ECBOT 30 Year Treasury Bond Future June 2015


Trading Metrics calculated at close of trading on 01-Dec-2014
Day Change Summary
Previous Current
28-Nov-2014 01-Dec-2014 Change Change % Previous Week
Open 153-17 154-20 1-03 0.7% 151-08
High 154-19 155-00 0-13 0.3% 154-19
Low 153-17 153-12 -0-05 -0.1% 151-00
Close 154-10 153-24 -0-18 -0.4% 154-10
Range 1-02 1-20 0-18 52.9% 3-19
ATR 1-03 1-05 0-01 3.4% 0-00
Volume 78 138 60 76.9% 344
Daily Pivots for day following 01-Dec-2014
Classic Woodie Camarilla DeMark
R4 158-29 157-31 154-21
R3 157-09 156-11 154-06
R2 155-21 155-21 154-02
R1 154-23 154-23 153-29 154-12
PP 154-01 154-01 154-01 153-28
S1 153-03 153-03 153-19 152-24
S2 152-13 152-13 153-14
S3 150-25 151-15 153-10
S4 149-05 149-27 152-27
Weekly Pivots for week ending 28-Nov-2014
Classic Woodie Camarilla DeMark
R4 164-03 162-25 156-09
R3 160-16 159-06 155-10
R2 156-29 156-29 154-31
R1 155-19 155-19 154-21 156-08
PP 153-10 153-10 153-10 153-20
S1 152-00 152-00 153-31 152-21
S2 149-23 149-23 153-21
S3 146-04 148-13 153-10
S4 142-17 144-26 152-11
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 155-00 151-00 4-00 2.6% 1-00 0.6% 69% True False 96
10 155-00 150-00 5-00 3.3% 0-29 0.6% 75% True False 74
20 155-00 149-05 5-27 3.8% 0-25 0.5% 79% True False 40
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-04
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 161-29
2.618 159-08
1.618 157-20
1.000 156-20
0.618 156-00
HIGH 155-00
0.618 154-12
0.500 154-06
0.382 154-00
LOW 153-12
0.618 152-12
1.000 151-24
1.618 150-24
2.618 149-04
4.250 146-15
Fisher Pivots for day following 01-Dec-2014
Pivot 1 day 3 day
R1 154-06 154-00
PP 154-01 153-29
S1 153-29 153-27

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

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