ECBOT 30 Year Treasury Bond Future June 2015


Trading Metrics calculated at close of trading on 08-Jan-2015
Day Change Summary
Previous Current
07-Jan-2015 08-Jan-2015 Change Change % Previous Week
Open 165-12 164-10 -1-02 -0.6% 157-15
High 165-17 164-17 -1-00 -0.6% 161-13
Low 163-29 162-31 -0-30 -0.6% 157-15
Close 165-03 163-06 -1-29 -1.2% 160-24
Range 1-20 1-18 -0-02 -3.8% 3-30
ATR 1-21 1-22 0-01 2.0% 0-00
Volume 299 450 151 50.5% 526
Daily Pivots for day following 08-Jan-2015
Classic Woodie Camarilla DeMark
R4 168-08 167-09 164-02
R3 166-22 165-23 163-20
R2 165-04 165-04 163-15
R1 164-05 164-05 163-11 163-28
PP 163-18 163-18 163-18 163-13
S1 162-19 162-19 163-01 162-10
S2 162-00 162-00 162-29
S3 160-14 161-01 162-24
S4 158-28 159-15 162-10
Weekly Pivots for week ending 02-Jan-2015
Classic Woodie Camarilla DeMark
R4 171-22 170-05 162-29
R3 167-24 166-07 161-27
R2 163-26 163-26 161-15
R1 162-09 162-09 161-04 163-02
PP 159-28 159-28 159-28 160-08
S1 158-11 158-11 160-12 159-04
S2 155-30 155-30 160-01
S3 152-00 154-13 159-21
S4 148-02 150-15 158-19
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 166-10 158-28 7-14 4.6% 2-10 1.4% 58% False False 309
10 166-10 156-08 10-02 6.2% 1-22 1.0% 69% False False 220
20 166-10 155-24 10-18 6.5% 1-20 1.0% 70% False False 145
40 166-10 149-26 16-16 10.1% 1-08 0.8% 81% False False 108
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 0-04
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 171-06
2.618 168-20
1.618 167-02
1.000 166-03
0.618 165-16
HIGH 164-17
0.618 163-30
0.500 163-24
0.382 163-18
LOW 162-31
0.618 162-00
1.000 161-13
1.618 160-14
2.618 158-28
4.250 156-10
Fisher Pivots for day following 08-Jan-2015
Pivot 1 day 3 day
R1 163-24 164-20
PP 163-18 164-05
S1 163-12 163-22

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

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