ECBOT 30 Year Treasury Bond Future September 2014


Trading Metrics calculated at close of trading on 20-Aug-2014
Day Change Summary
Previous Current
19-Aug-2014 20-Aug-2014 Change Change % Previous Week
Open 140-02 139-28 -0-06 -0.1% 139-09
High 140-23 140-02 -0-21 -0.5% 141-21
Low 139-24 139-11 -0-13 -0.3% 138-16
Close 139-25 139-22 -0-03 -0.1% 141-01
Range 0-31 0-23 -0-08 -25.8% 3-05
ATR 1-00 1-00 -0-01 -2.1% 0-00
Volume 293,180 293,728 548 0.2% 1,848,446
Daily Pivots for day following 20-Aug-2014
Classic Woodie Camarilla DeMark
R4 141-27 141-16 140-03
R3 141-04 140-25 139-28
R2 140-13 140-13 139-26
R1 140-02 140-02 139-24 139-28
PP 139-22 139-22 139-22 139-20
S1 139-11 139-11 139-20 139-05
S2 138-31 138-31 139-18
S3 138-08 138-20 139-16
S4 137-17 137-29 139-09
Weekly Pivots for week ending 15-Aug-2014
Classic Woodie Camarilla DeMark
R4 149-28 148-19 142-25
R3 146-23 145-14 141-29
R2 143-18 143-18 141-20
R1 142-09 142-09 141-10 142-30
PP 140-13 140-13 140-13 140-23
S1 139-04 139-04 140-24 139-24
S2 137-08 137-08 140-14
S3 134-03 135-31 140-05
S4 130-30 132-26 139-09
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 141-21 139-07 2-14 1.7% 1-02 0.8% 19% False False 356,480
10 141-21 138-12 3-09 2.3% 1-00 0.7% 40% False False 352,272
20 141-21 136-14 5-07 3.7% 1-01 0.7% 62% False False 362,969
40 141-21 134-11 7-10 5.2% 0-30 0.7% 73% False False 321,776
60 141-21 134-11 7-10 5.2% 0-31 0.7% 73% False False 332,134
80 141-21 133-02 8-19 6.2% 0-31 0.7% 77% False False 251,369
100 141-21 131-00 10-21 7.6% 0-28 0.6% 82% False False 201,126
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
4.250 143-04
2.618 141-30
1.618 141-07
1.000 140-25
0.618 140-16
HIGH 140-02
0.618 139-25
0.500 139-22
0.382 139-20
LOW 139-11
0.618 138-29
1.000 138-20
1.618 138-06
2.618 137-15
4.250 136-09
Fisher Pivots for day following 20-Aug-2014
Pivot 1 day 3 day
R1 139-22 140-06
PP 139-22 140-01
S1 139-22 139-27

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

View Archives - Comment on this page... - Back to Index of Symbols