ECBOT 30 Year Treasury Bond Future June 2015

Trading Metrics calculated at close of trading on 15-Jan-2015

Day Change Summary
	Previous	Current
	14-Jan-2015	15-Jan-2015	Change	Change %	Previous Week
Open	164-22	165-19	0-29	0.6%	161-00
High	167-16	169-14	1-30	1.2%	166-10
Low	164-22	165-12	0-22	0.4%	160-27
Close	166-20	167-19	0-31	0.6%	163-30
Range	2-26	4-02	1-08	44.4%	5-15
ATR	1-25	1-30	0-05	9.2%	0-00
Volume	99	295	196	198.0%	1,640

Daily Pivots for day following 15-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	179-21	177-22	169-26
R3	175-19	173-20	168-23
R2	171-17	171-17	168-11
R1	169-18	169-18	167-31	170-18
PP	167-15	167-15	167-15	167-31
S1	165-16	165-16	167-07	166-16
S2	163-13	163-13	166-27
S3	159-11	161-14	166-15
S4	155-09	157-12	165-12

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	169-14	162-17	6-29	4.1%	2-13	1.4%	73%	True	False	222
10	169-14	158-28	10-18	6.3%	2-11	1.4%	83%	True	False	265
20	169-14	156-08	13-06	7.9%	1-28	1.1%	86%	True	False	185
40	169-14	150-00	19-14	11.6%	1-15	0.9%	91%	True	False	134

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
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 58 trading days

Fibonacci Retracements and Extensions
4.250	186-22
2.618	180-02
1.618	176-00
1.000	173-16
0.618	171-30
HIGH	169-14
0.618	167-28
0.500	167-13
0.382	166-30
LOW	165-12
0.618	162-28
1.000	161-10
1.618	158-26
2.618	154-24
4.250	148-04

Fisher Pivots for day following 15-Jan-2015
Pivot	1 day	3 day
R1	167-17	167-10
PP	167-15	167-01
S1	167-13	166-24

Download as Excel Spreadsheet

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

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