ECBOT 30 Year Treasury Bond Future June 2014


Trading Metrics calculated at close of trading on 11-Apr-2014
Day Change Summary
Previous Current
10-Apr-2014 11-Apr-2014 Change Change % Previous Week
Open 133-09 134-04 0-27 0.6% 133-00
High 134-19 134-28 0-09 0.2% 134-28
Low 133-04 134-03 0-31 0.7% 132-27
Close 134-14 134-25 0-11 0.3% 134-25
Range 1-15 0-25 -0-22 -46.8% 2-01
ATR 0-30 0-30 0-00 -1.2% 0-00
Volume 440,760 322,080 -118,680 -26.9% 1,604,736
Daily Pivots for day following 11-Apr-2014
Classic Woodie Camarilla DeMark
R4 136-30 136-20 135-07
R3 136-05 135-27 135-00
R2 135-12 135-12 134-30
R1 135-02 135-02 134-27 135-07
PP 134-19 134-19 134-19 134-21
S1 134-09 134-09 134-23 134-14
S2 133-26 133-26 134-20
S3 133-01 133-16 134-18
S4 132-08 132-23 134-11
Weekly Pivots for week ending 11-Apr-2014
Classic Woodie Camarilla DeMark
R4 140-08 139-18 135-29
R3 138-07 137-17 135-11
R2 136-06 136-06 135-05
R1 135-16 135-16 134-31 135-27
PP 134-05 134-05 134-05 134-11
S1 133-15 133-15 134-19 133-26
S2 132-04 132-04 134-13
S3 130-03 131-14 134-07
S4 128-02 129-13 133-21
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 134-28 132-27 2-01 1.5% 0-28 0.6% 95% True False 320,947
10 134-28 131-21 3-07 2.4% 0-28 0.7% 97% True False 319,410
20 134-28 131-21 3-07 2.4% 0-29 0.7% 97% True False 312,157
40 134-28 129-21 5-07 3.9% 0-30 0.7% 98% True False 285,368
60 134-28 129-00 5-28 4.4% 0-29 0.7% 98% True False 190,832
80 134-28 126-24 8-04 6.0% 0-25 0.6% 99% True False 143,134
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 0-04
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 138-06
2.618 136-29
1.618 136-04
1.000 135-21
0.618 135-11
HIGH 134-28
0.618 134-18
0.500 134-16
0.382 134-13
LOW 134-03
0.618 133-20
1.000 133-10
1.618 132-27
2.618 132-02
4.250 130-25
Fisher Pivots for day following 11-Apr-2014
Pivot 1 day 3 day
R1 134-22 134-17
PP 134-19 134-08
S1 134-16 134-00

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

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