ECBOT 30 Year Treasury Bond Future December 2014


Trading Metrics calculated at close of trading on 05-Dec-2014
Day Change Summary
Previous Current
04-Dec-2014 05-Dec-2014 Change Change % Previous Week
Open 142-26 143-18 0-24 0.5% 144-09
High 143-22 143-19 -0-03 -0.1% 144-23
Low 142-18 142-13 -0-05 -0.1% 142-09
Close 143-09 142-31 -0-10 -0.2% 142-31
Range 1-04 1-06 0-02 5.6% 2-14
ATR 1-01 1-01 0-00 1.1% 0-00
Volume 8,038 13,359 5,321 66.2% 156,438
Daily Pivots for day following 05-Dec-2014
Classic Woodie Camarilla DeMark
R4 146-18 145-30 143-20
R3 145-12 144-24 143-09
R2 144-06 144-06 143-06
R1 143-18 143-18 143-02 143-09
PP 143-00 143-00 143-00 142-27
S1 142-12 142-12 142-28 142-03
S2 141-26 141-26 142-24
S3 140-20 141-06 142-21
S4 139-14 140-00 142-10
Weekly Pivots for week ending 05-Dec-2014
Classic Woodie Camarilla DeMark
R4 150-20 149-08 144-10
R3 148-06 146-26 143-20
R2 145-24 145-24 143-13
R1 144-12 144-12 143-06 143-27
PP 143-10 143-10 143-10 143-02
S1 141-30 141-30 142-24 141-13
S2 140-28 140-28 142-17
S3 138-14 139-16 142-10
S4 136-00 137-02 141-20
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 144-23 142-09 2-14 1.7% 1-04 0.8% 28% False False 31,287
10 144-23 141-12 3-11 2.3% 0-31 0.7% 48% False False 229,281
20 144-23 140-08 4-15 3.1% 0-31 0.7% 61% False False 253,205
40 148-00 140-08 7-24 5.4% 1-06 0.8% 35% False False 330,519
60 148-00 135-13 12-19 8.8% 1-05 0.8% 60% False False 349,954
80 148-00 135-13 12-19 8.8% 1-03 0.8% 60% False False 322,738
100 148-00 134-31 13-01 9.1% 1-02 0.7% 61% False False 258,361
120 148-00 133-01 14-31 10.5% 0-30 0.7% 66% False False 215,308
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0-05
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 148-20
2.618 146-22
1.618 145-16
1.000 144-25
0.618 144-10
HIGH 143-19
0.618 143-04
0.500 143-00
0.382 142-28
LOW 142-13
0.618 141-22
1.000 141-07
1.618 140-16
2.618 139-10
4.250 137-12
Fisher Pivots for day following 05-Dec-2014
Pivot 1 day 3 day
R1 143-00 143-00
PP 143-00 142-31
S1 142-31 142-31

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

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