ECBOT 30 Year Treasury Bond Future December 2014


Trading Metrics calculated at close of trading on 13-Nov-2014
Day Change Summary
Previous Current
12-Nov-2014 13-Nov-2014 Change Change % Previous Week
Open 140-30 140-26 -0-04 -0.1% 141-06
High 141-24 141-15 -0-09 -0.2% 141-31
Low 140-24 140-22 -0-02 0.0% 140-08
Close 141-04 141-08 0-04 0.1% 141-21
Range 1-00 0-25 -0-07 -21.9% 1-23
ATR 1-06 1-05 -0-01 -2.4% 0-00
Volume 271,245 335,103 63,858 23.5% 1,628,318
Daily Pivots for day following 13-Nov-2014
Classic Woodie Camarilla DeMark
R4 143-15 143-05 141-22
R3 142-22 142-12 141-15
R2 141-29 141-29 141-13
R1 141-19 141-19 141-10 141-24
PP 141-04 141-04 141-04 141-07
S1 140-26 140-26 141-06 140-31
S2 140-11 140-11 141-03
S3 139-18 140-01 141-01
S4 138-25 139-08 140-26
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
5 142-08 140-08 2-00 1.4% 1-03 0.8% 50% False False 258,133
10 142-08 140-08 2-00 1.4% 1-01 0.7% 50% False False 288,468
20 143-29 140-08 3-21 2.6% 1-03 0.8% 27% False False 318,794
40 148-00 135-13 12-19 8.9% 1-08 0.9% 46% False False 385,279
60 148-00 135-13 12-19 8.9% 1-04 0.8% 46% False False 366,939
80 148-00 134-31 13-01 9.2% 1-03 0.8% 48% False False 275,758
100 148-00 133-01 14-31 10.6% 1-00 0.7% 55% False False 220,635
120 148-00 133-01 14-31 10.6% 0-27 0.6% 55% False False 183,863
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-07
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 144-25
2.618 143-16
1.618 142-23
1.000 142-08
0.618 141-30
HIGH 141-15
0.618 141-05
0.500 141-02
0.382 141-00
LOW 140-22
0.618 140-07
1.000 139-29
1.618 139-14
2.618 138-21
4.250 137-12
Fisher Pivots for day following 13-Nov-2014
Pivot 1 day 3 day
R1 141-06 141-07
PP 141-04 141-06
S1 141-02 141-04

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

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