ECBOT 30 Year Treasury Bond Future June 2015


Trading Metrics calculated at close of trading on 10-Feb-2015
Day Change Summary
Previous Current
09-Feb-2015 10-Feb-2015 Change Change % Previous Week
Open 164-16 163-21 -0-27 -0.5% 171-01
High 165-03 163-27 -1-08 -0.8% 171-04
Low 163-16 162-26 -0-22 -0.4% 163-01
Close 164-12 163-04 -1-08 -0.8% 164-10
Range 1-19 1-01 -0-18 -35.3% 8-03
ATR 2-09 2-07 -0-02 -2.2% 0-00
Volume 1,161 1,309 148 12.7% 4,970
Daily Pivots for day following 10-Feb-2015
Classic Woodie Camarilla DeMark
R4 166-11 165-25 163-22
R3 165-10 164-24 163-13
R2 164-09 164-09 163-10
R1 163-23 163-23 163-07 163-16
PP 163-08 163-08 163-08 163-05
S1 162-22 162-22 163-01 162-14
S2 162-07 162-07 162-30
S3 161-06 161-21 162-27
S4 160-05 160-20 162-18
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
5 168-11 162-26 5-17 3.4% 2-05 1.3% 6% False True 949
10 171-09 162-26 8-15 5.2% 2-07 1.4% 4% False True 966
20 171-09 162-26 8-15 5.2% 2-11 1.4% 4% False True 660
40 171-09 156-08 15-01 9.2% 2-00 1.2% 46% False False 415
60 171-09 150-00 21-09 13.0% 1-21 1.0% 62% False False 302
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0-10
Narrowest range in 27 trading days
Fibonacci Retracements and Extensions
4.250 168-07
2.618 166-17
1.618 165-16
1.000 164-28
0.618 164-15
HIGH 163-27
0.618 163-14
0.500 163-10
0.382 163-07
LOW 162-26
0.618 162-06
1.000 161-25
1.618 161-05
2.618 160-04
4.250 158-14
Fisher Pivots for day following 10-Feb-2015
Pivot 1 day 3 day
R1 163-10 164-21
PP 163-08 164-05
S1 163-06 163-20

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

View Archives - Comment on this page... - Back to Index of Symbols