ECBOT 30 Year Treasury Bond Future March 2015


Trading Metrics calculated at close of trading on 26-Jan-2015
Day Change Summary
Previous Current
23-Jan-2015 26-Jan-2015 Change Change % Previous Week
Open 149-00 150-15 1-15 1.0% 149-12
High 150-14 150-29 0-15 0.3% 150-21
Low 148-27 149-12 0-17 0.4% 147-12
Close 149-27 149-19 -0-08 -0.2% 149-27
Range 1-19 1-17 -0-02 -3.9% 3-09
ATR 1-21 1-21 0-00 -0.5% 0-00
Volume 336,280 269,227 -67,053 -19.9% 1,663,628
Daily Pivots for day following 26-Jan-2015
Classic Woodie Camarilla DeMark
R4 154-18 153-19 150-14
R3 153-01 152-02 150-00
R2 151-16 151-16 149-28
R1 150-17 150-17 149-23 150-08
PP 149-31 149-31 149-31 149-26
S1 149-00 149-00 149-15 148-23
S2 148-14 148-14 149-10
S3 146-29 147-15 149-06
S4 145-12 145-30 148-24
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
5 150-29 147-12 3-17 2.4% 1-26 1.2% 63% True False 386,571
10 151-10 147-10 4-00 2.7% 1-28 1.3% 57% False False 408,474
20 151-10 143-02 8-08 5.5% 1-19 1.1% 79% False False 343,444
40 151-10 140-26 10-16 7.0% 1-14 1.0% 84% False False 339,512
60 151-10 138-28 12-14 8.3% 1-08 0.8% 86% False False 240,605
80 151-10 137-00 14-10 9.6% 1-07 0.8% 88% False False 180,528
100 151-10 134-00 17-10 11.6% 1-02 0.7% 90% False False 144,424
120 151-10 134-00 17-10 11.6% 0-29 0.6% 90% False False 120,353
Crabel Price Patterns
NR True
NR4 True
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 True
Stretch 0-16
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 157-13
2.618 154-29
1.618 153-12
1.000 152-14
0.618 151-27
HIGH 150-29
0.618 150-10
0.500 150-04
0.382 149-31
LOW 149-12
0.618 148-14
1.000 147-27
1.618 146-29
2.618 145-12
4.250 142-28
Fisher Pivots for day following 26-Jan-2015
Pivot 1 day 3 day
R1 150-04 149-14
PP 149-31 149-09
S1 149-25 149-04

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

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