ECBOT 30 Year Treasury Bond Future June 2014


Trading Metrics calculated at close of trading on 15-Apr-2014
Day Change Summary
Previous Current
14-Apr-2014 15-Apr-2014 Change Change % Previous Week
Open 134-25 134-14 -0-11 -0.3% 133-00
High 135-02 135-10 0-08 0.2% 134-28
Low 134-09 134-08 -0-01 0.0% 132-27
Close 134-16 134-26 0-10 0.2% 134-25
Range 0-25 1-02 0-09 36.0% 2-01
ATR 0-29 0-30 0-00 1.1% 0-00
Volume 219,855 361,216 141,361 64.3% 1,604,736
Daily Pivots for day following 15-Apr-2014
Classic Woodie Camarilla DeMark
R4 137-31 137-15 135-13
R3 136-29 136-13 135-03
R2 135-27 135-27 135-00
R1 135-11 135-11 134-29 135-19
PP 134-25 134-25 134-25 134-30
S1 134-09 134-09 134-23 134-17
S2 133-23 133-23 134-20
S3 132-21 133-07 134-17
S4 131-19 132-05 134-07
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
5 135-10 133-04 2-06 1.6% 0-30 0.7% 77% True False 326,798
10 135-10 131-21 3-21 2.7% 0-29 0.7% 86% True False 314,739
20 135-10 131-21 3-21 2.7% 0-30 0.7% 86% True False 318,343
40 135-10 129-21 5-21 4.2% 0-30 0.7% 91% True False 299,829
60 135-10 129-14 5-28 4.4% 0-29 0.7% 91% True False 200,512
80 135-10 126-24 8-18 6.4% 0-26 0.6% 94% True False 150,398
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-06
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 139-26
2.618 138-03
1.618 137-01
1.000 136-12
0.618 135-31
HIGH 135-10
0.618 134-29
0.500 134-25
0.382 134-21
LOW 134-08
0.618 133-19
1.000 133-06
1.618 132-17
2.618 131-15
4.250 129-24
Fisher Pivots for day following 15-Apr-2014
Pivot 1 day 3 day
R1 134-26 134-25
PP 134-25 134-24
S1 134-25 134-22

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

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