ECBOT 30 Year Treasury Bond Future September 2014


Trading Metrics calculated at close of trading on 09-Sep-2014
Day Change Summary
Previous Current
08-Sep-2014 09-Sep-2014 Change Change % Previous Week
Open 139-15 139-12 -0-03 -0.1% 141-17
High 140-04 139-14 -0-22 -0.5% 141-18
Low 139-06 138-29 -0-09 -0.2% 139-09
Close 139-13 139-05 -0-08 -0.2% 139-12
Range 0-30 0-17 -0-13 -43.3% 2-09
ATR 1-00 0-31 -0-01 -3.3% 0-00
Volume 5,301 11,389 6,088 114.8% 166,450
Daily Pivots for day following 09-Sep-2014
Classic Woodie Camarilla DeMark
R4 140-24 140-16 139-14
R3 140-07 139-31 139-10
R2 139-22 139-22 139-08
R1 139-14 139-14 139-07 139-10
PP 139-05 139-05 139-05 139-03
S1 138-29 138-29 139-03 138-24
S2 138-20 138-20 139-02
S3 138-03 138-12 139-00
S4 137-18 137-27 138-28
Weekly Pivots for week ending 05-Sep-2014
Classic Woodie Camarilla DeMark
R4 146-29 145-14 140-20
R3 144-20 143-05 140-00
R2 142-11 142-11 139-25
R1 140-28 140-28 139-19 140-15
PP 140-02 140-02 140-02 139-28
S1 138-19 138-19 139-05 138-06
S2 137-25 137-25 138-31
S3 135-16 136-10 138-24
S4 133-07 134-01 138-04
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 140-24 138-29 1-27 1.3% 1-01 0.7% 14% False True 21,143
10 141-30 138-29 3-01 2.2% 0-30 0.7% 8% False True 206,784
20 141-30 138-16 3-14 2.5% 0-30 0.7% 19% False False 278,421
40 141-30 136-14 5-16 4.0% 0-31 0.7% 49% False False 310,128
60 141-30 134-11 7-19 5.5% 0-31 0.7% 63% False False 303,421
80 141-30 134-11 7-19 5.5% 0-30 0.7% 63% False False 290,208
100 141-30 132-24 9-06 6.6% 0-30 0.7% 70% False False 232,408
120 141-30 130-26 11-04 8.0% 0-27 0.6% 75% False False 193,684
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 6 trading days
Fibonacci Retracements and Extensions
4.250 141-22
2.618 140-27
1.618 140-10
1.000 139-31
0.618 139-25
HIGH 139-14
0.618 139-08
0.500 139-06
0.382 139-03
LOW 138-29
0.618 138-18
1.000 138-12
1.618 138-01
2.618 137-16
4.250 136-21
Fisher Pivots for day following 09-Sep-2014
Pivot 1 day 3 day
R1 139-06 139-23
PP 139-05 139-17
S1 139-05 139-11

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

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