ECBOT 30 Year Treasury Bond Future December 2014


Trading Metrics calculated at close of trading on 30-Sep-2014
Day Change Summary
Previous Current
29-Sep-2014 30-Sep-2014 Change Change % Previous Week
Open 137-25 138-15 0-22 0.5% 136-24
High 138-19 138-17 -0-02 0.0% 138-07
Low 137-18 137-26 0-08 0.2% 136-20
Close 138-10 137-29 -0-13 -0.3% 137-20
Range 1-01 0-23 -0-10 -30.3% 1-19
ATR 0-31 0-30 -0-01 -1.8% 0-00
Volume 288,250 335,918 47,668 16.5% 1,632,338
Daily Pivots for day following 30-Sep-2014
Classic Woodie Camarilla DeMark
R4 140-08 139-25 138-10
R3 139-17 139-02 138-03
R2 138-26 138-26 138-01
R1 138-11 138-11 137-31 138-07
PP 138-03 138-03 138-03 138-00
S1 137-20 137-20 137-27 137-16
S2 137-12 137-12 137-25
S3 136-21 136-29 137-23
S4 135-30 136-06 137-16
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
5 138-19 136-26 1-25 1.3% 0-30 0.7% 61% False False 338,185
10 138-19 135-13 3-06 2.3% 0-30 0.7% 78% False False 334,860
20 139-11 135-13 3-30 2.9% 0-31 0.7% 63% False False 351,630
40 140-16 135-13 5-03 3.7% 0-30 0.7% 49% False False 230,256
60 140-16 134-11 6-05 4.5% 0-29 0.6% 58% False False 153,656
80 140-16 133-01 7-15 5.4% 0-23 0.5% 65% False False 115,244
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-06
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 141-19
2.618 140-13
1.618 139-22
1.000 139-08
0.618 138-31
HIGH 138-17
0.618 138-08
0.500 138-06
0.382 138-03
LOW 137-26
0.618 137-12
1.000 137-03
1.618 136-21
2.618 135-30
4.250 134-24
Fisher Pivots for day following 30-Sep-2014
Pivot 1 day 3 day
R1 138-06 137-29
PP 138-03 137-28
S1 138-00 137-28

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

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