ECBOT 30 Year Treasury Bond Future June 2014


Trading Metrics calculated at close of trading on 23-Apr-2014
Day Change Summary
Previous Current
22-Apr-2014 23-Apr-2014 Change Change % Previous Week
Open 133-27 134-03 0-08 0.2% 134-25
High 134-06 134-18 0-12 0.3% 135-10
Low 133-14 133-30 0-16 0.4% 133-19
Close 133-30 134-15 0-17 0.4% 133-29
Range 0-24 0-20 -0-04 -16.7% 1-23
ATR 0-30 0-29 -0-01 -2.3% 0-00
Volume 243,017 243,589 572 0.2% 1,212,840
Daily Pivots for day following 23-Apr-2014
Classic Woodie Camarilla DeMark
R4 136-06 135-31 134-26
R3 135-18 135-11 134-20
R2 134-30 134-30 134-19
R1 134-23 134-23 134-17 134-26
PP 134-10 134-10 134-10 134-12
S1 134-03 134-03 134-13 134-06
S2 133-22 133-22 134-11
S3 133-02 133-15 134-10
S4 132-14 132-27 134-04
Weekly Pivots for week ending 18-Apr-2014
Classic Woodie Camarilla DeMark
R4 139-14 138-12 134-27
R3 137-23 136-21 134-12
R2 136-00 136-00 134-07
R1 134-30 134-30 134-02 134-20
PP 134-09 134-09 134-09 134-03
S1 133-07 133-07 133-24 132-28
S2 132-18 132-18 133-19
S3 130-27 131-16 133-14
S4 129-04 129-25 132-31
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 135-04 133-14 1-22 1.3% 0-28 0.7% 61% False False 248,918
10 135-10 133-04 2-06 1.6% 0-29 0.7% 61% False False 287,858
20 135-10 131-21 3-21 2.7% 0-29 0.7% 77% False False 301,500
40 135-10 129-21 5-21 4.2% 0-30 0.7% 85% False False 317,889
60 135-10 129-21 5-21 4.2% 0-29 0.7% 85% False False 221,239
80 135-10 126-24 8-18 6.4% 0-27 0.6% 90% False False 165,955
100 135-10 126-24 8-18 6.4% 0-23 0.5% 90% False False 132,764
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-06
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 137-07
2.618 136-06
1.618 135-18
1.000 135-06
0.618 134-30
HIGH 134-18
0.618 134-10
0.500 134-08
0.382 134-06
LOW 133-30
0.618 133-18
1.000 133-10
1.618 132-30
2.618 132-10
4.250 131-09
Fisher Pivots for day following 23-Apr-2014
Pivot 1 day 3 day
R1 134-13 134-10
PP 134-10 134-05
S1 134-08 134-00

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

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