ECBOT 30 Year Treasury Bond Future December 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 137-29 137-21 -0-08 -0.2% 140-02
High 138-00 137-30 -0-02 0.0% 140-04
Low 137-14 137-02 -0-12 -0.3% 137-27
Close 137-23 137-06 -0-17 -0.4% 137-30
Range 0-18 0-28 0-10 55.6% 2-09
ATR 0-30 0-30 0-00 -0.4% 0-00
Volume 323,913 302,342 -21,571 -6.7% 1,732,076
Daily Pivots for day following 10-Sep-2014
Classic Woodie Camarilla DeMark
R4 140-01 139-15 137-21
R3 139-05 138-19 137-14
R2 138-09 138-09 137-11
R1 137-23 137-23 137-09 137-18
PP 137-13 137-13 137-13 137-10
S1 136-27 136-27 137-03 136-22
S2 136-17 136-17 137-01
S3 135-21 135-31 136-30
S4 134-25 135-03 136-23
Weekly Pivots for week ending 05-Sep-2014
Classic Woodie Camarilla DeMark
R4 145-15 144-00 139-06
R3 143-06 141-23 138-18
R2 140-29 140-29 138-11
R1 139-14 139-14 138-05 139-01
PP 138-20 138-20 138-20 138-14
S1 137-05 137-05 137-23 136-24
S2 136-11 136-11 137-17
S3 134-02 134-28 137-10
S4 131-25 132-19 136-22
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 139-11 137-02 2-09 1.7% 1-00 0.7% 5% False True 379,479
10 140-16 137-02 3-14 2.5% 0-31 0.7% 4% False True 403,241
20 140-16 137-02 3-14 2.5% 0-31 0.7% 4% False True 221,607
40 140-16 134-31 5-17 4.0% 0-29 0.7% 40% False False 111,203
60 140-16 133-01 7-15 5.4% 0-24 0.5% 56% False False 74,146
80 140-16 133-01 7-15 5.4% 0-19 0.4% 56% False False 55,610
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
4.250 141-21
2.618 140-07
1.618 139-11
1.000 138-26
0.618 138-15
HIGH 137-30
0.618 137-19
0.500 137-16
0.382 137-13
LOW 137-02
0.618 136-17
1.000 136-06
1.618 135-21
2.618 134-25
4.250 133-11
Fisher Pivots for day following 10-Sep-2014
Pivot 1 day 3 day
R1 137-16 137-28
PP 137-13 137-21
S1 137-09 137-14

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

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