ECBOT 30 Year Treasury Bond Future September 2014


Trading Metrics calculated at close of trading on 22-Jul-2014
Day Change Summary
Previous Current
21-Jul-2014 22-Jul-2014 Change Change % Previous Week
Open 138-03 138-15 0-12 0.3% 137-14
High 138-27 138-21 -0-06 -0.1% 138-23
Low 138-01 137-31 -0-02 0.0% 136-17
Close 138-14 138-18 0-04 0.1% 138-02
Range 0-26 0-22 -0-04 -15.4% 2-06
ATR 0-30 0-30 -0-01 -1.9% 0-00
Volume 234,807 304,025 69,218 29.5% 1,457,070
Daily Pivots for day following 22-Jul-2014
Classic Woodie Camarilla DeMark
R4 140-15 140-06 138-30
R3 139-25 139-16 138-24
R2 139-03 139-03 138-22
R1 138-26 138-26 138-20 138-30
PP 138-13 138-13 138-13 138-15
S1 138-04 138-04 138-16 138-08
S2 137-23 137-23 138-14
S3 137-01 137-14 138-12
S4 136-11 136-24 138-06
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
5 138-27 136-20 2-07 1.6% 0-30 0.7% 87% False False 288,603
10 138-27 136-09 2-18 1.8% 0-27 0.6% 89% False False 295,517
20 138-27 134-11 4-16 3.2% 0-29 0.7% 94% False False 287,547
40 138-27 134-11 4-16 3.2% 0-31 0.7% 94% False False 313,217
60 138-27 133-02 5-25 4.2% 0-30 0.7% 95% False False 211,149
80 138-27 131-00 7-27 5.7% 0-27 0.6% 96% False False 158,396
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 6 trading days
Fibonacci Retracements and Extensions
4.250 141-18
2.618 140-15
1.618 139-25
1.000 139-11
0.618 139-03
HIGH 138-21
0.618 138-13
0.500 138-10
0.382 138-07
LOW 137-31
0.618 137-17
1.000 137-09
1.618 136-27
2.618 136-05
4.250 135-02
Fisher Pivots for day following 22-Jul-2014
Pivot 1 day 3 day
R1 138-15 138-15
PP 138-13 138-12
S1 138-10 138-09

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

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