ECBOT 30 Year Treasury Bond Future March 2015


Trading Metrics calculated at close of trading on 10-Nov-2014
Day Change Summary
Previous Current
07-Nov-2014 10-Nov-2014 Change Change % Previous Week
Open 139-04 140-14 1-10 0.9% 139-23
High 140-17 140-22 0-05 0.1% 140-17
Low 138-28 139-14 0-18 0.4% 138-28
Close 140-07 139-17 -0-22 -0.5% 140-07
Range 1-21 1-08 -0-13 -24.5% 1-21
ATR 1-01 1-02 0-00 1.5% 0-00
Volume 1,623 1,614 -9 -0.6% 5,300
Daily Pivots for day following 10-Nov-2014
Classic Woodie Camarilla DeMark
R4 143-20 142-27 140-07
R3 142-12 141-19 139-28
R2 141-04 141-04 139-24
R1 140-11 140-11 139-21 140-04
PP 139-28 139-28 139-28 139-25
S1 139-03 139-03 139-13 138-28
S2 138-20 138-20 139-10
S3 137-12 137-27 139-06
S4 136-04 136-19 138-27
Weekly Pivots for week ending 07-Nov-2014
Classic Woodie Camarilla DeMark
R4 144-27 144-06 141-04
R3 143-06 142-17 140-22
R2 141-17 141-17 140-17
R1 140-28 140-28 140-12 141-06
PP 139-28 139-28 139-28 140-01
S1 139-07 139-07 140-02 139-18
S2 138-07 138-07 139-29
S3 136-18 137-18 139-24
S4 134-29 135-29 139-10
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 140-22 138-28 1-26 1.3% 1-00 0.7% 36% True False 1,092
10 140-22 138-28 1-26 1.3% 0-29 0.7% 36% True False 922
20 146-16 138-28 7-20 5.5% 1-07 0.9% 9% False False 698
40 146-16 134-00 12-16 9.0% 0-31 0.7% 44% False False 369
60 146-16 134-00 12-16 9.0% 0-22 0.5% 44% False False 247
80 146-16 134-00 12-16 9.0% 0-17 0.4% 44% False False 185
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-06
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 146-00
2.618 143-31
1.618 142-23
1.000 141-30
0.618 141-15
HIGH 140-22
0.618 140-07
0.500 140-02
0.382 139-29
LOW 139-14
0.618 138-21
1.000 138-06
1.618 137-13
2.618 136-05
4.250 134-04
Fisher Pivots for day following 10-Nov-2014
Pivot 1 day 3 day
R1 140-02 139-25
PP 139-28 139-22
S1 139-23 139-20

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

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