ECBOT 30 Year Treasury Bond Future June 2014


Trading Metrics calculated at close of trading on 10-Jun-2014
Day Change Summary
Previous Current
09-Jun-2014 10-Jun-2014 Change Change % Previous Week
Open 136-11 136-10 -0-01 0.0% 138-00
High 136-11 136-16 0-05 0.1% 138-02
Low 135-29 135-20 -0-09 -0.2% 135-13
Close 136-04 135-27 -0-09 -0.2% 136-09
Range 0-14 0-28 0-14 100.0% 2-21
ATR 0-30 0-30 0-00 -0.4% 0-00
Volume 8,994 3,884 -5,110 -56.8% 146,714
Daily Pivots for day following 10-Jun-2014
Classic Woodie Camarilla DeMark
R4 138-20 138-03 136-10
R3 137-24 137-07 136-03
R2 136-28 136-28 136-00
R1 136-11 136-11 135-30 136-06
PP 136-00 136-00 136-00 135-29
S1 135-15 135-15 135-24 135-10
S2 135-04 135-04 135-22
S3 134-08 134-19 135-19
S4 133-12 133-23 135-12
Weekly Pivots for week ending 06-Jun-2014
Classic Woodie Camarilla DeMark
R4 144-18 143-02 137-24
R3 141-29 140-13 137-00
R2 139-08 139-08 136-25
R1 137-24 137-24 136-17 137-06
PP 136-19 136-19 136-19 136-09
S1 135-03 135-03 136-01 134-16
S2 133-30 133-30 135-25
S3 131-09 132-14 135-18
S4 128-20 129-25 134-26
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 137-05 135-13 1-24 1.3% 0-27 0.6% 25% False False 13,170
10 139-03 135-13 3-22 2.7% 0-31 0.7% 12% False False 158,859
20 139-03 135-08 3-27 2.8% 0-30 0.7% 15% False False 258,994
40 139-03 133-14 5-21 4.2% 0-30 0.7% 43% False False 284,396
60 139-03 131-21 7-14 5.5% 0-30 0.7% 56% False False 293,650
80 139-03 129-21 9-14 6.9% 0-30 0.7% 66% False False 284,882
100 139-03 129-00 10-03 7.4% 0-29 0.7% 68% False False 228,257
120 139-03 126-24 12-11 9.1% 0-27 0.6% 74% False False 190,222
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
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
4.250 140-07
2.618 138-25
1.618 137-29
1.000 137-12
0.618 137-01
HIGH 136-16
0.618 136-05
0.500 136-02
0.382 135-31
LOW 135-20
0.618 135-03
1.000 134-24
1.618 134-07
2.618 133-11
4.250 131-29
Fisher Pivots for day following 10-Jun-2014
Pivot 1 day 3 day
R1 136-02 136-12
PP 136-00 136-07
S1 135-29 136-01

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

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