ECBOT 30 Year Treasury Bond Future June 2014


Trading Metrics calculated at close of trading on 30-May-2014
Day Change Summary
Previous Current
29-May-2014 30-May-2014 Change Change % Previous Week
Open 138-18 138-04 -0-14 -0.3% 136-31
High 139-03 138-14 -0-21 -0.5% 139-03
Low 138-00 137-26 -0-06 -0.1% 136-21
Close 138-14 138-08 -0-06 -0.1% 138-08
Range 1-03 0-20 -0-15 -42.9% 2-14
ATR 0-31 0-30 -0-01 -2.5% 0-00
Volume 526,156 123,483 -402,673 -76.5% 2,021,420
Daily Pivots for day following 30-May-2014
Classic Woodie Camarilla DeMark
R4 140-01 139-25 138-19
R3 139-13 139-05 138-14
R2 138-25 138-25 138-12
R1 138-17 138-17 138-10 138-21
PP 138-05 138-05 138-05 138-08
S1 137-29 137-29 138-06 138-01
S2 137-17 137-17 138-04
S3 136-29 137-09 138-02
S4 136-09 136-21 137-29
Weekly Pivots for week ending 30-May-2014
Classic Woodie Camarilla DeMark
R4 145-10 144-07 139-19
R3 142-28 141-25 138-29
R2 140-14 140-14 138-22
R1 139-11 139-11 138-15 139-28
PP 138-00 138-00 138-00 138-09
S1 136-29 136-29 138-01 137-14
S2 135-18 135-18 137-26
S3 133-04 134-15 137-19
S4 130-22 132-01 136-29
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 139-03 136-15 2-20 1.9% 0-30 0.7% 68% False False 445,325
10 139-03 136-06 2-29 2.1% 0-28 0.6% 71% False False 382,849
20 139-03 134-16 4-19 3.3% 0-30 0.7% 82% False False 376,351
40 139-03 131-21 7-14 5.4% 0-30 0.7% 89% False False 337,037
60 139-03 129-21 9-14 6.8% 0-30 0.7% 91% False False 329,393
80 139-03 129-21 9-14 6.8% 0-30 0.7% 91% False False 283,086
100 139-03 126-27 12-08 8.9% 0-29 0.6% 93% False False 226,669
120 139-03 126-24 12-11 8.9% 0-25 0.6% 93% False False 188,892
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 False
Bear Hook False
Bull Hook False
Stretch 0-07
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 141-03
2.618 140-02
1.618 139-14
1.000 139-02
0.618 138-26
HIGH 138-14
0.618 138-06
0.500 138-04
0.382 138-02
LOW 137-26
0.618 137-14
1.000 137-06
1.618 136-26
2.618 136-06
4.250 135-05
Fisher Pivots for day following 30-May-2014
Pivot 1 day 3 day
R1 138-07 138-08
PP 138-05 138-07
S1 138-04 138-06

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

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