ECBOT 30 Year Treasury Bond Future December 2014


Trading Metrics calculated at close of trading on 06-Oct-2014
Day Change Summary
Previous Current
03-Oct-2014 06-Oct-2014 Change Change % Previous Week
Open 139-03 139-09 0-06 0.1% 137-25
High 139-13 139-25 0-12 0.3% 140-01
Low 138-11 139-01 0-22 0.5% 137-18
Close 139-07 139-12 0-05 0.1% 139-07
Range 1-02 0-24 -0-10 -29.4% 2-15
ATR 1-01 1-00 -0-01 -1.9% 0-00
Volume 517,911 294,479 -223,432 -43.1% 2,132,983
Daily Pivots for day following 06-Oct-2014
Classic Woodie Camarilla DeMark
R4 141-21 141-08 139-25
R3 140-29 140-16 139-19
R2 140-05 140-05 139-16
R1 139-24 139-24 139-14 139-30
PP 139-13 139-13 139-13 139-16
S1 139-00 139-00 139-10 139-06
S2 138-21 138-21 139-08
S3 137-29 138-08 139-05
S4 137-05 137-16 138-31
Weekly Pivots for week ending 03-Oct-2014
Classic Woodie Camarilla DeMark
R4 146-11 145-08 140-18
R3 143-28 142-25 139-29
R2 141-13 141-13 139-21
R1 140-10 140-10 139-14 140-28
PP 138-30 138-30 138-30 139-07
S1 137-27 137-27 139-00 138-12
S2 136-15 136-15 138-25
S3 134-00 135-12 138-17
S4 131-17 132-29 137-28
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 140-01 137-26 2-07 1.6% 1-05 0.8% 70% False False 427,842
10 140-01 136-22 3-11 2.4% 1-02 0.8% 80% False False 376,151
20 140-01 135-13 4-20 3.3% 0-31 0.7% 86% False False 360,013
40 140-16 135-13 5-03 3.7% 0-31 0.7% 78% False False 275,246
60 140-16 134-31 5-17 4.0% 0-30 0.7% 80% False False 183,706
80 140-16 133-01 7-15 5.4% 0-25 0.6% 85% False False 137,785
100 140-16 133-01 7-15 5.4% 0-21 0.5% 85% False False 110,228
Crabel Price Patterns
NR True
NR4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 142-31
2.618 141-24
1.618 141-00
1.000 140-17
0.618 140-08
HIGH 139-25
0.618 139-16
0.500 139-13
0.382 139-10
LOW 139-01
0.618 138-18
1.000 138-09
1.618 137-26
2.618 137-02
4.250 135-27
Fisher Pivots for day following 06-Oct-2014
Pivot 1 day 3 day
R1 139-13 139-10
PP 139-13 139-08
S1 139-12 139-06

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

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