ECBOT 30 Year Treasury Bond Future December 2014


Trading Metrics calculated at close of trading on 04-Nov-2014
Day Change Summary
Previous Current
03-Nov-2014 04-Nov-2014 Change Change % Previous Week
Open 141-06 141-03 -0-03 -0.1% 141-24
High 141-20 141-28 0-08 0.2% 142-09
Low 140-14 141-01 0-19 0.4% 140-16
Close 141-02 141-08 0-06 0.1% 141-03
Range 1-06 0-27 -0-11 -28.9% 1-25
ATR 1-09 1-08 -0-01 -2.4% 0-00
Volume 325,855 324,924 -931 -0.3% 1,617,144
Daily Pivots for day following 04-Nov-2014
Classic Woodie Camarilla DeMark
R4 143-29 143-14 141-23
R3 143-02 142-19 141-15
R2 142-07 142-07 141-13
R1 141-24 141-24 141-10 142-00
PP 141-12 141-12 141-12 141-16
S1 140-29 140-29 141-06 141-04
S2 140-17 140-17 141-03
S3 139-22 140-02 141-01
S4 138-27 139-07 140-25
Weekly Pivots for week ending 31-Oct-2014
Classic Woodie Camarilla DeMark
R4 146-20 145-21 142-02
R3 144-27 143-28 141-19
R2 143-02 143-02 141-13
R1 142-03 142-03 141-08 141-22
PP 141-09 141-09 141-09 141-03
S1 140-10 140-10 140-30 139-29
S2 139-16 139-16 140-25
S3 137-23 138-17 140-19
S4 135-30 136-24 140-04
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 142-04 140-14 1-22 1.2% 1-00 0.7% 48% False False 344,744
10 143-08 140-14 2-26 2.0% 1-02 0.7% 29% False False 336,418
20 148-00 140-02 7-30 5.6% 1-14 1.0% 15% False False 439,163
40 148-00 135-13 12-19 8.9% 1-07 0.9% 46% False False 402,073
60 148-00 135-13 12-19 8.9% 1-04 0.8% 46% False False 336,897
80 148-00 134-31 13-01 9.2% 1-02 0.8% 48% False False 252,860
100 148-00 133-01 14-31 10.6% 0-30 0.7% 55% False False 202,293
120 148-00 133-01 14-31 10.6% 0-25 0.6% 55% False False 168,578
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-08
Narrowest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 145-15
2.618 144-03
1.618 143-08
1.000 142-23
0.618 142-13
HIGH 141-28
0.618 141-18
0.500 141-14
0.382 141-11
LOW 141-01
0.618 140-16
1.000 140-06
1.618 139-21
2.618 138-26
4.250 137-14
Fisher Pivots for day following 04-Nov-2014
Pivot 1 day 3 day
R1 141-14 141-07
PP 141-12 141-06
S1 141-10 141-05

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

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