ECBOT 30 Year Treasury Bond Future March 2015


Trading Metrics calculated at close of trading on 24-Dec-2014
Day Change Summary
Previous Current
23-Dec-2014 24-Dec-2014 Change Change % Previous Week
Open 144-22 142-28 -1-26 -1.3% 145-09
High 144-24 143-09 -1-15 -1.0% 146-19
Low 142-21 142-11 -0-10 -0.2% 143-03
Close 142-28 143-05 0-09 0.2% 144-10
Range 2-03 0-30 -1-05 -55.2% 3-16
ATR 1-09 1-08 -0-01 -1.9% 0-00
Volume 175,337 84,135 -91,202 -52.0% 1,857,990
Daily Pivots for day following 24-Dec-2014
Classic Woodie Camarilla DeMark
R4 145-24 145-12 143-22
R3 144-26 144-14 143-13
R2 143-28 143-28 143-10
R1 143-16 143-16 143-08 143-22
PP 142-30 142-30 142-30 143-00
S1 142-18 142-18 143-02 142-24
S2 142-00 142-00 143-00
S3 141-02 141-20 142-29
S4 140-04 140-22 142-20
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
5 145-13 142-11 3-02 2.1% 1-15 1.0% 27% False True 202,557
10 146-19 142-11 4-08 3.0% 1-13 1.0% 19% False True 322,392
20 146-19 140-26 5-25 4.0% 1-09 0.9% 41% False False 335,581
40 146-19 138-28 7-23 5.4% 1-02 0.7% 55% False False 189,186
60 146-19 137-00 9-19 6.7% 1-03 0.8% 64% False False 126,223
80 146-19 134-00 12-19 8.8% 0-30 0.6% 73% False False 94,669
100 146-19 134-00 12-19 8.8% 0-24 0.5% 73% False False 75,735
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 0-10
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 147-08
2.618 145-24
1.618 144-26
1.000 144-07
0.618 143-28
HIGH 143-09
0.618 142-30
0.500 142-26
0.382 142-22
LOW 142-11
0.618 141-24
1.000 141-13
1.618 140-26
2.618 139-28
4.250 138-12
Fisher Pivots for day following 24-Dec-2014
Pivot 1 day 3 day
R1 143-01 143-18
PP 142-30 143-14
S1 142-26 143-09

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

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