ECBOT 30 Year Treasury Bond Future June 2015


Trading Metrics calculated at close of trading on 20-Jan-2015
Day Change Summary
Previous Current
16-Jan-2015 20-Jan-2015 Change Change % Previous Week
Open 169-03 166-29 -2-06 -1.3% 164-18
High 169-15 168-23 -0-24 -0.4% 169-15
Low 166-22 166-29 0-07 0.1% 163-29
Close 167-01 167-24 0-23 0.4% 167-01
Range 2-25 1-26 -0-31 -34.8% 5-18
ATR 2-00 1-31 0-00 -0.7% 0-00
Volume 341 402 61 17.9% 1,194
Daily Pivots for day following 20-Jan-2015
Classic Woodie Camarilla DeMark
R4 173-07 172-10 168-24
R3 171-13 170-16 168-08
R2 169-19 169-19 168-03
R1 168-22 168-22 167-29 169-04
PP 167-25 167-25 167-25 168-01
S1 166-28 166-28 167-19 167-10
S2 165-31 165-31 167-13
S3 164-05 165-02 167-08
S4 162-11 163-08 166-24
Weekly Pivots for week ending 16-Jan-2015
Classic Woodie Camarilla DeMark
R4 183-16 180-26 170-03
R3 177-30 175-08 168-18
R2 172-12 172-12 168-02
R1 169-22 169-22 167-17 171-01
PP 166-26 166-26 166-26 167-15
S1 164-04 164-04 166-17 165-15
S2 161-08 161-08 166-00
S3 155-22 158-18 165-16
S4 150-04 153-00 163-31
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 169-15 164-03 5-12 3.2% 2-20 1.6% 68% False False 246
10 169-15 162-17 6-30 4.1% 2-09 1.4% 75% False False 304
20 169-15 156-08 13-07 7.9% 1-30 1.1% 87% False False 215
40 169-15 150-16 18-31 11.3% 1-18 0.9% 91% False False 151
60 169-15 149-05 20-10 12.1% 1-09 0.8% 92% False False 135
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-09
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 176-14
2.618 173-15
1.618 171-21
1.000 170-17
0.618 169-27
HIGH 168-23
0.618 168-01
0.500 167-26
0.382 167-19
LOW 166-29
0.618 165-25
1.000 165-03
1.618 163-31
2.618 162-05
4.250 159-06
Fisher Pivots for day following 20-Jan-2015
Pivot 1 day 3 day
R1 167-26 167-20
PP 167-25 167-17
S1 167-25 167-14

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

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