ECBOT 30 Year Treasury Bond Future June 2015


Trading Metrics calculated at close of trading on 17-Nov-2014
Day Change Summary
Previous Current
14-Nov-2014 17-Nov-2014 Change Change % Previous Week
Open 150-16 151-20 1-04 0.7% 151-00
High 151-02 151-20 0-18 0.4% 151-02
Low 150-14 150-06 -0-08 -0.2% 149-26
Close 151-00 150-22 -0-10 -0.2% 151-00
Range 0-20 1-14 0-26 130.0% 1-08
ATR 1-08 1-09 0-00 1.0% 0-00
Volume 7 15 8 114.3% 50
Daily Pivots for day following 17-Nov-2014
Classic Woodie Camarilla DeMark
R4 155-05 154-11 151-15
R3 153-23 152-29 151-03
R2 152-09 152-09 150-30
R1 151-15 151-15 150-26 151-05
PP 150-27 150-27 150-27 150-22
S1 150-01 150-01 150-18 149-23
S2 149-13 149-13 150-14
S3 147-31 148-19 150-09
S4 146-17 147-05 149-29
Weekly Pivots for week ending 14-Nov-2014
Classic Woodie Camarilla DeMark
R4 154-12 153-30 151-22
R3 153-04 152-22 151-11
R2 151-28 151-28 151-07
R1 151-14 151-14 151-04 151-20
PP 150-20 150-20 150-20 150-23
S1 150-06 150-06 150-28 150-12
S2 149-12 149-12 150-25
S3 148-04 148-30 150-21
S4 146-28 147-22 150-10
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 151-20 149-26 1-26 1.2% 0-21 0.4% 48% True False 10
10 151-20 149-05 2-15 1.6% 0-24 0.5% 62% True False 8
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-02
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 157-24
2.618 155-12
1.618 153-30
1.000 153-02
0.618 152-16
HIGH 151-20
0.618 151-02
0.500 150-29
0.382 150-24
LOW 150-06
0.618 149-10
1.000 148-24
1.618 147-28
2.618 146-14
4.250 144-02
Fisher Pivots for day following 17-Nov-2014
Pivot 1 day 3 day
R1 150-29 150-26
PP 150-27 150-25
S1 150-24 150-24

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

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