ECBOT 30 Year Treasury Bond Future March 2015


Trading Metrics calculated at close of trading on 19-Nov-2014
Day Change Summary
Previous Current
18-Nov-2014 19-Nov-2014 Change Change % Previous Week
Open 139-31 140-09 0-10 0.2% 140-14
High 140-14 140-12 -0-02 0.0% 140-22
Low 139-29 139-19 -0-10 -0.2% 139-07
Close 140-08 139-25 -0-15 -0.3% 140-08
Range 0-17 0-25 0-08 47.1% 1-15
ATR 0-30 0-30 0-00 -1.2% 0-00
Volume 2,027 6,947 4,920 242.7% 3,640
Daily Pivots for day following 19-Nov-2014
Classic Woodie Camarilla DeMark
R4 142-08 141-26 140-07
R3 141-15 141-01 140-00
R2 140-22 140-22 139-30
R1 140-08 140-08 139-27 140-02
PP 139-29 139-29 139-29 139-27
S1 139-15 139-15 139-23 139-10
S2 139-04 139-04 139-20
S3 138-11 138-22 139-18
S4 137-18 137-29 139-11
Weekly Pivots for week ending 14-Nov-2014
Classic Woodie Camarilla DeMark
R4 144-15 143-26 141-02
R3 143-00 142-11 140-21
R2 141-17 141-17 140-17
R1 140-28 140-28 140-12 140-15
PP 140-02 140-02 140-02 139-27
S1 139-13 139-13 140-04 139-00
S2 138-19 138-19 139-31
S3 137-04 137-30 139-27
S4 135-21 136-15 139-14
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 140-26 139-11 1-15 1.1% 0-25 0.6% 30% False False 2,502
10 140-26 138-28 1-30 1.4% 0-29 0.6% 47% False False 1,739
20 141-04 138-28 2-08 1.6% 0-27 0.6% 40% False False 1,223
40 146-16 135-16 11-00 7.9% 1-00 0.7% 39% False False 699
60 146-16 134-00 12-16 8.9% 0-24 0.5% 46% False False 467
80 146-16 134-00 12-16 8.9% 0-19 0.4% 46% False False 350
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-06
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 143-22
2.618 142-13
1.618 141-20
1.000 141-05
0.618 140-27
HIGH 140-12
0.618 140-02
0.500 140-00
0.382 139-29
LOW 139-19
0.618 139-04
1.000 138-26
1.618 138-11
2.618 137-18
4.250 136-09
Fisher Pivots for day following 19-Nov-2014
Pivot 1 day 3 day
R1 140-00 140-06
PP 139-29 140-02
S1 139-27 139-30

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

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