ECBOT 30 Year Treasury Bond Future June 2015


Trading Metrics calculated at close of trading on 14-Jan-2015
Day Change Summary
Previous Current
13-Jan-2015 14-Jan-2015 Change Change % Previous Week
Open 165-13 164-22 -0-23 -0.4% 161-00
High 165-25 167-16 1-23 1.0% 166-10
Low 164-03 164-22 0-19 0.4% 160-27
Close 165-07 166-20 1-13 0.9% 163-30
Range 1-22 2-26 1-04 66.7% 5-15
ATR 1-22 1-25 0-03 4.7% 0-00
Volume 94 99 5 5.3% 1,640
Daily Pivots for day following 14-Jan-2015
Classic Woodie Camarilla DeMark
R4 174-23 173-15 168-06
R3 171-29 170-21 167-13
R2 169-03 169-03 167-04
R1 167-27 167-27 166-28 168-15
PP 166-09 166-09 166-09 166-18
S1 165-01 165-01 166-12 165-21
S2 163-15 163-15 166-04
S3 160-21 162-07 165-27
S4 157-27 159-13 165-02
Weekly Pivots for week ending 09-Jan-2015
Classic Woodie Camarilla DeMark
R4 180-03 177-16 166-30
R3 174-20 172-01 165-14
R2 169-05 169-05 164-30
R1 166-18 166-18 164-14 167-28
PP 163-22 163-22 163-22 164-11
S1 161-03 161-03 163-14 162-12
S2 158-07 158-07 162-30
S3 152-24 155-20 162-14
S4 147-09 150-05 160-30
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 167-16 162-17 4-31 3.0% 1-29 1.1% 82% True False 253
10 167-16 158-28 8-20 5.2% 2-00 1.2% 90% True False 262
20 167-16 156-08 11-08 6.8% 1-24 1.1% 92% True False 172
40 167-16 150-00 17-16 10.5% 1-13 0.8% 95% True False 127
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-08
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 179-14
2.618 174-28
1.618 172-02
1.000 170-10
0.618 169-08
HIGH 167-16
0.618 166-14
0.500 166-03
0.382 165-24
LOW 164-22
0.618 162-30
1.000 161-28
1.618 160-04
2.618 157-10
4.250 152-24
Fisher Pivots for day following 14-Jan-2015
Pivot 1 day 3 day
R1 166-14 166-10
PP 166-09 166-00
S1 166-03 165-22

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

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