ECBOT 30 Year Treasury Bond Future June 2015


Trading Metrics calculated at close of trading on 04-Feb-2015
Day Change Summary
Previous Current
03-Feb-2015 04-Feb-2015 Change Change % Previous Week
Open 169-17 167-07 -2-10 -1.4% 169-10
High 169-18 168-10 -1-08 -0.7% 171-09
Low 167-01 166-02 -0-31 -0.6% 167-29
Close 167-15 167-10 -0-05 -0.1% 170-23
Range 2-17 2-08 -0-09 -11.1% 3-12
ATR 2-07 2-07 0-00 0.1% 0-00
Volume 851 1,292 441 51.8% 3,283
Daily Pivots for day following 04-Feb-2015
Classic Woodie Camarilla DeMark
R4 173-31 172-29 168-18
R3 171-23 170-21 167-30
R2 169-15 169-15 167-23
R1 168-13 168-13 167-17 168-30
PP 167-07 167-07 167-07 167-16
S1 166-05 166-05 167-03 166-22
S2 164-31 164-31 166-29
S3 162-23 163-29 166-22
S4 160-15 161-21 166-02
Weekly Pivots for week ending 30-Jan-2015
Classic Woodie Camarilla DeMark
R4 180-03 178-25 172-18
R3 176-23 175-13 171-21
R2 173-11 173-11 171-11
R1 172-01 172-01 171-01 172-22
PP 169-31 169-31 169-31 170-10
S1 168-21 168-21 170-13 169-10
S2 166-19 166-19 170-03
S3 163-07 165-09 169-25
S4 159-27 161-29 168-28
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 171-09 166-02 5-07 3.1% 2-06 1.3% 24% False True 1,143
10 171-09 164-11 6-30 4.1% 2-08 1.3% 43% False False 838
20 171-09 162-17 8-24 5.2% 2-07 1.3% 55% False False 556
40 171-09 153-20 17-21 10.6% 1-30 1.2% 78% False False 338
60 171-09 149-05 22-04 13.2% 1-18 0.9% 82% False False 245
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 177-28
2.618 174-06
1.618 171-30
1.000 170-18
0.618 169-22
HIGH 168-10
0.618 167-14
0.500 167-06
0.382 166-30
LOW 166-02
0.618 164-22
1.000 163-26
1.618 162-14
2.618 160-06
4.250 156-16
Fisher Pivots for day following 04-Feb-2015
Pivot 1 day 3 day
R1 167-09 168-19
PP 167-07 168-05
S1 167-06 167-24

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

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