ECBOT 30 Year Treasury Bond Future December 2014


Trading Metrics calculated at close of trading on 29-Sep-2014
Day Change Summary
Previous Current
26-Sep-2014 29-Sep-2014 Change Change % Previous Week
Open 137-28 137-25 -0-03 -0.1% 136-24
High 138-07 138-19 0-12 0.3% 138-07
Low 137-05 137-18 0-13 0.3% 136-20
Close 137-20 138-10 0-22 0.5% 137-20
Range 1-02 1-01 -0-01 -2.9% 1-19
ATR 0-30 0-31 0-00 0.6% 0-00
Volume 431,334 288,250 -143,084 -33.2% 1,632,338
Daily Pivots for day following 29-Sep-2014
Classic Woodie Camarilla DeMark
R4 141-08 140-26 138-28
R3 140-07 139-25 138-19
R2 139-06 139-06 138-16
R1 138-24 138-24 138-13 138-31
PP 138-05 138-05 138-05 138-08
S1 137-23 137-23 138-07 137-30
S2 137-04 137-04 138-04
S3 136-03 136-22 138-01
S4 135-02 135-21 137-24
Weekly Pivots for week ending 26-Sep-2014
Classic Woodie Camarilla DeMark
R4 142-09 141-17 138-16
R3 140-22 139-30 138-02
R2 139-03 139-03 137-29
R1 138-11 138-11 137-25 138-23
PP 137-16 137-16 137-16 137-22
S1 136-24 136-24 137-15 137-04
S2 135-29 135-29 137-11
S3 134-10 135-05 137-06
S4 132-23 133-18 136-24
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 138-19 136-22 1-29 1.4% 0-31 0.7% 85% True False 324,460
10 138-19 135-13 3-06 2.3% 0-31 0.7% 91% True False 335,163
20 140-04 135-13 4-23 3.4% 1-00 0.7% 62% False False 355,754
40 140-16 135-13 5-03 3.7% 0-30 0.7% 57% False False 221,886
60 140-16 133-31 6-17 4.7% 0-28 0.6% 67% False False 148,058
80 140-16 133-01 7-15 5.4% 0-23 0.5% 71% False False 111,045
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 0-06
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 142-31
2.618 141-09
1.618 140-08
1.000 139-20
0.618 139-07
HIGH 138-19
0.618 138-06
0.500 138-02
0.382 137-31
LOW 137-18
0.618 136-30
1.000 136-17
1.618 135-29
2.618 134-28
4.250 133-06
Fisher Pivots for day following 29-Sep-2014
Pivot 1 day 3 day
R1 138-08 138-04
PP 138-05 137-29
S1 138-02 137-22

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

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