ECBOT 30 Year Treasury Bond Future December 2014


Trading Metrics calculated at close of trading on 14-Oct-2014
Day Change Summary
Previous Current
13-Oct-2014 14-Oct-2014 Change Change % Previous Week
Open 141-22 142-08 0-18 0.4% 139-09
High 142-17 143-06 0-21 0.5% 141-22
Low 141-18 141-26 0-08 0.2% 139-01
Close 142-01 142-22 0-21 0.5% 141-09
Range 0-31 1-12 0-13 41.9% 2-21
ATR 1-01 1-02 0-01 2.3% 0-00
Volume 106,917 526,616 419,699 392.5% 2,274,411
Daily Pivots for day following 14-Oct-2014
Classic Woodie Camarilla DeMark
R4 146-22 146-02 143-14
R3 145-10 144-22 143-02
R2 143-30 143-30 142-30
R1 143-10 143-10 142-26 143-20
PP 142-18 142-18 142-18 142-23
S1 141-30 141-30 142-18 142-08
S2 141-06 141-06 142-14
S3 139-26 140-18 142-10
S4 138-14 139-06 141-30
Weekly Pivots for week ending 10-Oct-2014
Classic Woodie Camarilla DeMark
R4 148-20 147-20 142-24
R3 145-31 144-31 142-00
R2 143-10 143-10 141-25
R1 142-10 142-10 141-17 142-26
PP 140-21 140-21 140-21 140-30
S1 139-21 139-21 141-01 140-05
S2 138-00 138-00 140-25
S3 135-11 137-00 140-18
S4 132-22 134-11 139-26
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 143-06 140-02 3-04 2.2% 1-01 0.7% 84% True False 438,033
10 143-06 137-27 5-11 3.7% 1-05 0.8% 91% True False 441,675
20 143-06 135-13 7-25 5.5% 1-02 0.7% 94% True False 388,268
40 143-06 135-13 7-25 5.5% 0-31 0.7% 94% True False 340,177
60 143-06 134-31 8-07 5.8% 0-31 0.7% 94% True False 227,234
80 143-06 133-01 10-05 7.1% 0-27 0.6% 95% True False 170,453
100 143-06 133-01 10-05 7.1% 0-23 0.5% 95% True False 136,363
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
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 5 trading days
Fibonacci Retracements and Extensions
4.250 149-01
2.618 146-25
1.618 145-13
1.000 144-18
0.618 144-01
HIGH 143-06
0.618 142-21
0.500 142-16
0.382 142-11
LOW 141-26
0.618 140-31
1.000 140-14
1.618 139-19
2.618 138-07
4.250 135-31
Fisher Pivots for day following 14-Oct-2014
Pivot 1 day 3 day
R1 142-20 142-14
PP 142-18 142-05
S1 142-16 141-29

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

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