ECBOT 30 Year Treasury Bond Future March 2015


Trading Metrics calculated at close of trading on 22-Dec-2014
Day Change Summary
Previous Current
19-Dec-2014 22-Dec-2014 Change Change % Previous Week
Open 143-19 144-19 1-00 0.7% 145-09
High 144-23 144-25 0-02 0.0% 146-19
Low 143-03 144-02 0-31 0.7% 143-03
Close 144-10 144-19 0-09 0.2% 144-10
Range 1-20 0-23 -0-29 -55.8% 3-16
ATR 1-08 1-07 -0-01 -3.0% 0-00
Volume 246,876 145,756 -101,120 -41.0% 1,857,990
Daily Pivots for day following 22-Dec-2014
Classic Woodie Camarilla DeMark
R4 146-20 146-11 145-00
R3 145-29 145-20 144-25
R2 145-06 145-06 144-23
R1 144-29 144-29 144-21 144-30
PP 144-15 144-15 144-15 144-16
S1 144-06 144-06 144-17 144-08
S2 143-24 143-24 144-15
S3 143-01 143-15 144-13
S4 142-10 142-24 144-06
Weekly Pivots for week ending 19-Dec-2014
Classic Woodie Camarilla DeMark
R4 155-05 153-08 146-08
R3 151-21 149-24 145-09
R2 148-05 148-05 144-31
R1 146-08 146-08 144-20 145-14
PP 144-21 144-21 144-21 144-09
S1 142-24 142-24 144-00 141-30
S2 141-05 141-05 143-21
S3 137-21 139-08 143-11
S4 134-05 135-24 142-12
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 146-19 143-03 3-16 2.4% 1-16 1.0% 43% False False 321,438
10 146-19 142-11 4-08 2.9% 1-11 0.9% 53% False False 374,742
20 146-19 140-05 6-14 4.5% 1-07 0.8% 69% False False 362,243
40 146-19 138-28 7-23 5.3% 1-01 0.7% 74% False False 182,717
60 146-19 136-00 10-19 7.3% 1-03 0.7% 81% False False 121,899
80 146-19 134-00 12-19 8.7% 0-29 0.6% 84% False False 91,425
100 146-19 134-00 12-19 8.7% 0-24 0.5% 84% False False 73,140
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 0-09
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 147-27
2.618 146-21
1.618 145-30
1.000 145-16
0.618 145-07
HIGH 144-25
0.618 144-16
0.500 144-14
0.382 144-11
LOW 144-02
0.618 143-20
1.000 143-11
1.618 142-29
2.618 142-06
4.250 141-00
Fisher Pivots for day following 22-Dec-2014
Pivot 1 day 3 day
R1 144-17 144-15
PP 144-15 144-12
S1 144-14 144-08

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

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