ECBOT 30 Year Treasury Bond Future December 2014


Trading Metrics calculated at close of trading on 19-Sep-2014
Day Change Summary
Previous Current
18-Sep-2014 19-Sep-2014 Change Change % Previous Week
Open 135-20 135-28 0-08 0.2% 136-00
High 136-07 136-27 0-20 0.5% 136-27
Low 135-16 135-13 -0-03 -0.1% 135-13
Close 135-23 136-19 0-28 0.6% 136-19
Range 0-23 1-14 0-23 100.0% 1-14
ATR 0-30 0-31 0-01 3.9% 0-00
Volume 378,674 310,626 -68,048 -18.0% 1,671,349
Daily Pivots for day following 19-Sep-2014
Classic Woodie Camarilla DeMark
R4 140-19 140-01 137-12
R3 139-05 138-19 137-00
R2 137-23 137-23 136-27
R1 137-05 137-05 136-23 137-14
PP 136-09 136-09 136-09 136-14
S1 135-23 135-23 136-15 136-00
S2 134-27 134-27 136-11
S3 133-13 134-09 136-06
S4 131-31 132-27 135-26
Weekly Pivots for week ending 19-Sep-2014
Classic Woodie Camarilla DeMark
R4 140-19 140-01 137-12
R3 139-05 138-19 137-00
R2 137-23 137-23 136-27
R1 137-05 137-05 136-23 137-14
PP 136-09 136-09 136-09 136-14
S1 135-23 135-23 136-15 136-00
S2 134-27 134-27 136-11
S3 133-13 134-09 136-06
S4 131-31 132-27 135-26
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 136-27 135-13 1-14 1.1% 0-31 0.7% 83% True True 334,269
10 138-23 135-13 3-10 2.4% 0-30 0.7% 36% False True 346,242
20 140-16 135-13 5-03 3.7% 0-30 0.7% 23% False True 345,215
40 140-16 134-31 5-17 4.0% 0-30 0.7% 29% False False 173,993
60 140-16 133-01 7-15 5.5% 0-27 0.6% 48% False False 116,049
80 140-16 133-01 7-15 5.5% 0-21 0.5% 48% False False 87,037
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-07
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 142-30
2.618 140-19
1.618 139-05
1.000 138-09
0.618 137-23
HIGH 136-27
0.618 136-09
0.500 136-04
0.382 135-31
LOW 135-13
0.618 134-17
1.000 133-31
1.618 133-03
2.618 131-21
4.250 129-10
Fisher Pivots for day following 19-Sep-2014
Pivot 1 day 3 day
R1 136-14 136-14
PP 136-09 136-09
S1 136-04 136-04

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

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