ECBOT 30 Year Treasury Bond Future September 2014


Trading Metrics calculated at close of trading on 04-Aug-2014
Day Change Summary
Previous Current
01-Aug-2014 04-Aug-2014 Change Change % Previous Week
Open 137-10 138-02 0-24 0.5% 138-22
High 138-13 138-16 0-03 0.1% 139-03
Low 136-25 137-28 1-03 0.8% 136-14
Close 137-30 138-03 0-05 0.1% 137-30
Range 1-20 0-20 -1-00 -61.5% 2-21
ATR 1-00 0-31 -0-01 -2.7% 0-00
Volume 611,938 221,926 -390,012 -63.7% 2,234,451
Daily Pivots for day following 04-Aug-2014
Classic Woodie Camarilla DeMark
R4 140-01 139-22 138-14
R3 139-13 139-02 138-08
R2 138-25 138-25 138-07
R1 138-14 138-14 138-05 138-20
PP 138-05 138-05 138-05 138-08
S1 137-26 137-26 138-01 138-00
S2 137-17 137-17 137-31
S3 136-29 137-06 137-30
S4 136-09 136-18 137-24
Weekly Pivots for week ending 01-Aug-2014
Classic Woodie Camarilla DeMark
R4 145-25 144-17 139-13
R3 143-04 141-28 138-21
R2 140-15 140-15 138-14
R1 139-07 139-07 138-06 138-16
PP 137-26 137-26 137-26 137-15
S1 136-18 136-18 137-22 135-28
S2 135-05 135-05 137-14
S3 132-16 133-29 137-07
S4 129-27 131-08 136-15
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 139-03 136-14 2-21 1.9% 1-07 0.9% 62% False False 439,791
10 139-03 136-14 2-21 1.9% 0-31 0.7% 62% False False 351,088
20 139-03 135-20 3-15 2.5% 0-30 0.7% 71% False False 321,777
40 139-03 134-11 4-24 3.4% 0-30 0.7% 79% False False 310,933
60 139-03 134-11 4-24 3.4% 0-31 0.7% 79% False False 264,378
80 139-03 132-23 6-12 4.6% 0-29 0.7% 84% False False 198,479
100 139-03 130-23 8-12 6.1% 0-25 0.6% 88% False False 158,786
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 0-07
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 141-05
2.618 140-04
1.618 139-16
1.000 139-04
0.618 138-28
HIGH 138-16
0.618 138-08
0.500 138-06
0.382 138-04
LOW 137-28
0.618 137-16
1.000 137-08
1.618 136-28
2.618 136-08
4.250 135-07
Fisher Pivots for day following 04-Aug-2014
Pivot 1 day 3 day
R1 138-06 137-28
PP 138-05 137-22
S1 138-04 137-15

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

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