ECBOT 30 Year Treasury Bond Future June 2015


Trading Metrics calculated at close of trading on 27-Jan-2015
Day Change Summary
Previous Current
26-Jan-2015 27-Jan-2015 Change Change % Previous Week
Open 169-10 168-19 -0-23 -0.4% 166-29
High 169-19 170-09 0-22 0.4% 169-02
Low 167-29 168-05 0-08 0.1% 164-11
Close 168-08 168-09 0-01 0.0% 168-10
Range 1-22 2-04 0-14 25.9% 4-23
ATR 2-04 2-04 0-00 0.0% 0-00
Volume 443 617 174 39.3% 1,652
Daily Pivots for day following 27-Jan-2015
Classic Woodie Camarilla DeMark
R4 175-09 173-29 169-14
R3 173-05 171-25 168-28
R2 171-01 171-01 168-21
R1 169-21 169-21 168-15 169-09
PP 168-29 168-29 168-29 168-23
S1 167-17 167-17 168-03 167-05
S2 166-25 166-25 167-29
S3 164-21 165-13 167-22
S4 162-17 163-09 167-04
Weekly Pivots for week ending 23-Jan-2015
Classic Woodie Camarilla DeMark
R4 181-13 179-18 170-29
R3 176-22 174-27 169-20
R2 171-31 171-31 169-06
R1 170-04 170-04 168-24 171-02
PP 167-08 167-08 167-08 167-22
S1 165-13 165-13 167-28 166-10
S2 162-17 162-17 167-14
S3 157-26 160-22 167-00
S4 153-03 155-31 165-23
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 170-09 164-11 5-30 3.5% 2-08 1.3% 66% True False 462
10 170-09 164-03 6-06 3.7% 2-14 1.4% 68% True False 354
20 170-09 157-15 12-26 7.6% 2-04 1.3% 84% True False 303
40 170-09 152-02 18-07 10.8% 1-24 1.0% 89% True False 198
60 170-09 149-05 21-04 12.6% 1-13 0.8% 91% True False 142
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 0-12
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 179-10
2.618 175-27
1.618 173-23
1.000 172-13
0.618 171-19
HIGH 170-09
0.618 169-15
0.500 169-07
0.382 168-31
LOW 168-05
0.618 166-27
1.000 166-01
1.618 164-23
2.618 162-19
4.250 159-04
Fisher Pivots for day following 27-Jan-2015
Pivot 1 day 3 day
R1 169-07 168-30
PP 168-29 168-23
S1 168-19 168-16

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

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