ECBOT 30 Year Treasury Bond Future December 2014


Trading Metrics calculated at close of trading on 31-Jul-2014
Day Change Summary
Previous Current
30-Jul-2014 31-Jul-2014 Change Change % Previous Week
Open 137-18 135-31 -1-19 -1.2% 136-22
High 137-19 136-05 -1-14 -1.0% 137-12
Low 135-28 134-31 -0-29 -0.7% 136-07
Close 136-01 135-31 -0-02 0.0% 137-06
Range 1-23 1-06 -0-17 -30.9% 1-05
ATR 0-24 0-25 0-01 4.1% 0-00
Volume 639 811 172 26.9% 2,003
Daily Pivots for day following 31-Jul-2014
Classic Woodie Camarilla DeMark
R4 139-08 138-26 136-20
R3 138-02 137-20 136-09
R2 136-28 136-28 136-06
R1 136-14 136-14 136-02 136-18
PP 135-22 135-22 135-22 135-24
S1 135-08 135-08 135-28 135-12
S2 134-16 134-16 135-24
S3 133-10 134-02 135-21
S4 132-04 132-28 135-10
Weekly Pivots for week ending 25-Jul-2014
Classic Woodie Camarilla DeMark
R4 140-13 139-30 137-26
R3 139-08 138-25 137-16
R2 138-03 138-03 137-13
R1 137-20 137-20 137-09 137-28
PP 136-30 136-30 136-30 137-01
S1 136-15 136-15 137-03 136-22
S2 135-25 135-25 136-31
S3 134-20 135-10 136-28
S4 133-15 134-05 136-18
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 137-19 134-31 2-20 1.9% 1-00 0.7% 38% False True 552
10 137-19 134-31 2-20 1.9% 0-27 0.6% 38% False True 437
20 137-19 133-01 4-18 3.4% 0-24 0.6% 64% False False 297
40 137-19 133-01 4-18 3.4% 0-15 0.4% 64% False False 151
Crabel Price Patterns
NR True
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 0-03
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 141-06
2.618 139-08
1.618 138-02
1.000 137-11
0.618 136-28
HIGH 136-05
0.618 135-22
0.500 135-18
0.382 135-14
LOW 134-31
0.618 134-08
1.000 133-25
1.618 133-02
2.618 131-28
4.250 129-30
Fisher Pivots for day following 31-Jul-2014
Pivot 1 day 3 day
R1 135-27 136-09
PP 135-22 136-06
S1 135-18 136-02

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

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