ECBOT 30 Year Treasury Bond Future March 2015


Trading Metrics calculated at close of trading on 06-Feb-2015
Day Change Summary
Previous Current
05-Feb-2015 06-Feb-2015 Change Change % Previous Week
Open 150-04 148-24 -1-12 -0.9% 151-19
High 150-19 149-22 -0-29 -0.6% 151-23
Low 148-23 147-01 -1-22 -1.1% 147-01
Close 148-28 147-21 -1-07 -0.8% 147-21
Range 1-28 2-21 0-25 41.7% 4-22
ATR 1-22 1-24 0-02 4.2% 0-00
Volume 309,499 479,682 170,183 55.0% 1,904,949
Daily Pivots for day following 06-Feb-2015
Classic Woodie Camarilla DeMark
R4 156-03 154-17 149-04
R3 153-14 151-28 148-12
R2 150-25 150-25 148-05
R1 149-07 149-07 147-29 148-22
PP 148-04 148-04 148-04 147-27
S1 146-18 146-18 147-13 146-00
S2 145-15 145-15 147-05
S3 142-26 143-29 146-30
S4 140-05 141-08 146-06
Weekly Pivots for week ending 06-Feb-2015
Classic Woodie Camarilla DeMark
R4 162-28 159-30 150-08
R3 158-06 155-08 148-30
R2 153-16 153-16 148-16
R1 150-18 150-18 148-03 149-22
PP 148-26 148-26 148-26 148-12
S1 145-28 145-28 147-07 145-00
S2 144-04 144-04 146-26
S3 139-14 141-06 146-12
S4 134-24 136-16 145-02
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 151-23 147-01 4-22 3.2% 1-28 1.3% 13% False True 380,989
10 151-28 147-01 4-27 3.3% 1-25 1.2% 13% False True 366,066
20 151-28 146-19 5-09 3.6% 1-26 1.2% 20% False False 396,027
40 151-28 142-11 9-17 6.5% 1-19 1.1% 56% False False 346,116
60 151-28 139-07 12-21 8.6% 1-12 0.9% 67% False False 296,984
80 151-28 138-28 13-00 8.8% 1-11 0.9% 68% False False 222,912
100 151-28 134-00 17-28 12.1% 1-07 0.8% 76% False False 178,338
120 151-28 134-00 17-28 12.1% 1-01 0.7% 76% False False 148,615
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-11
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 160-31
2.618 156-21
1.618 154-00
1.000 152-11
0.618 151-11
HIGH 149-22
0.618 148-22
0.500 148-12
0.382 148-01
LOW 147-01
0.618 145-12
1.000 144-12
1.618 142-23
2.618 140-02
4.250 135-24
Fisher Pivots for day following 06-Feb-2015
Pivot 1 day 3 day
R1 148-12 148-26
PP 148-04 148-14
S1 147-28 148-01

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

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