mar-2014
Pivot 1 day 3 day
R1 134-05 134-00
PP 134-02 133-25
S1 134-00 133-18

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

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