ECBOT 30 Year Treasury Bond Future June 2015


Trading Metrics calculated at close of trading on 15-Dec-2014
Day Change Summary
Previous Current
12-Dec-2014 15-Dec-2014 Change Change % Previous Week
Open 157-16 159-06 1-22 1.1% 153-25
High 159-18 159-16 -0-02 0.0% 159-18
Low 157-16 158-18 1-02 0.7% 153-20
Close 159-02 159-10 0-08 0.2% 159-02
Range 2-02 0-30 -1-04 -54.5% 5-30
ATR 1-10 1-09 -0-01 -2.0% 0-00
Volume 54 103 49 90.7% 420
Daily Pivots for day following 15-Dec-2014
Classic Woodie Camarilla DeMark
R4 161-30 161-18 159-26
R3 161-00 160-20 159-18
R2 160-02 160-02 159-16
R1 159-22 159-22 159-13 159-28
PP 159-04 159-04 159-04 159-07
S1 158-24 158-24 159-07 158-30
S2 158-06 158-06 159-04
S3 157-08 157-26 159-02
S4 156-10 156-28 158-26
Weekly Pivots for week ending 12-Dec-2014
Classic Woodie Camarilla DeMark
R4 175-07 173-03 162-10
R3 169-09 167-05 160-22
R2 163-11 163-11 160-05
R1 161-07 161-07 159-19 162-09
PP 157-13 157-13 157-13 157-30
S1 155-09 155-09 158-17 156-11
S2 151-15 151-15 157-31
S3 145-17 149-11 157-14
S4 139-19 143-13 155-26
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 159-18 154-20 4-30 3.1% 1-14 0.9% 95% False False 81
10 159-18 152-02 7-16 4.7% 1-07 0.8% 97% False False 92
20 159-18 150-00 9-18 6.0% 1-02 0.7% 97% False False 83
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-04
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 163-16
2.618 161-31
1.618 161-01
1.000 160-14
0.618 160-03
HIGH 159-16
0.618 159-05
0.500 159-01
0.382 158-29
LOW 158-18
0.618 157-31
1.000 157-20
1.618 157-01
2.618 156-03
4.250 154-18
Fisher Pivots for day following 15-Dec-2014
Pivot 1 day 3 day
R1 159-07 158-28
PP 159-04 158-13
S1 159-01 157-31

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

View Archives - Comment on this page... - Back to Index of Symbols