ECBOT 30 Year Treasury Bond Future June 2014


Trading Metrics calculated at close of trading on 19-May-2014
Day Change Summary
Previous Current
16-May-2014 19-May-2014 Change Change % Previous Week
Open 137-25 137-12 -0-13 -0.3% 135-24
High 137-27 137-25 -0-02 0.0% 138-04
Low 137-11 136-26 -0-17 -0.4% 135-05
Close 137-14 136-31 -0-15 -0.3% 137-14
Range 0-16 0-31 0-15 93.8% 2-31
ATR 0-30 0-30 0-00 0.1% 0-00
Volume 305,655 283,194 -22,461 -7.3% 1,703,432
Daily Pivots for day following 19-May-2014
Classic Woodie Camarilla DeMark
R4 140-03 139-16 137-16
R3 139-04 138-17 137-08
R2 138-05 138-05 137-05
R1 137-18 137-18 137-02 137-12
PP 137-06 137-06 137-06 137-03
S1 136-19 136-19 136-28 136-13
S2 136-07 136-07 136-25
S3 135-08 135-20 136-22
S4 134-09 134-21 136-14
Weekly Pivots for week ending 16-May-2014
Classic Woodie Camarilla DeMark
R4 145-26 144-19 139-02
R3 142-27 141-20 138-08
R2 139-28 139-28 137-31
R1 138-21 138-21 137-23 139-08
PP 136-29 136-29 136-29 137-07
S1 135-22 135-22 137-05 136-10
S2 133-30 133-30 136-29
S3 130-31 132-23 136-20
S4 128-00 129-24 135-26
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 138-04 135-08 2-28 2.1% 1-01 0.7% 60% False False 356,129
10 138-04 135-05 2-31 2.2% 0-29 0.7% 61% False False 348,538
20 138-04 133-14 4-22 3.4% 0-30 0.7% 75% False False 331,878
40 138-04 131-21 6-15 4.7% 0-30 0.7% 82% False False 319,675
60 138-04 129-21 8-15 6.2% 0-30 0.7% 86% False False 322,894
80 138-04 129-21 8-15 6.2% 0-30 0.7% 86% False False 242,823
100 138-04 126-24 11-12 8.3% 0-27 0.6% 90% False False 194,274
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-07
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 141-29
2.618 140-10
1.618 139-11
1.000 138-24
0.618 138-12
HIGH 137-25
0.618 137-13
0.500 137-10
0.382 137-06
LOW 136-26
0.618 136-07
1.000 135-27
1.618 135-08
2.618 134-09
4.250 132-22
Fisher Pivots for day following 19-May-2014
Pivot 1 day 3 day
R1 137-10 137-14
PP 137-06 137-09
S1 137-02 137-04

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

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