ECBOT 30 Year Treasury Bond Future June 2015


Trading Metrics calculated at close of trading on 03-Feb-2015
Day Change Summary
Previous Current
02-Feb-2015 03-Feb-2015 Change Change % Previous Week
Open 171-01 169-17 -1-16 -0.9% 169-10
High 171-04 169-18 -1-18 -0.9% 171-09
Low 169-17 167-01 -2-16 -1.5% 167-29
Close 170-01 167-15 -2-18 -1.5% 170-23
Range 1-19 2-17 0-30 58.8% 3-12
ATR 2-05 2-07 0-02 2.8% 0-00
Volume 1,843 851 -992 -53.8% 3,283
Daily Pivots for day following 03-Feb-2015
Classic Woodie Camarilla DeMark
R4 175-20 174-02 168-28
R3 173-03 171-17 168-05
R2 170-18 170-18 167-30
R1 169-00 169-00 167-22 168-16
PP 168-01 168-01 168-01 167-25
S1 166-15 166-15 167-08 166-00
S2 165-16 165-16 167-00
S3 162-31 163-30 166-25
S4 160-14 161-13 166-02
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
5 171-09 167-01 4-08 2.5% 2-09 1.4% 10% False True 983
10 171-09 164-11 6-30 4.1% 2-08 1.4% 45% False False 722
20 171-09 162-17 8-24 5.2% 2-09 1.4% 56% False False 513
40 171-09 152-23 18-18 11.1% 1-29 1.1% 79% False False 309
60 171-09 149-05 22-04 13.2% 1-18 0.9% 83% False False 224
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0-10
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 180-10
2.618 176-06
1.618 173-21
1.000 172-03
0.618 171-04
HIGH 169-18
0.618 168-19
0.500 168-10
0.382 168-00
LOW 167-01
0.618 165-15
1.000 164-16
1.618 162-30
2.618 160-13
4.250 156-09
Fisher Pivots for day following 03-Feb-2015
Pivot 1 day 3 day
R1 168-10 169-05
PP 168-01 168-19
S1 167-24 168-01

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

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