ECBOT 30 Year Treasury Bond Future March 2015


Trading Metrics calculated at close of trading on 08-Dec-2014
Day Change Summary
Previous Current
05-Dec-2014 08-Dec-2014 Change Change % Previous Week
Open 142-06 141-14 -0-24 -0.5% 142-28
High 142-08 142-25 0-17 0.4% 143-09
Low 141-00 140-30 -0-02 0.0% 140-26
Close 141-17 142-18 1-01 0.7% 141-17
Range 1-08 1-27 0-19 47.5% 2-15
ATR 0-31 1-01 0-02 6.4% 0-00
Volume 440,657 301,332 -139,325 -31.6% 1,824,222
Daily Pivots for day following 08-Dec-2014
Classic Woodie Camarilla DeMark
R4 147-20 146-30 143-18
R3 145-25 145-03 143-02
R2 143-30 143-30 142-29
R1 143-08 143-08 142-23 143-19
PP 142-03 142-03 142-03 142-08
S1 141-13 141-13 142-13 141-24
S2 140-08 140-08 142-07
S3 138-13 139-18 142-02
S4 136-18 137-23 141-18
Weekly Pivots for week ending 05-Dec-2014
Classic Woodie Camarilla DeMark
R4 149-09 147-28 142-28
R3 146-26 145-13 142-07
R2 144-11 144-11 141-31
R1 142-30 142-30 141-24 142-13
PP 141-28 141-28 141-28 141-20
S1 140-15 140-15 141-10 139-30
S2 139-13 139-13 141-03
S3 136-30 138-00 140-27
S4 134-15 135-17 140-06
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 142-25 140-26 1-31 1.4% 1-06 0.8% 89% True False 341,439
10 143-09 140-05 3-04 2.2% 1-03 0.8% 77% False False 349,745
20 143-09 139-07 4-02 2.8% 0-30 0.7% 82% False False 177,672
40 146-16 138-28 7-20 5.3% 1-03 0.8% 48% False False 89,151
60 146-16 134-00 12-16 8.8% 0-30 0.7% 69% False False 59,443
80 146-16 134-00 12-16 8.8% 0-24 0.5% 69% False False 44,583
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-07
Widest range in 36 trading days
Fibonacci Retracements and Extensions
4.250 150-20
2.618 147-19
1.618 145-24
1.000 144-20
0.618 143-29
HIGH 142-25
0.618 142-02
0.500 141-28
0.382 141-21
LOW 140-30
0.618 139-26
1.000 139-03
1.618 137-31
2.618 136-04
4.250 133-03
Fisher Pivots for day following 08-Dec-2014
Pivot 1 day 3 day
R1 142-10 142-10
PP 142-03 142-03
S1 141-28 141-28

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

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