ECBOT 30 Year Treasury Bond Future September 2014


Trading Metrics calculated at close of trading on 21-Aug-2014
Day Change Summary
Previous Current
20-Aug-2014 21-Aug-2014 Change Change % Previous Week
Open 139-28 139-22 -0-06 -0.1% 139-09
High 140-02 140-09 0-07 0.2% 141-21
Low 139-11 139-12 0-01 0.0% 138-16
Close 139-22 140-02 0-12 0.3% 141-01
Range 0-23 0-29 0-06 26.1% 3-05
ATR 1-00 0-31 0-00 -0.6% 0-00
Volume 293,728 323,658 29,930 10.2% 1,848,446
Daily Pivots for day following 21-Aug-2014
Classic Woodie Camarilla DeMark
R4 142-20 142-08 140-18
R3 141-23 141-11 140-10
R2 140-26 140-26 140-07
R1 140-14 140-14 140-05 140-20
PP 139-29 139-29 139-29 140-00
S1 139-17 139-17 139-31 139-23
S2 139-00 139-00 139-29
S3 138-03 138-20 139-26
S4 137-06 137-23 139-18
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
5 141-21 139-11 2-10 1.7% 1-02 0.8% 31% False False 334,890
10 141-21 138-16 3-05 2.3% 0-31 0.7% 50% False False 348,264
20 141-21 136-14 5-07 3.7% 1-01 0.7% 69% False False 364,108
40 141-21 134-11 7-10 5.2% 0-30 0.7% 78% False False 322,484
60 141-21 134-11 7-10 5.2% 0-31 0.7% 78% False False 329,319
80 141-21 133-07 8-14 6.0% 0-31 0.7% 81% False False 255,413
100 141-21 131-00 10-21 7.6% 0-28 0.6% 85% False False 204,363
120 141-21 129-29 11-24 8.4% 0-24 0.5% 86% False False 170,303
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 144-04
2.618 142-21
1.618 141-24
1.000 141-06
0.618 140-27
HIGH 140-09
0.618 139-30
0.500 139-26
0.382 139-23
LOW 139-12
0.618 138-26
1.000 138-15
1.618 137-29
2.618 137-00
4.250 135-17
Fisher Pivots for day following 21-Aug-2014
Pivot 1 day 3 day
R1 140-00 140-02
PP 139-29 140-01
S1 139-26 140-01

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

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