ECBOT 30 Year Treasury Bond Future December 2014


Trading Metrics calculated at close of trading on 11-Sep-2014
Day Change Summary
Previous Current
10-Sep-2014 11-Sep-2014 Change Change % Previous Week
Open 137-21 137-05 -0-16 -0.4% 140-02
High 137-30 137-22 -0-08 -0.2% 140-04
Low 137-02 136-28 -0-06 -0.1% 137-27
Close 137-06 137-09 0-03 0.1% 137-30
Range 0-28 0-26 -0-02 -7.1% 2-09
ATR 0-30 0-29 0-00 -0.9% 0-00
Volume 302,342 390,979 88,637 29.3% 1,732,076
Daily Pivots for day following 11-Sep-2014
Classic Woodie Camarilla DeMark
R4 139-23 139-10 137-23
R3 138-29 138-16 137-16
R2 138-03 138-03 137-14
R1 137-22 137-22 137-11 137-28
PP 137-09 137-09 137-09 137-12
S1 136-28 136-28 137-07 137-02
S2 136-15 136-15 137-04
S3 135-21 136-02 137-02
S4 134-27 135-08 136-27
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
5 139-02 136-28 2-06 1.6% 0-29 0.7% 19% False True 359,684
10 140-16 136-28 3-20 2.6% 0-31 0.7% 11% False True 392,276
20 140-16 136-28 3-20 2.6% 0-30 0.7% 11% False True 241,091
40 140-16 134-31 5-17 4.0% 0-29 0.7% 42% False False 120,973
60 140-16 133-01 7-15 5.4% 0-24 0.5% 57% False False 80,662
80 140-16 133-01 7-15 5.4% 0-19 0.4% 57% False False 60,497
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 0-08
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 141-04
2.618 139-26
1.618 139-00
1.000 138-16
0.618 138-06
HIGH 137-22
0.618 137-12
0.500 137-09
0.382 137-06
LOW 136-28
0.618 136-12
1.000 136-02
1.618 135-18
2.618 134-24
4.250 133-14
Fisher Pivots for day following 11-Sep-2014
Pivot 1 day 3 day
R1 137-09 137-14
PP 137-09 137-12
S1 137-09 137-11

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

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