ECBOT 30 Year Treasury Bond Future September 2014


Trading Metrics calculated at close of trading on 08-Aug-2014
Day Change Summary
Previous Current
07-Aug-2014 08-Aug-2014 Change Change % Previous Week
Open 138-18 139-12 0-26 0.6% 138-02
High 139-16 140-11 0-27 0.6% 140-11
Low 138-12 139-06 0-26 0.6% 137-18
Close 139-08 139-13 0-05 0.1% 139-13
Range 1-04 1-05 0-01 2.8% 2-25
ATR 1-00 1-00 0-00 1.2% 0-00
Volume 363,729 472,691 108,962 30.0% 1,769,717
Daily Pivots for day following 08-Aug-2014
Classic Woodie Camarilla DeMark
R4 143-04 142-13 140-01
R3 141-31 141-08 139-23
R2 140-26 140-26 139-20
R1 140-03 140-03 139-16 140-14
PP 139-21 139-21 139-21 139-26
S1 138-30 138-30 139-10 139-10
S2 138-16 138-16 139-06
S3 137-11 137-25 139-03
S4 136-06 136-20 138-25
Weekly Pivots for week ending 08-Aug-2014
Classic Woodie Camarilla DeMark
R4 147-14 146-07 140-30
R3 144-21 143-14 140-05
R2 141-28 141-28 139-29
R1 140-21 140-21 139-21 141-08
PP 139-03 139-03 139-03 139-13
S1 137-28 137-28 139-05 138-16
S2 136-10 136-10 138-29
S3 133-17 135-03 138-21
S4 130-24 132-10 137-28
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 140-11 137-18 2-25 2.0% 0-31 0.7% 66% True False 353,943
10 140-11 136-14 3-29 2.8% 1-03 0.8% 76% True False 400,416
20 140-11 136-14 3-29 2.8% 0-31 0.7% 76% True False 337,527
40 140-11 134-11 6-00 4.3% 0-31 0.7% 84% True False 318,382
60 140-11 134-11 6-00 4.3% 0-31 0.7% 84% True False 290,052
80 140-11 132-24 7-19 5.4% 0-30 0.7% 88% True False 217,818
100 140-11 130-23 9-20 6.9% 0-26 0.6% 90% True False 174,264
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 145-08
2.618 143-12
1.618 142-07
1.000 141-16
0.618 141-02
HIGH 140-11
0.618 139-29
0.500 139-24
0.382 139-20
LOW 139-06
0.618 138-15
1.000 138-01
1.618 137-10
2.618 136-05
4.250 134-09
Fisher Pivots for day following 08-Aug-2014
Pivot 1 day 3 day
R1 139-24 139-12
PP 139-21 139-10
S1 139-17 139-08

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

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