ECBOT 30 Year Treasury Bond Future December 2014


Trading Metrics calculated at close of trading on 12-Sep-2014
Day Change Summary
Previous Current
11-Sep-2014 12-Sep-2014 Change Change % Previous Week
Open 137-05 137-00 -0-05 -0.1% 138-00
High 137-22 137-03 -0-19 -0.4% 138-23
Low 136-28 135-25 -1-03 -0.8% 135-25
Close 137-09 135-27 -1-14 -1.0% 135-27
Range 0-26 1-10 0-16 61.5% 2-30
ATR 0-29 0-31 0-01 4.6% 0-00
Volume 390,979 451,892 60,913 15.6% 1,791,080
Daily Pivots for day following 12-Sep-2014
Classic Woodie Camarilla DeMark
R4 140-06 139-10 136-18
R3 138-28 138-00 136-07
R2 137-18 137-18 136-03
R1 136-22 136-22 135-31 136-15
PP 136-08 136-08 136-08 136-04
S1 135-12 135-12 135-23 135-05
S2 134-30 134-30 135-19
S3 133-20 134-02 135-15
S4 132-10 132-24 135-04
Weekly Pivots for week ending 12-Sep-2014
Classic Woodie Camarilla DeMark
R4 145-19 143-21 137-15
R3 142-21 140-23 136-21
R2 139-23 139-23 136-12
R1 137-25 137-25 136-04 137-09
PP 136-25 136-25 136-25 136-17
S1 134-27 134-27 135-18 134-11
S2 133-27 133-27 135-10
S3 130-29 131-29 135-01
S4 127-31 128-31 134-07
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 138-23 135-25 2-30 2.2% 0-29 0.7% 2% False True 358,216
10 140-15 135-25 4-22 3.5% 1-01 0.8% 1% False True 384,476
20 140-16 135-25 4-23 3.5% 0-31 0.7% 1% False True 263,641
40 140-16 134-31 5-17 4.1% 0-29 0.7% 16% False False 132,250
60 140-16 133-01 7-15 5.5% 0-25 0.6% 38% False False 88,194
80 140-16 133-01 7-15 5.5% 0-20 0.4% 38% False False 66,146
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-08
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 142-22
2.618 140-17
1.618 139-07
1.000 138-13
0.618 137-29
HIGH 137-03
0.618 136-19
0.500 136-14
0.382 136-09
LOW 135-25
0.618 134-31
1.000 134-15
1.618 133-21
2.618 132-11
4.250 130-06
Fisher Pivots for day following 12-Sep-2014
Pivot 1 day 3 day
R1 136-14 136-28
PP 136-08 136-17
S1 136-01 136-06

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

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