ECBOT 30 Year Treasury Bond Future June 2015


Trading Metrics calculated at close of trading on 11-Feb-2015
Day Change Summary
Previous Current
10-Feb-2015 11-Feb-2015 Change Change % Previous Week
Open 163-21 162-26 -0-27 -0.5% 171-01
High 163-27 163-17 -0-10 -0.2% 171-04
Low 162-26 162-07 -0-19 -0.4% 163-01
Close 163-04 163-12 0-08 0.2% 164-10
Range 1-01 1-10 0-09 27.3% 8-03
ATR 2-07 2-05 -0-02 -2.9% 0-00
Volume 1,309 1,169 -140 -10.7% 4,970
Daily Pivots for day following 11-Feb-2015
Classic Woodie Camarilla DeMark
R4 166-31 166-16 164-03
R3 165-21 165-06 163-24
R2 164-11 164-11 163-20
R1 163-28 163-28 163-16 164-04
PP 163-01 163-01 163-01 163-05
S1 162-18 162-18 163-08 162-26
S2 161-23 161-23 163-04
S3 160-13 161-08 163-00
S4 159-03 159-30 162-21
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
5 168-11 162-07 6-04 3.7% 1-31 1.2% 19% False True 924
10 171-09 162-07 9-02 5.5% 2-02 1.3% 13% False True 1,033
20 171-09 162-07 9-02 5.5% 2-10 1.4% 13% False True 713
40 171-09 156-08 15-01 9.2% 2-00 1.2% 47% False False 443
60 171-09 150-00 21-09 13.0% 1-22 1.0% 63% False False 321
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 True
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
4.250 169-04
2.618 166-31
1.618 165-21
1.000 164-27
0.618 164-11
HIGH 163-17
0.618 163-01
0.500 162-28
0.382 162-23
LOW 162-07
0.618 161-13
1.000 160-29
1.618 160-03
2.618 158-25
4.250 156-20
Fisher Pivots for day following 11-Feb-2015
Pivot 1 day 3 day
R1 163-07 163-21
PP 163-01 163-18
S1 162-28 163-15

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

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