ECBOT 30 Year Treasury Bond Future September 2014


Trading Metrics calculated at close of trading on 18-Jul-2014
Day Change Summary
Previous Current
17-Jul-2014 18-Jul-2014 Change Change % Previous Week
Open 137-10 138-14 1-04 0.8% 137-14
High 138-21 138-23 0-02 0.0% 138-23
Low 137-08 137-23 0-15 0.3% 136-17
Close 138-04 138-02 -0-02 0.0% 138-02
Range 1-13 1-00 -0-13 -28.9% 2-06
ATR 0-30 0-31 0-00 0.4% 0-00
Volume 412,563 275,064 -137,499 -33.3% 1,457,070
Daily Pivots for day following 18-Jul-2014
Classic Woodie Camarilla DeMark
R4 141-05 140-20 138-20
R3 140-05 139-20 138-11
R2 139-05 139-05 138-08
R1 138-20 138-20 138-05 138-12
PP 138-05 138-05 138-05 138-02
S1 137-20 137-20 137-31 137-12
S2 137-05 137-05 137-28
S3 136-05 136-20 137-25
S4 135-05 135-20 137-16
Weekly Pivots for week ending 18-Jul-2014
Classic Woodie Camarilla DeMark
R4 144-11 143-12 139-08
R3 142-05 141-06 138-21
R2 139-31 139-31 138-15
R1 139-00 139-00 138-08 139-16
PP 137-25 137-25 137-25 138-00
S1 136-26 136-26 137-28 137-10
S2 135-19 135-19 137-21
S3 133-13 134-20 137-15
S4 131-07 132-14 136-28
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 138-23 136-17 2-06 1.6% 0-29 0.7% 70% True False 291,414
10 138-23 134-29 3-26 2.8% 0-29 0.7% 83% True False 289,751
20 138-23 134-11 4-12 3.2% 0-29 0.7% 85% True False 286,660
40 138-23 134-11 4-12 3.2% 0-31 0.7% 85% True False 301,184
60 138-23 133-02 5-21 4.1% 0-30 0.7% 88% True False 202,178
80 138-23 131-00 7-23 5.6% 0-26 0.6% 91% True False 151,661
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 2 trading days
Fibonacci Retracements and Extensions
4.250 142-31
2.618 141-11
1.618 140-11
1.000 139-23
0.618 139-11
HIGH 138-23
0.618 138-11
0.500 138-07
0.382 138-03
LOW 137-23
0.618 137-03
1.000 136-23
1.618 136-03
2.618 135-03
4.250 133-15
Fisher Pivots for day following 18-Jul-2014
Pivot 1 day 3 day
R1 138-07 137-30
PP 138-05 137-26
S1 138-04 137-22

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

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