ECBOT 30 Year Treasury Bond Future September 2014


Trading Metrics calculated at close of trading on 10-Sep-2014
Day Change Summary
Previous Current
09-Sep-2014 10-Sep-2014 Change Change % Previous Week
Open 139-12 139-09 -0-03 -0.1% 141-17
High 139-14 139-11 -0-03 -0.1% 141-18
Low 138-29 138-17 -0-12 -0.3% 139-09
Close 139-05 138-20 -0-17 -0.4% 139-12
Range 0-17 0-26 0-09 52.9% 2-09
ATR 0-31 0-30 0-00 -1.1% 0-00
Volume 11,389 3,040 -8,349 -73.3% 166,450
Daily Pivots for day following 10-Sep-2014
Classic Woodie Camarilla DeMark
R4 141-09 140-24 139-02
R3 140-15 139-30 138-27
R2 139-21 139-21 138-25
R1 139-04 139-04 138-22 139-00
PP 138-27 138-27 138-27 138-24
S1 138-10 138-10 138-18 138-06
S2 138-01 138-01 138-15
S3 137-07 137-16 138-13
S4 136-13 136-22 138-06
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
5 140-24 138-17 2-07 1.6% 0-30 0.7% 4% False True 14,373
10 141-30 138-17 3-13 2.5% 0-31 0.7% 3% False True 157,419
20 141-30 138-16 3-14 2.5% 0-31 0.7% 4% False False 263,470
40 141-30 136-14 5-16 4.0% 0-31 0.7% 40% False False 300,409
60 141-30 134-11 7-19 5.5% 0-31 0.7% 56% False False 299,368
80 141-30 134-11 7-19 5.5% 0-31 0.7% 56% False False 290,216
100 141-30 132-24 9-06 6.6% 0-30 0.7% 64% False False 232,438
120 141-30 131-00 10-30 7.9% 0-27 0.6% 70% False False 193,709
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 0-06
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 142-26
2.618 141-15
1.618 140-21
1.000 140-05
0.618 139-27
HIGH 139-11
0.618 139-01
0.500 138-30
0.382 138-27
LOW 138-17
0.618 138-01
1.000 137-23
1.618 137-07
2.618 136-13
4.250 135-02
Fisher Pivots for day following 10-Sep-2014
Pivot 1 day 3 day
R1 138-30 139-10
PP 138-27 139-03
S1 138-23 138-28

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

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