ECBOT 30 Year Treasury Bond Future June 2015


Trading Metrics calculated at close of trading on 26-Nov-2014
Day Change Summary
Previous Current
25-Nov-2014 26-Nov-2014 Change Change % Previous Week
Open 151-20 153-00 1-12 0.9% 151-20
High 152-25 153-16 0-23 0.5% 151-20
Low 151-20 153-00 1-12 0.9% 150-00
Close 152-22 153-13 0-23 0.5% 151-10
Range 1-05 0-16 -0-21 -56.8% 1-20
ATR 1-04 1-03 -0-01 -2.0% 0-00
Volume 30 220 190 633.3% 259
Daily Pivots for day following 26-Nov-2014
Classic Woodie Camarilla DeMark
R4 154-26 154-19 153-22
R3 154-10 154-03 153-17
R2 153-26 153-26 153-16
R1 153-19 153-19 153-14 153-22
PP 153-10 153-10 153-10 153-11
S1 153-03 153-03 153-12 153-06
S2 152-26 152-26 153-10
S3 152-10 152-19 153-09
S4 151-26 152-03 153-04
Weekly Pivots for week ending 21-Nov-2014
Classic Woodie Camarilla DeMark
R4 155-27 155-07 152-07
R3 154-07 153-19 151-24
R2 152-19 152-19 151-20
R1 151-31 151-31 151-15 151-15
PP 150-31 150-31 150-31 150-24
S1 150-11 150-11 151-05 149-27
S2 149-11 149-11 151-00
S3 147-23 148-23 150-28
S4 146-03 147-03 150-13
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 153-16 150-16 3-00 2.0% 0-25 0.5% 97% True False 90
10 153-16 150-00 3-16 2.3% 0-24 0.5% 97% True False 54
20 153-16 149-05 4-11 2.8% 0-22 0.4% 98% True False 31
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-03
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 155-20
2.618 154-26
1.618 154-10
1.000 154-00
0.618 153-26
HIGH 153-16
0.618 153-10
0.500 153-08
0.382 153-06
LOW 153-00
0.618 152-22
1.000 152-16
1.618 152-06
2.618 151-22
4.250 150-28
Fisher Pivots for day following 26-Nov-2014
Pivot 1 day 3 day
R1 153-11 153-01
PP 153-10 152-20
S1 153-08 152-08

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

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