ECBOT 30 Year Treasury Bond Future June 2015


Trading Metrics calculated at close of trading on 05-Feb-2015
Day Change Summary
Previous Current
04-Feb-2015 05-Feb-2015 Change Change % Previous Week
Open 167-07 168-03 0-28 0.5% 169-10
High 168-10 168-11 0-01 0.0% 171-09
Low 166-02 165-28 -0-06 -0.1% 167-29
Close 167-10 166-06 -1-04 -0.7% 170-23
Range 2-08 2-15 0-07 9.7% 3-12
ATR 2-07 2-07 0-01 0.8% 0-00
Volume 1,292 484 -808 -62.5% 3,283
Daily Pivots for day following 05-Feb-2015
Classic Woodie Camarilla DeMark
R4 174-07 172-21 167-17
R3 171-24 170-06 166-28
R2 169-09 169-09 166-20
R1 167-23 167-23 166-13 167-08
PP 166-26 166-26 166-26 166-18
S1 165-08 165-08 165-31 164-26
S2 164-11 164-11 165-24
S3 161-28 162-25 165-16
S4 159-13 160-10 164-27
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
5 171-09 165-28 5-13 3.3% 2-07 1.3% 6% False True 1,058
10 171-09 165-28 5-13 3.3% 2-05 1.3% 6% False True 840
20 171-09 162-17 8-24 5.3% 2-09 1.4% 42% False False 565
40 171-09 154-20 16-21 10.0% 1-31 1.2% 69% False False 347
60 171-09 149-26 21-15 12.9% 1-19 1.0% 76% False False 253
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-08
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 178-27
2.618 174-26
1.618 172-11
1.000 170-26
0.618 169-28
HIGH 168-11
0.618 167-13
0.500 167-04
0.382 166-26
LOW 165-28
0.618 164-11
1.000 163-13
1.618 161-28
2.618 159-13
4.250 155-12
Fisher Pivots for day following 05-Feb-2015
Pivot 1 day 3 day
R1 167-04 167-23
PP 166-26 167-07
S1 166-16 166-22

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

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