ECBOT 30 Year Treasury Bond Future March 2015


Trading Metrics calculated at close of trading on 23-Jan-2015
Day Change Summary
Previous Current
22-Jan-2015 23-Jan-2015 Change Change % Previous Week
Open 148-26 149-00 0-06 0.1% 149-12
High 149-28 150-14 0-18 0.4% 150-21
Low 147-12 148-27 1-15 1.0% 147-12
Close 148-16 149-27 1-11 0.9% 149-27
Range 2-16 1-19 -0-29 -36.3% 3-09
ATR 1-20 1-21 0-01 1.3% 0-00
Volume 537,983 336,280 -201,703 -37.5% 1,663,628
Daily Pivots for day following 23-Jan-2015
Classic Woodie Camarilla DeMark
R4 154-16 153-24 150-23
R3 152-29 152-05 150-09
R2 151-10 151-10 150-04
R1 150-18 150-18 150-00 150-30
PP 149-23 149-23 149-23 149-28
S1 148-31 148-31 149-22 149-11
S2 148-04 148-04 149-18
S3 146-17 147-12 149-13
S4 144-30 145-25 148-31
Weekly Pivots for week ending 23-Jan-2015
Classic Woodie Camarilla DeMark
R4 159-04 157-25 151-21
R3 155-27 154-16 150-24
R2 152-18 152-18 150-14
R1 151-07 151-07 150-05 151-28
PP 149-09 149-09 149-09 149-20
S1 147-30 147-30 149-17 148-20
S2 146-00 146-00 149-08
S3 142-23 144-21 148-30
S4 139-14 141-12 148-01
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 151-10 147-12 3-30 2.6% 1-30 1.3% 63% False False 417,710
10 151-10 146-19 4-23 3.1% 1-28 1.3% 69% False False 425,987
20 151-10 142-11 8-31 6.0% 1-18 1.1% 84% False False 334,189
40 151-10 140-18 10-24 7.2% 1-14 1.0% 86% False False 349,901
60 151-10 138-28 12-14 8.3% 1-07 0.8% 88% False False 236,126
80 151-10 136-12 14-30 10.0% 1-07 0.8% 90% False False 177,163
100 151-10 134-00 17-10 11.6% 1-02 0.7% 92% False False 141,731
120 151-10 134-00 17-10 11.6% 0-29 0.6% 92% False False 118,110
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 0-15
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 157-07
2.618 154-20
1.618 153-01
1.000 152-01
0.618 151-14
HIGH 150-14
0.618 149-27
0.500 149-20
0.382 149-14
LOW 148-27
0.618 147-27
1.000 147-08
1.618 146-08
2.618 144-21
4.250 142-02
Fisher Pivots for day following 23-Jan-2015
Pivot 1 day 3 day
R1 149-25 149-18
PP 149-23 149-09
S1 149-20 149-00

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

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