ECBOT 30 Year Treasury Bond Future March 2015


Trading Metrics calculated at close of trading on 15-Dec-2014
Day Change Summary
Previous Current
12-Dec-2014 15-Dec-2014 Change Change % Previous Week
Open 144-11 145-09 0-30 0.6% 141-14
High 145-18 145-24 0-06 0.1% 145-18
Low 144-09 144-23 0-14 0.3% 140-30
Close 145-06 145-03 -0-03 -0.1% 145-06
Range 1-09 1-01 -0-08 -19.5% 4-20
ATR 1-03 1-03 0-00 -0.4% 0-00
Volume 453,482 396,553 -56,929 -12.6% 2,045,010
Daily Pivots for day following 15-Dec-2014
Classic Woodie Camarilla DeMark
R4 148-09 147-23 145-21
R3 147-08 146-22 145-12
R2 146-07 146-07 145-09
R1 145-21 145-21 145-06 145-14
PP 145-06 145-06 145-06 145-02
S1 144-20 144-20 145-00 144-12
S2 144-05 144-05 144-29
S3 143-04 143-19 144-26
S4 142-03 142-18 144-17
Weekly Pivots for week ending 12-Dec-2014
Classic Woodie Camarilla DeMark
R4 157-25 156-03 147-23
R3 153-05 151-15 146-15
R2 148-17 148-17 146-01
R1 146-27 146-27 145-20 147-22
PP 143-29 143-29 143-29 144-10
S1 142-07 142-07 144-24 143-02
S2 139-09 139-09 144-11
S3 134-21 137-19 143-29
S4 130-01 132-31 142-21
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 145-24 142-11 3-13 2.3% 1-06 0.8% 81% True False 428,046
10 145-24 140-26 4-30 3.4% 1-06 0.8% 87% True False 384,742
20 145-24 139-19 6-05 4.2% 1-01 0.7% 89% True False 284,501
40 145-24 138-28 6-28 4.7% 0-30 0.7% 90% True False 142,601
60 146-16 135-10 11-06 7.7% 1-00 0.7% 87% False False 95,113
80 146-16 134-00 12-16 8.6% 0-26 0.6% 89% False False 71,336
100 146-16 134-00 12-16 8.6% 0-21 0.5% 89% False False 57,069
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-08
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 150-04
2.618 148-14
1.618 147-13
1.000 146-25
0.618 146-12
HIGH 145-24
0.618 145-11
0.500 145-08
0.382 145-04
LOW 144-23
0.618 144-03
1.000 143-22
1.618 143-02
2.618 142-01
4.250 140-11
Fisher Pivots for day following 15-Dec-2014
Pivot 1 day 3 day
R1 145-08 144-29
PP 145-06 144-23
S1 145-04 144-18

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

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