ECBOT 30 Year Treasury Bond Future June 2015


Trading Metrics calculated at close of trading on 26-Jan-2015
Day Change Summary
Previous Current
23-Jan-2015 26-Jan-2015 Change Change % Previous Week
Open 167-19 169-10 1-23 1.0% 166-29
High 169-02 169-19 0-17 0.3% 169-02
Low 167-19 167-29 0-10 0.2% 164-11
Close 168-10 168-08 -0-02 0.0% 168-10
Range 1-15 1-22 0-07 14.9% 4-23
ATR 2-05 2-04 -0-01 -1.6% 0-00
Volume 649 443 -206 -31.7% 1,652
Daily Pivots for day following 26-Jan-2015
Classic Woodie Camarilla DeMark
R4 173-21 172-20 169-06
R3 171-31 170-30 168-23
R2 170-09 170-09 168-18
R1 169-08 169-08 168-13 168-30
PP 168-19 168-19 168-19 168-13
S1 167-18 167-18 168-03 167-08
S2 166-29 166-29 167-30
S3 165-07 165-28 167-25
S4 163-17 164-06 167-10
Weekly Pivots for week ending 23-Jan-2015
Classic Woodie Camarilla DeMark
R4 181-13 179-18 170-29
R3 176-22 174-27 169-20
R2 171-31 171-31 169-06
R1 170-04 170-04 168-24 171-02
PP 167-08 167-08 167-08 167-22
S1 165-13 165-13 167-28 166-10
S2 162-17 162-17 167-14
S3 157-26 160-22 167-00
S4 153-03 155-31 165-23
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 169-19 164-11 5-08 3.1% 2-06 1.3% 74% True False 419
10 169-19 163-29 5-22 3.4% 2-12 1.4% 76% True False 328
20 169-19 157-13 12-06 7.2% 2-02 1.2% 89% True False 277
40 169-19 152-02 17-17 10.4% 1-23 1.0% 92% True False 188
60 169-19 149-05 20-14 12.1% 1-12 0.8% 93% True False 132
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-12
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 176-24
2.618 174-00
1.618 172-10
1.000 171-09
0.618 170-20
HIGH 169-19
0.618 168-30
0.500 168-24
0.382 168-18
LOW 167-29
0.618 166-28
1.000 166-07
1.618 165-06
2.618 163-16
4.250 160-24
Fisher Pivots for day following 26-Jan-2015
Pivot 1 day 3 day
R1 168-24 167-26
PP 168-19 167-13
S1 168-13 166-31

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

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