ECBOT 30 Year Treasury Bond Future March 2015


Trading Metrics calculated at close of trading on 20-Nov-2014
Day Change Summary
Previous Current
19-Nov-2014 20-Nov-2014 Change Change % Previous Week
Open 140-09 139-21 -0-20 -0.4% 140-14
High 140-12 140-21 0-09 0.2% 140-22
Low 139-19 139-20 0-01 0.0% 139-07
Close 139-25 140-04 0-11 0.2% 140-08
Range 0-25 1-01 0-08 32.0% 1-15
ATR 0-30 0-30 0-00 0.8% 0-00
Volume 6,947 8,973 2,026 29.2% 3,640
Daily Pivots for day following 20-Nov-2014
Classic Woodie Camarilla DeMark
R4 143-07 142-23 140-22
R3 142-06 141-22 140-13
R2 141-05 141-05 140-10
R1 140-21 140-21 140-07 140-29
PP 140-04 140-04 140-04 140-08
S1 139-20 139-20 140-01 139-28
S2 139-03 139-03 139-30
S3 138-02 138-19 139-27
S4 137-01 137-18 139-18
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
5 140-26 139-14 1-12 1.0% 0-28 0.6% 50% False False 4,232
10 140-26 138-28 1-30 1.4% 0-29 0.6% 65% False False 2,544
20 141-00 138-28 2-04 1.5% 0-27 0.6% 59% False False 1,596
40 146-16 135-24 10-24 7.7% 1-01 0.7% 41% False False 923
60 146-16 134-00 12-16 8.9% 0-25 0.6% 49% False False 616
80 146-16 134-00 12-16 8.9% 0-19 0.4% 49% False False 462
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 False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-05
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 145-01
2.618 143-11
1.618 142-10
1.000 141-22
0.618 141-09
HIGH 140-21
0.618 140-08
0.500 140-04
0.382 140-01
LOW 139-20
0.618 139-00
1.000 138-19
1.618 137-31
2.618 136-30
4.250 135-08
Fisher Pivots for day following 20-Nov-2014
Pivot 1 day 3 day
R1 140-04 140-04
PP 140-04 140-04
S1 140-04 140-04

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

View Archives - Comment on this page... - Back to Index of Symbols