ECBOT 30 Year Treasury Bond Future December 2014


Trading Metrics calculated at close of trading on 07-Nov-2014
Day Change Summary
Previous Current
06-Nov-2014 07-Nov-2014 Change Change % Previous Week
Open 141-05 140-16 -0-21 -0.5% 141-06
High 141-14 141-31 0-17 0.4% 141-31
Low 140-13 140-08 -0-05 -0.1% 140-08
Close 140-21 141-21 1-00 0.7% 141-21
Range 1-01 1-23 0-22 66.7% 1-23
ATR 1-06 1-08 0-01 3.1% 0-00
Volume 292,935 433,999 141,064 48.2% 1,628,318
Daily Pivots for day following 07-Nov-2014
Classic Woodie Camarilla DeMark
R4 146-14 145-25 142-19
R3 144-23 144-02 142-04
R2 143-00 143-00 141-31
R1 142-11 142-11 141-26 142-22
PP 141-09 141-09 141-09 141-15
S1 140-20 140-20 141-16 140-30
S2 139-18 139-18 141-11
S3 137-27 138-29 141-06
S4 136-04 137-06 140-23
Weekly Pivots for week ending 07-Nov-2014
Classic Woodie Camarilla DeMark
R4 146-14 145-25 142-19
R3 144-23 144-02 142-04
R2 143-00 143-00 141-31
R1 142-11 142-11 141-26 142-22
PP 141-09 141-09 141-09 141-15
S1 140-20 140-20 141-16 140-30
S2 139-18 139-18 141-11
S3 137-27 138-29 141-06
S4 136-04 137-06 140-23
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 141-31 140-08 1-23 1.2% 1-03 0.8% 82% True True 325,663
10 142-09 140-08 2-01 1.4% 1-01 0.7% 69% False True 324,546
20 148-00 140-08 7-24 5.5% 1-15 1.0% 18% False True 410,208
40 148-00 135-13 12-19 8.9% 1-08 0.9% 50% False False 397,881
60 148-00 135-13 12-19 8.9% 1-05 0.8% 50% False False 353,134
80 148-00 134-31 13-01 9.2% 1-03 0.8% 51% False False 265,065
100 148-00 133-01 14-31 10.6% 0-31 0.7% 58% False False 212,069
120 148-00 133-01 14-31 10.6% 0-26 0.6% 58% False False 176,724
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-08
Widest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 149-09
2.618 146-15
1.618 144-24
1.000 143-22
0.618 143-01
HIGH 141-31
0.618 141-10
0.500 141-04
0.382 140-29
LOW 140-08
0.618 139-06
1.000 138-17
1.618 137-15
2.618 135-24
4.250 132-30
Fisher Pivots for day following 07-Nov-2014
Pivot 1 day 3 day
R1 141-15 141-15
PP 141-09 141-09
S1 141-04 141-04

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

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