ECBOT 30 Year Treasury Bond Future June 2015


Trading Metrics calculated at close of trading on 06-Feb-2015
Day Change Summary
Previous Current
05-Feb-2015 06-Feb-2015 Change Change % Previous Week
Open 168-03 166-00 -2-03 -1.2% 171-01
High 168-11 166-16 -1-27 -1.1% 171-04
Low 165-28 163-01 -2-27 -1.7% 163-01
Close 166-06 164-10 -1-28 -1.1% 164-10
Range 2-15 3-15 1-00 40.5% 8-03
ATR 2-07 2-10 0-03 4.0% 0-00
Volume 484 500 16 3.3% 4,970
Daily Pivots for day following 06-Feb-2015
Classic Woodie Camarilla DeMark
R4 175-01 173-04 166-07
R3 171-18 169-21 165-09
R2 168-03 168-03 164-30
R1 166-06 166-06 164-20 165-13
PP 164-20 164-20 164-20 164-07
S1 162-23 162-23 164-00 161-30
S2 161-05 161-05 163-22
S3 157-22 159-08 163-11
S4 154-07 155-25 162-13
Weekly Pivots for week ending 06-Feb-2015
Classic Woodie Camarilla DeMark
R4 190-14 185-15 168-24
R3 182-11 177-12 166-17
R2 174-08 174-08 165-25
R1 169-09 169-09 165-02 167-23
PP 166-05 166-05 166-05 165-12
S1 161-06 161-06 163-18 159-20
S2 158-02 158-02 162-27
S3 149-31 153-03 162-03
S4 141-28 145-00 159-28
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 171-04 163-01 8-03 4.9% 2-15 1.5% 16% False True 994
10 171-09 163-01 8-08 5.0% 2-11 1.4% 16% False True 825
20 171-09 162-17 8-24 5.3% 2-12 1.4% 20% False False 567
40 171-09 155-24 15-17 9.5% 2-00 1.2% 55% False False 356
60 171-09 149-26 21-15 13.1% 1-20 1.0% 68% False False 261
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 0-10
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 181-08
2.618 175-19
1.618 172-04
1.000 169-31
0.618 168-21
HIGH 166-16
0.618 165-06
0.500 164-24
0.382 164-11
LOW 163-01
0.618 160-28
1.000 159-18
1.618 157-13
2.618 153-30
4.250 148-09
Fisher Pivots for day following 06-Feb-2015
Pivot 1 day 3 day
R1 164-24 165-22
PP 164-20 165-07
S1 164-15 164-25

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

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