ECBOT 30 Year Treasury Bond Future September 2014


Trading Metrics calculated at close of trading on 22-Aug-2014
Day Change Summary
Previous Current
21-Aug-2014 22-Aug-2014 Change Change % Previous Week
Open 139-22 140-03 0-13 0.3% 140-31
High 140-09 140-18 0-09 0.2% 141-01
Low 139-12 139-21 0-09 0.2% 139-11
Close 140-02 140-14 0-12 0.3% 140-14
Range 0-29 0-29 0-00 0.0% 1-22
ATR 0-31 0-31 0-00 -0.6% 0-00
Volume 323,658 386,880 63,222 19.5% 1,548,392
Daily Pivots for day following 22-Aug-2014
Classic Woodie Camarilla DeMark
R4 142-30 142-19 140-30
R3 142-01 141-22 140-22
R2 141-04 141-04 140-19
R1 140-25 140-25 140-17 140-30
PP 140-07 140-07 140-07 140-10
S1 139-28 139-28 140-11 140-02
S2 139-10 139-10 140-09
S3 138-13 138-31 140-06
S4 137-16 138-02 139-30
Weekly Pivots for week ending 22-Aug-2014
Classic Woodie Camarilla DeMark
R4 145-11 144-18 141-12
R3 143-21 142-28 140-29
R2 141-31 141-31 140-24
R1 141-06 141-06 140-19 140-24
PP 140-09 140-09 140-09 140-01
S1 139-16 139-16 140-09 139-02
S2 138-19 138-19 140-04
S3 136-29 137-26 139-31
S4 135-07 136-04 139-16
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 141-01 139-11 1-22 1.2% 0-29 0.6% 65% False False 309,678
10 141-21 138-16 3-05 2.2% 0-30 0.7% 61% False False 339,683
20 141-21 136-14 5-07 3.7% 1-01 0.7% 77% False False 370,050
40 141-21 134-11 7-10 5.2% 0-30 0.7% 83% False False 324,496
60 141-21 134-11 7-10 5.2% 0-31 0.7% 83% False False 329,015
80 141-21 133-23 7-30 5.7% 0-31 0.7% 85% False False 260,242
100 141-21 131-00 10-21 7.6% 0-28 0.6% 89% False False 208,232
120 141-21 129-29 11-24 8.4% 0-24 0.5% 90% False False 173,527
Crabel Price Patterns
NR False
NR4 False
NR5 False
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 0-08
Fibonacci Retracements and Extensions
4.250 144-13
2.618 142-30
1.618 142-01
1.000 141-15
0.618 141-04
HIGH 140-18
0.618 140-07
0.500 140-04
0.382 140-00
LOW 139-21
0.618 139-03
1.000 138-24
1.618 138-06
2.618 137-09
4.250 135-26
Fisher Pivots for day following 22-Aug-2014
Pivot 1 day 3 day
R1 140-10 140-09
PP 140-07 140-04
S1 140-04 139-30

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

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