ECBOT 30 Year Treasury Bond Future March 2015


Trading Metrics calculated at close of trading on 04-Dec-2014
Day Change Summary
Previous Current
03-Dec-2014 04-Dec-2014 Change Change % Previous Week
Open 140-30 141-13 0-15 0.3% 140-19
High 141-12 142-07 0-27 0.6% 142-26
Low 140-26 141-03 0-09 0.2% 140-05
Close 141-08 141-27 0-19 0.4% 142-20
Range 0-18 1-04 0-18 100.0% 2-21
ATR 0-30 0-30 0-00 1.4% 0-00
Volume 289,209 315,023 25,814 8.9% 1,371,901
Daily Pivots for day following 04-Dec-2014
Classic Woodie Camarilla DeMark
R4 145-03 144-19 142-15
R3 143-31 143-15 142-05
R2 142-27 142-27 142-02
R1 142-11 142-11 141-30 142-19
PP 141-23 141-23 141-23 141-27
S1 141-07 141-07 141-24 141-15
S2 140-19 140-19 141-20
S3 139-15 140-03 141-17
S4 138-11 138-31 141-07
Weekly Pivots for week ending 28-Nov-2014
Classic Woodie Camarilla DeMark
R4 149-27 148-28 144-03
R3 147-06 146-07 143-11
R2 144-17 144-17 143-04
R1 143-18 143-18 142-28 144-02
PP 141-28 141-28 141-28 142-03
S1 140-29 140-29 142-12 141-12
S2 139-07 139-07 142-04
S3 136-18 138-08 141-29
S4 133-29 135-19 141-05
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 143-09 140-26 2-15 1.7% 1-03 0.8% 42% False False 318,824
10 143-09 139-20 3-21 2.6% 0-30 0.7% 61% False False 279,661
20 143-09 138-28 4-13 3.1% 0-29 0.6% 67% False False 140,700
40 146-16 138-28 7-20 5.4% 1-01 0.7% 39% False False 70,607
60 146-16 134-00 12-16 8.8% 0-29 0.6% 63% False False 47,077
80 146-16 134-00 12-16 8.8% 0-23 0.5% 63% False False 35,308
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 False
Bear Hook False
Bull Hook False
Stretch 0-05
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 147-00
2.618 145-05
1.618 144-01
1.000 143-11
0.618 142-29
HIGH 142-07
0.618 141-25
0.500 141-21
0.382 141-17
LOW 141-03
0.618 140-13
1.000 139-31
1.618 139-09
2.618 138-05
4.250 136-10
Fisher Pivots for day following 04-Dec-2014
Pivot 1 day 3 day
R1 141-25 141-24
PP 141-23 141-20
S1 141-21 141-16

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

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