ECBOT 30 Year Treasury Bond Future June 2015


Trading Metrics calculated at close of trading on 30-Jan-2015
Day Change Summary
Previous Current
29-Jan-2015 30-Jan-2015 Change Change % Previous Week
Open 170-21 169-06 -1-15 -0.9% 169-10
High 170-21 171-09 0-20 0.4% 171-09
Low 168-14 168-31 0-17 0.3% 167-29
Close 169-07 170-23 1-16 0.9% 170-23
Range 2-07 2-10 0-03 4.2% 3-12
ATR 2-06 2-06 0-00 0.4% 0-00
Volume 907 823 -84 -9.3% 3,283
Daily Pivots for day following 30-Jan-2015
Classic Woodie Camarilla DeMark
R4 177-08 176-10 172-00
R3 174-30 174-00 171-11
R2 172-20 172-20 171-05
R1 171-22 171-22 170-30 172-05
PP 170-10 170-10 170-10 170-18
S1 169-12 169-12 170-16 169-27
S2 168-00 168-00 170-09
S3 165-22 167-02 170-03
S4 163-12 164-24 169-14
Weekly Pivots for week ending 30-Jan-2015
Classic Woodie Camarilla DeMark
R4 180-03 178-25 172-18
R3 176-23 175-13 171-21
R2 173-11 173-11 171-11
R1 172-01 172-01 171-01 172-22
PP 169-31 169-31 169-31 170-10
S1 168-21 168-21 170-13 169-10
S2 166-19 166-19 170-03
S3 163-07 165-09 169-25
S4 159-27 161-29 168-28
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 171-09 167-29 3-12 2.0% 2-07 1.3% 83% True False 656
10 171-09 164-11 6-30 4.1% 2-10 1.4% 92% True False 527
20 171-09 158-28 12-13 7.3% 2-11 1.4% 95% True False 396
40 171-09 152-02 19-07 11.3% 1-27 1.1% 97% True False 246
60 171-09 149-05 22-04 13.0% 1-16 0.9% 97% True False 179
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 0-11
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 181-04
2.618 177-11
1.618 175-01
1.000 173-19
0.618 172-23
HIGH 171-09
0.618 170-13
0.500 170-04
0.382 169-27
LOW 168-31
0.618 167-17
1.000 166-21
1.618 165-07
2.618 162-29
4.250 159-04
Fisher Pivots for day following 30-Jan-2015
Pivot 1 day 3 day
R1 170-17 170-12
PP 170-10 170-01
S1 170-04 169-22

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

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