ECBOT 30 Year Treasury Bond Future September 2014


Trading Metrics calculated at close of trading on 22-May-2014
Day Change Summary
Previous Current
21-May-2014 22-May-2014 Change Change % Previous Week
Open 136-17 135-29 -0-20 -0.5% 134-27
High 136-19 136-01 -0-18 -0.4% 137-14
Low 135-18 135-13 -0-05 -0.1% 134-12
Close 135-29 135-23 -0-06 -0.1% 136-22
Range 1-01 0-20 -0-13 -39.4% 3-02
ATR 0-28 0-27 -0-01 -2.0% 0-00
Volume 38,376 16,456 -21,920 -57.1% 10,102
Daily Pivots for day following 22-May-2014
Classic Woodie Camarilla DeMark
R4 137-19 137-09 136-02
R3 136-31 136-21 135-28
R2 136-11 136-11 135-27
R1 136-01 136-01 135-25 135-28
PP 135-23 135-23 135-23 135-20
S1 135-13 135-13 135-21 135-08
S2 135-03 135-03 135-19
S3 134-15 134-25 135-18
S4 133-27 134-05 135-12
Weekly Pivots for week ending 16-May-2014
Classic Woodie Camarilla DeMark
R4 145-11 144-03 138-12
R3 142-09 141-01 137-17
R2 139-07 139-07 137-08
R1 137-31 137-31 136-31 138-19
PP 136-05 136-05 136-05 136-16
S1 134-29 134-29 136-13 135-17
S2 133-03 133-03 136-04
S3 130-01 131-27 135-27
S4 126-31 128-25 135-00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 137-04 135-13 1-23 1.3% 0-25 0.6% 18% False True 15,311
10 137-14 134-12 3-02 2.3% 0-29 0.7% 44% False False 8,611
20 137-14 133-02 4-12 3.2% 0-28 0.7% 61% False False 4,983
40 137-14 131-00 6-14 4.7% 0-22 0.5% 73% False False 2,549
Crabel Price Patterns
NR True
NR4 True
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 False
Bear Hook False
Bull Hook False
Stretch 0-06
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 138-22
2.618 137-21
1.618 137-01
1.000 136-21
0.618 136-13
HIGH 136-01
0.618 135-25
0.500 135-23
0.382 135-21
LOW 135-13
0.618 135-01
1.000 134-25
1.618 134-13
2.618 133-25
4.250 132-24
Fisher Pivots for day following 22-May-2014
Pivot 1 day 3 day
R1 135-23 136-02
PP 135-23 135-31
S1 135-23 135-27

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

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