ECBOT 30 Year Treasury Bond Future September 2014


Trading Metrics calculated at close of trading on 07-Jul-2014
Day Change Summary
Previous Current
03-Jul-2014 07-Jul-2014 Change Change % Previous Week
Open 135-10 135-06 -0-04 -0.1% 136-29
High 135-16 135-28 0-12 0.3% 137-07
Low 134-11 134-29 0-18 0.4% 134-11
Close 135-00 135-22 0-22 0.5% 135-00
Range 1-05 0-31 -0-06 -16.2% 2-28
ATR 0-31 0-31 0-00 -0.1% 0-00
Volume 336,681 207,667 -129,014 -38.3% 1,158,351
Daily Pivots for day following 07-Jul-2014
Classic Woodie Camarilla DeMark
R4 138-13 138-00 136-07
R3 137-14 137-01 135-31
R2 136-15 136-15 135-28
R1 136-02 136-02 135-25 136-08
PP 135-16 135-16 135-16 135-19
S1 135-03 135-03 135-19 135-10
S2 134-17 134-17 135-16
S3 133-18 134-04 135-13
S4 132-19 133-05 135-05
Weekly Pivots for week ending 04-Jul-2014
Classic Woodie Camarilla DeMark
R4 144-05 142-14 136-19
R3 141-09 139-18 135-25
R2 138-13 138-13 135-17
R1 136-22 136-22 135-08 136-04
PP 135-17 135-17 135-17 135-07
S1 133-26 133-26 134-24 133-08
S2 132-21 132-21 134-15
S3 129-25 130-30 134-07
S4 126-29 128-02 133-13
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 137-07 134-11 2-28 2.1% 1-00 0.7% 47% False False 273,203
10 137-12 134-11 3-01 2.2% 0-29 0.7% 44% False False 273,151
20 137-12 134-11 3-01 2.2% 0-31 0.7% 44% False False 300,089
40 138-10 134-11 3-31 2.9% 0-31 0.7% 34% False False 235,679
60 138-10 132-23 5-19 4.1% 0-29 0.7% 53% False False 157,379
80 138-10 130-23 7-19 5.6% 0-23 0.5% 65% False False 118,038
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-06
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 140-00
2.618 138-13
1.618 137-14
1.000 136-27
0.618 136-15
HIGH 135-28
0.618 135-16
0.500 135-12
0.382 135-09
LOW 134-29
0.618 134-10
1.000 133-30
1.618 133-11
2.618 132-12
4.250 130-25
Fisher Pivots for day following 07-Jul-2014
Pivot 1 day 3 day
R1 135-19 135-20
PP 135-16 135-18
S1 135-12 135-16

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

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