ECBOT 30 Year Treasury Bond Future June 2014


Trading Metrics calculated at close of trading on 09-May-2014
Day Change Summary
Previous Current
08-May-2014 09-May-2014 Change Change % Previous Week
Open 136-01 135-30 -0-03 -0.1% 136-04
High 136-22 136-14 -0-08 -0.2% 136-22
Low 135-23 135-17 -0-06 -0.1% 135-17
Close 136-06 135-24 -0-14 -0.3% 135-24
Range 0-31 0-29 -0-02 -6.5% 1-05
ATR 0-30 0-30 0-00 -0.3% 0-00
Volume 476,278 338,398 -137,880 -28.9% 1,714,560
Daily Pivots for day following 09-May-2014
Classic Woodie Camarilla DeMark
R4 138-20 138-03 136-08
R3 137-23 137-06 136-00
R2 136-26 136-26 135-29
R1 136-09 136-09 135-27 136-03
PP 135-29 135-29 135-29 135-26
S1 135-12 135-12 135-21 135-06
S2 135-00 135-00 135-19
S3 134-03 134-15 135-16
S4 133-06 133-18 135-08
Weekly Pivots for week ending 09-May-2014
Classic Woodie Camarilla DeMark
R4 139-15 138-24 136-12
R3 138-10 137-19 136-02
R2 137-05 137-05 135-31
R1 136-14 136-14 135-27 136-07
PP 136-00 136-00 136-00 135-28
S1 135-09 135-09 135-21 135-02
S2 134-27 134-27 135-17
S3 133-22 134-04 135-14
S4 132-17 132-31 135-04
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 136-22 135-17 1-05 0.9% 0-26 0.6% 19% False True 342,912
10 136-22 133-25 2-29 2.1% 0-31 0.7% 68% False False 358,031
20 136-22 133-14 3-08 2.4% 0-30 0.7% 71% False False 315,604
40 136-22 131-21 5-01 3.7% 0-29 0.7% 81% False False 315,281
60 136-22 129-21 7-01 5.2% 0-30 0.7% 87% False False 290,104
80 136-22 128-18 8-04 6.0% 0-29 0.7% 88% False False 217,999
100 136-22 126-24 9-30 7.3% 0-26 0.6% 91% False False 174,407
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-11
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 140-09
2.618 138-26
1.618 137-29
1.000 137-11
0.618 137-00
HIGH 136-14
0.618 136-03
0.500 136-00
0.382 135-28
LOW 135-17
0.618 134-31
1.000 134-20
1.618 134-02
2.618 133-05
4.250 131-22
Fisher Pivots for day following 09-May-2014
Pivot 1 day 3 day
R1 136-00 136-04
PP 135-29 136-00
S1 135-26 135-28

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

View Archives - Comment on this page... - Back to Index of Symbols