ECBOT 30 Year Treasury Bond Future June 2014


Trading Metrics calculated at close of trading on 25-Apr-2014
Day Change Summary
Previous Current
24-Apr-2014 25-Apr-2014 Change Change % Previous Week
Open 134-10 134-21 0-11 0.3% 133-28
High 134-22 135-09 0-19 0.4% 135-09
Low 133-24 134-18 0-26 0.6% 133-14
Close 134-17 134-30 0-13 0.3% 134-30
Range 0-30 0-23 -0-07 -23.3% 1-27
ATR 0-29 0-29 0-00 -1.3% 0-00
Volume 312,624 271,404 -41,220 -13.2% 1,196,852
Daily Pivots for day following 25-Apr-2014
Classic Woodie Camarilla DeMark
R4 137-03 136-23 135-11
R3 136-12 136-00 135-04
R2 135-21 135-21 135-02
R1 135-09 135-09 135-00 135-15
PP 134-30 134-30 134-30 135-00
S1 134-18 134-18 134-28 134-24
S2 134-07 134-07 134-26
S3 133-16 133-27 134-24
S4 132-25 133-04 134-17
Weekly Pivots for week ending 25-Apr-2014
Classic Woodie Camarilla DeMark
R4 140-03 139-11 135-30
R3 138-08 137-16 135-14
R2 136-13 136-13 135-09
R1 135-21 135-21 135-03 136-01
PP 134-18 134-18 134-18 134-24
S1 133-26 133-26 134-25 134-06
S2 132-23 132-23 134-19
S3 130-28 131-31 134-14
S4 129-01 130-04 133-30
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 135-09 133-14 1-27 1.4% 0-24 0.6% 81% True False 239,370
10 135-10 133-14 1-28 1.4% 0-28 0.6% 80% False False 273,177
20 135-10 131-21 3-21 2.7% 0-29 0.7% 90% False False 293,766
40 135-10 129-21 5-21 4.2% 0-30 0.7% 93% False False 308,451
60 135-10 129-21 5-21 4.2% 0-29 0.7% 93% False False 230,952
80 135-10 126-24 8-18 6.3% 0-27 0.6% 96% False False 173,255
100 135-10 126-24 8-18 6.3% 0-23 0.5% 96% False False 138,604
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 True
Bear Hook False
Bull Hook False
Stretch 0-07
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 138-11
2.618 137-05
1.618 136-14
1.000 136-00
0.618 135-23
HIGH 135-09
0.618 135-00
0.500 134-30
0.382 134-27
LOW 134-18
0.618 134-04
1.000 133-27
1.618 133-13
2.618 132-22
4.250 131-16
Fisher Pivots for day following 25-Apr-2014
Pivot 1 day 3 day
R1 134-30 134-26
PP 134-30 134-21
S1 134-30 134-16

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

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